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SXR8.DE vs. QDVE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXR8.DE vs. QDVE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SXR8.DE achieves a 11.37% return, which is significantly lower than QDVE.DE's 24.06% return. Over the past 10 years, SXR8.DE has underperformed QDVE.DE with an annualized return of 14.95%, while QDVE.DE has yielded a comparatively higher 26.04% annualized return.


SXR8.DE

1D
-0.15%
1M
4.36%
YTD
11.37%
6M
10.83%
1Y
25.54%
3Y*
18.87%
5Y*
14.77%
10Y*
14.95%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXR8.DE vs. QDVE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
11.37%4.73%32.32%22.47%-14.31%40.74%6.80%34.49%-1.05%6.67%
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 SXR8.DE and QDVE.DE is 0.86, 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

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2015

0.88

The correlation between SXR8.DE and QDVE.DE has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.

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Return for Risk

SXR8.DE vs. QDVE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXR8.DE
SXR8.DE Risk / Return Rank: 6969
Overall Rank
SXR8.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 7070
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 7070
Martin Ratio Rank

QDVE.DE
QDVE.DE Risk / Return Rank: 6565
Overall Rank
QDVE.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QDVE.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
QDVE.DE Omega Ratio Rank: 6666
Omega Ratio Rank
QDVE.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
QDVE.DE Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SXR8.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.


SXR8.DEQDVE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.41

1.39

+0.02

Calmar ratioReturn relative to maximum drawdown

3.58

3.14

+0.43

Martin ratioReturn relative to average drawdown

12.71

8.31

+4.40

SXR8.DE vs. QDVE.DE - Sharpe Ratio Comparison

The current SXR8.DE Sharpe Ratio is 2.21, which is comparable to the QDVE.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of SXR8.DE and QDVE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SXR8.DEQDVE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

2.40

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

1.10

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

1.19

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

1.07

-0.28

Drawdowns

SXR8.DE vs. QDVE.DE - Drawdown Comparison

The maximum SXR8.DE drawdown since its inception was -33.78%, 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 SXR8.DE and QDVE.DE.


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Drawdown Indicators


SXR8.DEQDVE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.78%

-31.45%

-2.33%

Max Drawdown (1Y)

Largest decline over 1 year

-7.13%

-15.59%

+8.46%

Max Drawdown (3Y)

Largest decline over 3 years

-23.32%

-29.83%

+6.51%

Max Drawdown (5Y)

Largest decline over 5 years

-23.32%

-29.83%

+6.51%

Max Drawdown (10Y)

Largest decline over 10 years

-33.78%

-31.45%

-2.33%

Current Drawdown

Current decline from peak

-0.45%

-3.08%

+2.63%

Average Drawdown

Average peak-to-trough decline

-5.17%

-5.80%

+0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

5.91%

-3.90%

Volatility

SXR8.DE vs. QDVE.DE - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) is 2.65%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that SXR8.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


SXR8.DEQDVE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

7.12%

-4.47%

Volatility (6M)

Calculated over the trailing 6-month period

7.57%

14.85%

-7.28%

Volatility (1Y)

Calculated over the trailing 1-year period

11.56%

20.42%

-8.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.16%

22.71%

-7.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.09%

21.73%

-5.64%

SXR8.DE vs. QDVE.DE - Expense Ratio Comparison

SXR8.DE has a 0.07% expense ratio, which is lower than QDVE.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SXR8.DE vs. QDVE.DE - Dividend Comparison

Neither SXR8.DE nor QDVE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SXR8.DE and QDVE.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for QDVE.DE.

SXR8.DE is categorized as S&P 500, while QDVE.DE is Technology Equities. SXR8.DE tracks S&P 500 Index, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.07% for SXR8.DE and 0.15% for QDVE.DE.

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