VWCE.DE vs. QDVE.DE
VWCE.DE (Vanguard FTSE All-World UCITS ETF) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - VWCE.DE is a Global Equities fund tracking the FTSE All-World Index, 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 5 years, VWCE.DE returned 11.93%/yr vs 24.38%/yr for QDVE.DE. Their correlation of 0.84 suggests significant overlap in exposure. VWCE.DE charges 0.19%/yr vs 0.15%/yr for QDVE.DE.
Performance
VWCE.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VWCE.DE achieves a 11.26% return, which is significantly lower than QDVE.DE's 20.32% return.
VWCE.DE
- 1D
- 0.15%
- 1M
- 2.31%
- YTD
- 11.26%
- 6M
- 11.96%
- 1Y
- 24.29%
- 3Y*
- 17.30%
- 5Y*
- 11.93%
- 10Y*
- —
QDVE.DE
- 1D
- -0.36%
- 1M
- 5.68%
- YTD
- 20.32%
- 6M
- 17.73%
- 1Y
- 43.94%
- 3Y*
- 29.97%
- 5Y*
- 24.38%
- 10Y*
- 25.62%
VWCE.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VWCE.DE Vanguard FTSE All-World UCITS ETF | 11.26% | 9.16% | 24.41% | 18.18% | -13.47% | 28.62% | 5.36% | 7.08% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 20.32% | 10.01% | 46.09% | 54.17% | -25.82% | 46.74% | 29.67% | 12.10% |
Correlation
The correlation between VWCE.DE and QDVE.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019 | 0.84 |
The correlation between VWCE.DE and QDVE.DE has been stable across timeframes, ranging from 0.79 to 0.84 - a consistent structural relationship.
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Return for Risk
VWCE.DE vs. QDVE.DE — Risk / Return Rank
VWCE.DE
QDVE.DE
VWCE.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWCE.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.
| VWCE.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.35 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.68 | 2.78 | +0.90 |
| Martin ratioReturn relative to average drawdown | 15.26 | 7.33 | +7.93 |
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
| VWCE.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 2.13 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 1.06 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.17 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 1.05 | -0.29 |
Drawdowns
VWCE.DE vs. QDVE.DE - Drawdown Comparison
The maximum VWCE.DE drawdown since its inception was -33.43%, which is greater than QDVE.DE's maximum drawdown of -31.40%. Use the drawdown chart below to compare losses from any high point for VWCE.DE and QDVE.DE.
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Drawdown Indicators
| VWCE.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -31.40% | -2.03% |
Max Drawdown (1Y)Largest decline over 1 year | -6.55% | -15.60% | +9.05% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -29.81% | +8.74% |
Max Drawdown (5Y)Largest decline over 5 years | -21.07% | -29.81% | +8.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.40% | — |
Current DrawdownCurrent decline from peak | -1.87% | -5.99% | +4.12% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -5.80% | +1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 5.93% | -4.35% |
Volatility
VWCE.DE vs. QDVE.DE - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF (VWCE.DE) is 3.29%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.55%. This indicates that VWCE.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
| VWCE.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.29% | 7.55% | -4.26% |
Volatility (6M)Calculated over the trailing 6-month period | 8.24% | 14.80% | -6.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.42% | 20.39% | -8.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.76% | 22.71% | -8.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.15% | 21.72% | -5.57% |
VWCE.DE vs. QDVE.DE - Expense Ratio Comparison
VWCE.DE has a 0.19% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VWCE.DE vs. QDVE.DE - Dividend Comparison
Neither VWCE.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
VWCE.DE and QDVE.DE have a correlation of 0.79, 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 0.19% for VWCE.DE.
VWCE.DE is categorized as Global Equities, while QDVE.DE is Technology Equities. VWCE.DE tracks FTSE All-World 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: 0.19% for VWCE.DE and 0.15% for QDVE.DE.
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