SXRW.DE vs. QDVE.DE
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - SXRW.DE is a Europe Equities fund tracking the FTSE 100, 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, SXRW.DE returned 8.04%/yr vs 26.04%/yr for QDVE.DE. A 0.51 correlation means they provide meaningful diversification when combined. SXRW.DE charges 0.07%/yr vs 0.15%/yr for QDVE.DE.
Performance
SXRW.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRW.DE achieves a 6.50% return, which is significantly lower than QDVE.DE's 24.06% return. Over the past 10 years, SXRW.DE has underperformed QDVE.DE with an annualized return of 8.04%, while QDVE.DE has yielded a comparatively higher 26.04% annualized return.
SXRW.DE
- 1D
- 0.14%
- 1M
- -0.73%
- YTD
- 6.50%
- 6M
- 9.61%
- 1Y
- 18.23%
- 3Y*
- 14.51%
- 5Y*
- 11.57%
- 10Y*
- 8.04%
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%
SXRW.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 6.50% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
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 SXRW.DE and QDVE.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.51 |
Over the past year, the correlation between SXRW.DE and QDVE.DE has dropped to 0.28 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.
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Return for Risk
SXRW.DE vs. QDVE.DE — Risk / Return Rank
SXRW.DE
QDVE.DE
SXRW.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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.
| SXRW.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.39 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 3.14 | -0.85 |
| Martin ratioReturn relative to average drawdown | 8.40 | 8.31 | +0.09 |
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
| SXRW.DE | 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 | 0.81 | 1.10 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 1.19 | -0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 1.07 | -0.57 |
Drawdowns
SXRW.DE vs. QDVE.DE - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, 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 SXRW.DE and QDVE.DE.
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Drawdown Indicators
| SXRW.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -31.45% | -8.86% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -15.59% | +7.68% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -29.83% | +12.97% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -29.83% | +12.97% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | -31.45% | -8.86% |
Current DrawdownCurrent decline from peak | -2.75% | -3.08% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -5.80% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 5.91% | -3.74% |
Volatility
SXRW.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) is 4.45%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that SXRW.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
| SXRW.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 7.12% | -2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 14.85% | -4.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.13% | 20.42% | -8.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 22.71% | -8.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 21.73% | -4.80% |
SXRW.DE vs. QDVE.DE - Expense Ratio Comparison
SXRW.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
SXRW.DE vs. QDVE.DE - Dividend Comparison
Neither SXRW.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRW.DE and QDVE.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for QDVE.DE.
SXRW.DE is categorized as Europe Equities, while QDVE.DE is Technology Equities. SXRW.DE tracks FTSE 100, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.07% for SXRW.DE and 0.15% for QDVE.DE.
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