SXR0.DE vs. QDVE.DE
SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - SXR0.DE is a Global Equities fund tracking the MSCI World Minimum Volatility Index (EUR Hedged), 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, SXR0.DE returned 4.77%/yr vs 22.04%/yr for QDVE.DE. At a 0.48 correlation, their price movements are largely independent. SXR0.DE charges 0.35%/yr vs 0.15%/yr for QDVE.DE.
Performance
SXR0.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR0.DE achieves a 2.15% return, which is significantly lower than QDVE.DE's 19.14% return.
SXR0.DE
- 1D
- 0.23%
- 1M
- 1.78%
- 6M
- 3.00%
- YTD
- 2.15%
- 1Y
- 2.76%
- 3Y*
- 8.28%
- 5Y*
- 4.77%
- 10Y*
- —
QDVE.DE
- 1D
- 0.35%
- 1M
- -6.14%
- 6M
- 19.97%
- YTD
- 19.14%
- 1Y
- 36.05%
- 3Y*
- 28.01%
- 5Y*
- 22.04%
- 10Y*
- 25.61%
SXR0.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 2.15% | 7.02% | 13.29% | 5.81% | -9.67% | 16.59% | -1.27% | 20.04% | -4.03% | 8.98% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 19.14% | 10.01% | 46.09% | 54.17% | -25.82% | 46.74% | 29.67% | 53.89% | 3.09% | 11.92% |
Correlation
The correlation between SXR0.DE and QDVE.DE is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2017 | 0.48 |
The correlation between SXR0.DE and QDVE.DE shifts across timeframes, from -0.09 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXR0.DE vs. QDVE.DE — Risk / Return Rank
SXR0.DE
QDVE.DE
SXR0.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SXR0.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.28 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 2.30 | -1.78 |
| Martin ratioReturn relative to average drawdown | 1.13 | 5.80 | -4.67 |
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Drawdowns
SXR0.DE vs. QDVE.DE - Drawdown Comparison
The maximum SXR0.DE drawdown since its inception was -27.73%, smaller than the maximum QDVE.DE drawdown of -31.40%. Use the drawdown chart below to compare losses from any high point for SXR0.DE and QDVE.DE.
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Drawdown Indicators
| SXR0.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.73% | -31.40% | +3.67% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -15.60% | +10.34% |
Max Drawdown (3Y)Largest decline over 3 years | -9.18% | -29.81% | +20.63% |
Max Drawdown (5Y)Largest decline over 5 years | -15.61% | -29.81% | +14.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.40% | — |
Current DrawdownCurrent decline from peak | -1.95% | -6.91% | +4.96% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -5.80% | +1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 6.20% | -3.76% |
Volatility
SXR0.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) is 2.35%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.99%. This indicates that SXR0.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
| SXR0.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 7.99% | -5.64% |
Volatility (6M)Calculated over the trailing 6-month period | 5.77% | 15.87% | -10.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.13% | 21.50% | -13.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 22.89% | -12.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.61% | 21.80% | -10.19% |
SXR0.DE vs. QDVE.DE - Expense Ratio Comparison
SXR0.DE has a 0.35% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.
Dividends
SXR0.DE vs. QDVE.DE - Dividend Comparison
Neither SXR0.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR0.DE and QDVE.DE have a correlation of -0.09, 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 SXR0.DE.
SXR0.DE is categorized as Global Equities, while QDVE.DE is Technology Equities. SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged), while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.35% for SXR0.DE and 0.15% for QDVE.DE.
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