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

Performance

VEGN vs. QDVE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Vegan Climate ETF (VEGN) 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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VEGN vs. QDVE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VEGN
US Vegan Climate ETF
-5.09%13.71%25.42%38.10%-26.87%26.01%27.72%9.10%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
-8.96%24.17%37.76%59.01%-29.92%35.19%42.37%16.18%
Different Trading Currencies

VEGN is traded in USD, while QDVE.DE is traded in EUR. To make them comparable, the QDVE.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VEGN achieves a -5.09% return, which is significantly higher than QDVE.DE's -8.96% return.


VEGN

1D
0.60%
1M
-1.94%
YTD
-5.09%
6M
-3.46%
1Y
14.92%
3Y*
18.84%
5Y*
10.21%
10Y*

QDVE.DE

1D
-0.11%
1M
-2.22%
YTD
-8.96%
6M
-7.79%
1Y
28.49%
3Y*
26.68%
5Y*
17.74%
10Y*
22.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEGN vs. QDVE.DE - Expense Ratio Comparison

VEGN has a 0.60% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.


Return for Risk

VEGN vs. QDVE.DE — Risk / Return Rank

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

VEGN
VEGN Risk / Return Rank: 3838
Overall Rank
VEGN Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
VEGN Sortino Ratio Rank: 3737
Sortino Ratio Rank
VEGN Omega Ratio Rank: 3737
Omega Ratio Rank
VEGN Calmar Ratio Rank: 4242
Calmar Ratio Rank
VEGN Martin Ratio Rank: 4242
Martin Ratio Rank

QDVE.DE
QDVE.DE Risk / Return Rank: 4747
Overall Rank
QDVE.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
QDVE.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
QDVE.DE Omega Ratio Rank: 3838
Omega Ratio Rank
QDVE.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
QDVE.DE Martin Ratio Rank: 4747
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.

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

This table presents a comparison of risk-adjusted performance metrics for US Vegan Climate ETF (VEGN) 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.


VEGNQDVE.DEDifference

Sharpe ratio

Return per unit of total volatility

0.72

1.14

-0.42

Sortino ratio

Return per unit of downside risk

1.15

1.70

-0.55

Omega ratio

Gain probability vs. loss probability

1.16

1.22

-0.06

Calmar ratio

Return relative to maximum drawdown

1.31

2.21

-0.90

Martin ratio

Return relative to average drawdown

4.75

6.91

-2.15

VEGN vs. QDVE.DE - Sharpe Ratio Comparison

The current VEGN Sharpe Ratio is 0.72, which is lower than the QDVE.DE Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of VEGN and QDVE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VEGNQDVE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

1.14

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.75

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.97

-0.35

Correlation

The correlation between VEGN and QDVE.DE is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VEGN vs. QDVE.DE - Dividend Comparison

VEGN's dividend yield for the trailing twelve months is around 0.62%, while QDVE.DE has not paid dividends to shareholders.


TTM2025202420232022202120202019
VEGN
US Vegan Climate ETF
0.62%0.51%0.51%0.67%0.81%0.41%0.71%0.29%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VEGN vs. QDVE.DE - Drawdown Comparison

The maximum VEGN drawdown since its inception was -34.14%, roughly equal to the maximum QDVE.DE drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for VEGN and QDVE.DE.


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Drawdown Indicators


VEGNQDVE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.14%

-31.45%

-2.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.85%

-15.59%

+3.74%

Max Drawdown (5Y)

Largest decline over 5 years

-33.40%

-29.83%

-3.57%

Max Drawdown (10Y)

Largest decline over 10 years

-31.45%

Current Drawdown

Current decline from peak

-7.48%

-12.60%

+5.12%

Average Drawdown

Average peak-to-trough decline

-7.76%

-5.86%

-1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

5.74%

-2.37%

Volatility

VEGN vs. QDVE.DE - Volatility Comparison

US Vegan Climate ETF (VEGN) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) have volatilities of 5.92% and 6.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEGNQDVE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

6.01%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

15.25%

-2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

20.80%

24.80%

-4.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.05%

23.28%

-3.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.80%

21.90%

+0.90%