SPY1.DE vs. QDVE.DE
SPY1.DE (SPDR S&P 500 Low Volatility UCITS ETF) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - SPY1.DE is a S&P 500 fund tracking the S&P 500 Low Volatility, 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 10 years, SPY1.DE returned 7.35%/yr vs 26.04%/yr for QDVE.DE. At a 0.43 correlation, their price movements are largely independent. SPY1.DE charges 0.35%/yr vs 0.15%/yr for QDVE.DE.
Performance
SPY1.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPY1.DE achieves a 2.00% return, which is significantly lower than QDVE.DE's 24.06% return. Over the past 10 years, SPY1.DE has underperformed QDVE.DE with an annualized return of 7.35%, while QDVE.DE has yielded a comparatively higher 26.04% annualized return.
SPY1.DE
- 1D
- -0.18%
- 1M
- -1.34%
- YTD
- 2.00%
- 6M
- 1.72%
- 1Y
- -1.53%
- 3Y*
- 4.28%
- 5Y*
- 5.96%
- 10Y*
- 7.35%
QDVE.DE
- 1D
- -2.26%
- 1M
- 13.91%
- YTD
- 24.06%
- 6M
- 23.05%
- 1Y
- 49.27%
- 3Y*
- 30.81%
- 5Y*
- 25.33%
- 10Y*
- 26.04%
SPY1.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPY1.DE SPDR S&P 500 Low Volatility UCITS ETF | 2.00% | -7.26% | 20.46% | -3.91% | 0.94% | 34.70% | -10.69% | 29.65% | 3.67% | 2.32% |
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% | 3.04% | 21.00% |
Correlation
The correlation between SPY1.DE and QDVE.DE is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.43 |
The correlation between SPY1.DE and QDVE.DE shifts across timeframes, from -0.20 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPY1.DE vs. QDVE.DE — Risk / Return Rank
SPY1.DE
QDVE.DE
SPY1.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 Low Volatility UCITS ETF (SPY1.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.
| SPY1.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.55 | ||
| Sortino ratioReturn per unit of downside risk | -3.24 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.39 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.23 | 3.14 | -3.37 |
| Martin ratioReturn relative to average drawdown | -0.48 | 8.31 | -8.80 |
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
| SPY1.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | 2.40 | -2.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 1.10 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 1.19 | -0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 1.07 | -0.38 |
Drawdowns
SPY1.DE vs. QDVE.DE - Drawdown Comparison
The maximum SPY1.DE drawdown since its inception was -35.30%, 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 SPY1.DE and QDVE.DE.
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Drawdown Indicators
| SPY1.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.30% | -31.45% | -3.85% |
Max Drawdown (1Y)Largest decline over 1 year | -6.77% | -15.59% | +8.82% |
Max Drawdown (3Y)Largest decline over 3 years | -14.59% | -29.83% | +15.24% |
Max Drawdown (5Y)Largest decline over 5 years | -16.32% | -29.83% | +13.51% |
Max Drawdown (10Y)Largest decline over 10 years | -35.30% | -31.45% | -3.85% |
Current DrawdownCurrent decline from peak | -11.45% | -3.08% | -8.37% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -5.80% | -0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 5.91% | -2.76% |
Volatility
SPY1.DE vs. QDVE.DE - Volatility Comparison
The current volatility for SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) is 3.46%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that SPY1.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
| SPY1.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 7.12% | -3.66% |
Volatility (6M)Calculated over the trailing 6-month period | 7.38% | 14.85% | -7.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.25% | 20.42% | -10.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.47% | 22.71% | -10.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.00% | 21.73% | -7.73% |
SPY1.DE vs. QDVE.DE - Expense Ratio Comparison
SPY1.DE has a 0.35% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.
Dividends
SPY1.DE vs. QDVE.DE - Dividend Comparison
Neither SPY1.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
SPY1.DE and QDVE.DE have a correlation of -0.20, 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 0.35% for SPY1.DE.
SPY1.DE is categorized as S&P 500, while QDVE.DE is Technology Equities. SPY1.DE tracks S&P 500 Low Volatility, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.35% for SPY1.DE and 0.15% for QDVE.DE.
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