SXRG.DE vs. QDVE.DE
SXRG.DE (iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - SXRG.DE is a Small Cap Blend Equities fund tracking the MSCI USA Small Cap ESG Enhanced Focus CTB, 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, SXRG.DE returned 10.73%/yr vs 26.04%/yr for QDVE.DE. A 0.65 correlation means they provide meaningful diversification when combined. SXRG.DE charges 0.43%/yr vs 0.15%/yr for QDVE.DE.
Performance
SXRG.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRG.DE achieves a 16.26% return, which is significantly lower than QDVE.DE's 24.06% return. Over the past 10 years, SXRG.DE has underperformed QDVE.DE with an annualized return of 10.73%, while QDVE.DE has yielded a comparatively higher 26.04% annualized return.
SXRG.DE
- 1D
- 0.84%
- 1M
- 4.42%
- YTD
- 16.26%
- 6M
- 16.37%
- 1Y
- 31.93%
- 3Y*
- 13.50%
- 5Y*
- 7.64%
- 10Y*
- 10.73%
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%
SXRG.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRG.DE iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) | 16.26% | -1.21% | 15.85% | 13.82% | -12.53% | 29.74% | 6.96% | 30.76% | -7.93% | 2.34% |
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 SXRG.DE and QDVE.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.65 |
The correlation between SXRG.DE and QDVE.DE shifts across timeframes, from 0.50 (3 years) to 0.65 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXRG.DE vs. QDVE.DE — Risk / Return Rank
SXRG.DE
QDVE.DE
SXRG.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.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.
| SXRG.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.39 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 5.15 | 3.14 | +2.01 |
| Martin ratioReturn relative to average drawdown | 15.48 | 8.31 | +7.17 |
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
| SXRG.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 | 0.38 | 1.10 | -0.72 |
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 | 0.52 | 1.07 | -0.55 |
Drawdowns
SXRG.DE vs. QDVE.DE - Drawdown Comparison
The maximum SXRG.DE drawdown since its inception was -41.79%, 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 SXRG.DE and QDVE.DE.
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Drawdown Indicators
| SXRG.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.79% | -31.45% | -10.34% |
Max Drawdown (1Y)Largest decline over 1 year | -6.17% | -15.59% | +9.42% |
Max Drawdown (3Y)Largest decline over 3 years | -31.54% | -29.83% | -1.71% |
Max Drawdown (5Y)Largest decline over 5 years | -31.54% | -29.83% | -1.71% |
Max Drawdown (10Y)Largest decline over 10 years | -41.79% | -31.45% | -10.34% |
Current DrawdownCurrent decline from peak | 0.00% | -3.08% | +3.08% |
Average DrawdownAverage peak-to-trough decline | -7.92% | -5.80% | -2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 5.91% | -3.85% |
Volatility
SXRG.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.DE) is 3.75%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that SXRG.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
| SXRG.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 7.12% | -3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 14.85% | -4.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.79% | 20.42% | -4.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.72% | 22.71% | -2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.35% | 21.73% | -1.38% |
SXRG.DE vs. QDVE.DE - Expense Ratio Comparison
SXRG.DE has a 0.43% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.
Dividends
SXRG.DE vs. QDVE.DE - Dividend Comparison
Neither SXRG.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRG.DE and QDVE.DE have a correlation of 0.53, 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 0.43% for SXRG.DE.
SXRG.DE is categorized as Small Cap Blend Equities, while QDVE.DE is Technology Equities. SXRG.DE tracks MSCI USA Small Cap ESG Enhanced Focus CTB, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.43% for SXRG.DE and 0.15% for QDVE.DE.
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