TL0.DE vs. QDVE.DE
TL0.DE (Tesla Inc) is a stock, while QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) is Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Over the past 10 years, TL0.DE returned 39.53%/yr vs 26.04%/yr for QDVE.DE. At a 0.49 correlation, their price movements are largely independent.
Performance
TL0.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, TL0.DE achieves a -8.31% return, which is significantly lower than QDVE.DE's 24.06% return. Over the past 10 years, TL0.DE has outperformed QDVE.DE with an annualized return of 39.53%, while QDVE.DE has yielded a comparatively lower 26.04% annualized return.
TL0.DE
- 1D
- -2.04%
- 1M
- 7.88%
- YTD
- -8.31%
- 6M
- -7.43%
- 1Y
- 28.88%
- 3Y*
- 20.82%
- 5Y*
- 17.26%
- 10Y*
- 39.53%
QDVE.DE
- 1D
- -2.26%
- 1M
- 11.84%
- YTD
- 24.06%
- 6M
- 22.46%
- 1Y
- 48.25%
- 3Y*
- 30.81%
- 5Y*
- 25.33%
- 10Y*
- 26.04%
TL0.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TL0.DE Tesla Inc | -8.31% | -2.91% | 75.95% | 105.08% | -64.58% | 73.69% | 613.71% | 37.95% | 5.34% | 27.31% |
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 TL0.DE and QDVE.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.49 |
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Return for Risk
TL0.DE vs. QDVE.DE — Risk / Return Rank
TL0.DE
QDVE.DE
TL0.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tesla Inc (TL0.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.
| TL0.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.88 | ||
| Sortino ratioReturn per unit of downside risk | -2.07 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.39 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.78 | 3.14 | -2.37 |
| Martin ratioReturn relative to average drawdown | 1.81 | 8.31 | -6.51 |
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
| TL0.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 2.40 | -1.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 1.10 | -0.79 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 1.19 | -0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 1.07 | -0.30 |
Drawdowns
TL0.DE vs. QDVE.DE - Drawdown Comparison
The maximum TL0.DE drawdown since its inception was -71.68%, 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 TL0.DE and QDVE.DE.
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Drawdown Indicators
| TL0.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.68% | -31.45% | -40.23% |
Max Drawdown (1Y)Largest decline over 1 year | -30.20% | -15.59% | -14.61% |
Max Drawdown (3Y)Largest decline over 3 years | -55.03% | -29.83% | -25.20% |
Max Drawdown (5Y)Largest decline over 5 years | -71.68% | -29.83% | -41.85% |
Max Drawdown (10Y)Largest decline over 10 years | -71.68% | -31.45% | -40.23% |
Current DrawdownCurrent decline from peak | -21.75% | -3.08% | -18.67% |
Average DrawdownAverage peak-to-trough decline | -23.24% | -5.80% | -17.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.98% | 5.91% | +7.07% |
Volatility
TL0.DE vs. QDVE.DE - Volatility Comparison
Tesla Inc (TL0.DE) has a higher volatility of 12.91% compared to iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) at 7.12%. This indicates that TL0.DE's price experiences larger fluctuations and is considered to be riskier 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
| TL0.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.91% | 7.12% | +5.79% |
Volatility (6M)Calculated over the trailing 6-month period | 28.33% | 14.85% | +13.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.29% | 20.42% | +24.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.75% | 22.71% | +32.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.07% | 21.73% | +34.34% |
Dividends
TL0.DE vs. QDVE.DE - Dividend Comparison
Neither TL0.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
TL0.DE and QDVE.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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