S6DW.DE vs. QDVE.DE
S6DW.DE (iShares MSCI World ESG Screened UCITS ETF USD (Dist)) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - S6DW.DE is a Global Equities fund tracking the MSCI World ESG Screened, while QDVE.DE is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 5 years, S6DW.DE returned 13.09%/yr vs 25.33%/yr for QDVE.DE. Their correlation of 0.87 suggests significant overlap in exposure. S6DW.DE charges 0.20%/yr vs 0.15%/yr for QDVE.DE.
Performance
S6DW.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, S6DW.DE achieves a 10.73% return, which is significantly lower than QDVE.DE's 24.06% return.
S6DW.DE
- 1D
- -0.04%
- 1M
- 3.95%
- YTD
- 10.73%
- 6M
- 10.58%
- 1Y
- 23.93%
- 3Y*
- 18.05%
- 5Y*
- 13.09%
- 10Y*
- —
QDVE.DE
- 1D
- -2.26%
- 1M
- 11.84%
- YTD
- 24.06%
- 6M
- 22.46%
- 1Y
- 48.25%
- 3Y*
- 30.81%
- 5Y*
- 25.33%
- 10Y*
- 26.04%
S6DW.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
S6DW.DE iShares MSCI World ESG Screened UCITS ETF USD (Dist) | 10.73% | 7.69% | 27.33% | 22.28% | -15.33% | 32.91% | 6.70% | 31.31% | -6.30% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 24.06% | 9.99% | 46.12% | 54.14% | -25.83% | 46.77% | 29.69% | 53.86% | -10.12% |
Correlation
The correlation between S6DW.DE and QDVE.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.87 |
The correlation between S6DW.DE and QDVE.DE has been stable across timeframes, ranging from 0.83 to 0.87 - a consistent structural relationship.
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Return for Risk
S6DW.DE vs. QDVE.DE — Risk / Return Rank
S6DW.DE
QDVE.DE
S6DW.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Screened UCITS ETF USD (Dist) (S6DW.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| S6DW.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.39 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 3.14 | -0.05 |
| Martin ratioReturn relative to average drawdown | 12.18 | 8.31 | +3.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| S6DW.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 2.40 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 1.10 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 1.07 | -0.21 |
Drawdowns
S6DW.DE vs. QDVE.DE - Drawdown Comparison
The maximum S6DW.DE drawdown since its inception was -33.13%, which is greater than QDVE.DE's maximum drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for S6DW.DE and QDVE.DE.
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Drawdown Indicators
| S6DW.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.13% | -31.45% | -1.68% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | -15.59% | +7.85% |
Max Drawdown (3Y)Largest decline over 3 years | -22.30% | -29.83% | +7.53% |
Max Drawdown (5Y)Largest decline over 5 years | -22.30% | -29.83% | +7.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.45% | — |
Current DrawdownCurrent decline from peak | -0.44% | -3.08% | +2.64% |
Average DrawdownAverage peak-to-trough decline | -4.67% | -5.80% | +1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 5.91% | -3.94% |
Volatility
S6DW.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares MSCI World ESG Screened UCITS ETF USD (Dist) (S6DW.DE) is 2.85%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that S6DW.DE experiences smaller price fluctuations and is considered to be less risky than QDVE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| S6DW.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 7.12% | -4.27% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 14.85% | -6.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.91% | 20.42% | -8.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.58% | 22.71% | -8.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 21.73% | -5.36% |
S6DW.DE vs. QDVE.DE - Expense Ratio Comparison
S6DW.DE has a 0.20% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
S6DW.DE vs. QDVE.DE - Dividend Comparison
S6DW.DE's dividend yield for the trailing twelve months is around 0.87%, while QDVE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
S6DW.DE iShares MSCI World ESG Screened UCITS ETF USD (Dist) | 0.87% | 0.96% | 1.18% | 1.31% | 1.59% | 1.01% | 1.15% | 1.56% | 0.18% |
Frequently Asked Questions
S6DW.DE and QDVE.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVE.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for S6DW.DE.
S6DW.DE is categorized as Global Equities, while QDVE.DE is Technology Equities. S6DW.DE tracks MSCI World ESG Screened, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.20% for S6DW.DE and 0.15% for QDVE.DE.
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