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

Performance

VGT vs. QDVE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Information Technology ETF (VGT) 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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Different Trading Currencies

VGT 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, VGT achieves a 24.57% return, which is significantly higher than QDVE.DE's 22.62% return. Both investments have delivered pretty close results over the past 10 years, with VGT having a 25.14% annualized return and QDVE.DE not far ahead at 26.32%.


VGT

1D
1.71%
1M
4.28%
YTD
24.57%
6M
21.33%
1Y
50.38%
3Y*
31.24%
5Y*
20.82%
10Y*
25.14%

QDVE.DE

1D
-2.15%
1M
7.34%
YTD
22.62%
6M
20.94%
1Y
51.25%
3Y*
34.37%
5Y*
24.16%
10Y*
26.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGT vs. QDVE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGT
Vanguard Information Technology ETF
24.57%21.77%29.30%52.66%-29.70%30.45%46.04%48.62%2.46%37.08%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
22.62%24.17%37.76%59.01%-29.92%35.19%42.37%50.61%-1.81%38.11%

Correlation

The correlation between VGT and QDVE.DE is 0.74, 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

0.74

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

0.67

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

0.68

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

0.63

The correlation between VGT and QDVE.DE shifts across timeframes, from 0.63 (all time) to 0.74 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VGT vs. QDVE.DE — Risk / Return Rank

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

VGT
VGT Risk / Return Rank: 7171
Overall Rank
VGT Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 7171
Sortino Ratio Rank
VGT Omega Ratio Rank: 7373
Omega Ratio Rank
VGT Calmar Ratio Rank: 6868
Calmar Ratio Rank
VGT Martin Ratio Rank: 6060
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard Information Technology ETF (VGT) 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.


VGTQDVE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.39

1.40

-0.01

Calmar ratioReturn relative to maximum drawdown

3.09

3.13

-0.04

Martin ratioReturn relative to average drawdown

9.77

9.51

+0.26

VGT vs. QDVE.DE - Sharpe Ratio Comparison

The current VGT Sharpe Ratio is 2.35, which is comparable to the QDVE.DE Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of VGT 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


VGTQDVE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

2.53

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

1.02

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

1.19

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

1.11

-0.45

Drawdowns

VGT vs. QDVE.DE - Drawdown Comparison

The maximum VGT drawdown since its inception was -54.63%, which is greater than QDVE.DE's maximum drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for VGT and QDVE.DE.


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Drawdown Indicators


VGTQDVE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-54.63%

-33.62%

-21.01%

Max Drawdown (1Y)

Largest decline over 1 year

-16.40%

-16.47%

+0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-27.23%

-26.14%

-1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-35.07%

-33.62%

-1.45%

Max Drawdown (10Y)

Largest decline over 10 years

-35.07%

-33.62%

-1.45%

Current Drawdown

Current decline from peak

-6.77%

-3.24%

-3.53%

Average Drawdown

Average peak-to-trough decline

-7.95%

-5.95%

-2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.17%

5.43%

-0.26%

Volatility

VGT vs. QDVE.DE - Volatility Comparison

Vanguard Information Technology ETF (VGT) has a higher volatility of 9.39% compared to iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) at 7.19%. This indicates that VGT'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


VGTQDVE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.39%

7.19%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

17.44%

15.24%

+2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

21.58%

20.38%

+1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.33%

23.40%

+1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.69%

22.02%

+2.67%

VGT vs. QDVE.DE - Expense Ratio Comparison

VGT has a 0.09% 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

VGT vs. QDVE.DE - Dividend Comparison

VGT's dividend yield for the trailing twelve months is around 0.33%, while QDVE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.33%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

Frequently Asked Questions


VGT and QDVE.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGT is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGT is cheaper with a 0.09% expense ratio, compared with 0.15% for QDVE.DE.

VGT tracks MSCI USA IMI Information Technology 25/50 Index, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.09% for VGT and 0.15% for QDVE.DE.

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