SUSW.L vs. QDVE.DE
SUSW.L (iShares MSCI World SRI UCITS ETF EUR (Acc)) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - SUSW.L is a Global Equities fund tracking the MSCI ACWI NR USD, 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, SUSW.L returned 10.52%/yr vs 25.33%/yr for QDVE.DE. A 0.77 correlation means they provide meaningful diversification when combined. SUSW.L charges 0.20%/yr vs 0.15%/yr for QDVE.DE.
Performance
SUSW.L vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SUSW.L achieves a 11.31% return, which is significantly lower than QDVE.DE's 24.06% return.
SUSW.L
- 1D
- 0.22%
- 1M
- 5.87%
- YTD
- 11.31%
- 6M
- 11.72%
- 1Y
- 18.68%
- 3Y*
- 12.95%
- 5Y*
- 10.52%
- 10Y*
- —
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%
SUSW.L vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUSW.L iShares MSCI World SRI UCITS ETF EUR (Acc) | 11.31% | 1.89% | 18.34% | 20.78% | -16.40% | 35.65% | 10.76% | 32.32% | -3.09% | 2.02% |
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% | 3.55% |
Correlation
The correlation between SUSW.L and QDVE.DE is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2017 | 0.77 |
The correlation between SUSW.L and QDVE.DE has been stable across timeframes, ranging from 0.71 to 0.77 - a consistent structural relationship.
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Return for Risk
SUSW.L vs. QDVE.DE — Risk / Return Rank
SUSW.L
QDVE.DE
SUSW.L vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L) 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.
| SUSW.L | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.39 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 3.14 | -0.79 |
| Martin ratioReturn relative to average drawdown | 8.66 | 8.31 | +0.35 |
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
| SUSW.L | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 2.40 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 1.10 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 1.07 | -0.31 |
Drawdowns
SUSW.L vs. QDVE.DE - Drawdown Comparison
The maximum SUSW.L drawdown since its inception was -32.09%, roughly equal to the maximum QDVE.DE drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for SUSW.L and QDVE.DE.
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Drawdown Indicators
| SUSW.L | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.09% | -31.45% | -0.64% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -15.59% | +7.79% |
Max Drawdown (3Y)Largest decline over 3 years | -21.13% | -29.83% | +8.70% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | -29.83% | +8.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.45% | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.08% | +3.08% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -5.80% | +0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 5.91% | -3.77% |
Volatility
SUSW.L vs. QDVE.DE - Volatility Comparison
The current volatility for iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L) is 3.49%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that SUSW.L 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
| SUSW.L | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 7.12% | -3.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 14.85% | -5.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.26% | 20.42% | -8.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 22.71% | -8.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 21.73% | -5.50% |
SUSW.L vs. QDVE.DE - Expense Ratio Comparison
SUSW.L 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
SUSW.L vs. QDVE.DE - Dividend Comparison
Neither SUSW.L nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
SUSW.L and QDVE.DE have a correlation of 0.71, 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 SUSW.L.
SUSW.L is categorized as Global Equities, while QDVE.DE is Technology Equities. SUSW.L tracks MSCI ACWI NR USD, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.20% for SUSW.L and 0.15% for QDVE.DE.
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