WFSPX vs. QDVE.DE
WFSPX (iShares S&P 500 Index Fund) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both funds - WFSPX is a S&P 500 fund tracking the S&P 500 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 10 years, WFSPX returned 15.32%/yr vs 26.01%/yr for QDVE.DE. A 0.55 correlation means they provide meaningful diversification when combined. WFSPX charges 0.03%/yr vs 0.15%/yr for QDVE.DE.
Performance
WFSPX vs. QDVE.DE - Performance Comparison
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Different Trading Currencies
WFSPX 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, WFSPX achieves a 8.57% return, which is significantly lower than QDVE.DE's 17.00% return. Over the past 10 years, WFSPX has underperformed QDVE.DE with an annualized return of 15.32%, while QDVE.DE has yielded a comparatively higher 26.01% annualized return.
WFSPX
- 1D
- 1.75%
- 1M
- -0.09%
- YTD
- 8.57%
- 6M
- 8.91%
- 1Y
- 25.13%
- 3Y*
- 21.02%
- 5Y*
- 13.30%
- 10Y*
- 15.32%
QDVE.DE
- 1D
- 2.41%
- 1M
- 0.06%
- YTD
- 17.00%
- 6M
- 19.03%
- 1Y
- 43.65%
- 3Y*
- 31.42%
- 5Y*
- 22.64%
- 10Y*
- 26.01%
WFSPX vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFSPX iShares S&P 500 Index Fund | 8.57% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 17.00% | 24.19% | 37.73% | 59.04% | -29.90% | 35.16% | 42.34% | 50.64% | -1.76% | 37.99% |
Correlation
The correlation between WFSPX and QDVE.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Dec 2, 2015 | 0.55 |
The correlation between WFSPX and QDVE.DE has been stable across timeframes, ranging from 0.54 to 0.59 - a consistent structural relationship.
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Return for Risk
WFSPX vs. QDVE.DE — Risk / Return Rank
WFSPX
QDVE.DE
WFSPX vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund (WFSPX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WFSPX | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.33 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 2.56 | +0.18 |
| Martin ratioReturn relative to average drawdown | 12.42 | 7.56 | +4.86 |
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Drawdowns
WFSPX vs. QDVE.DE - Drawdown Comparison
The maximum WFSPX drawdown since its inception was -58.21%, which is greater than QDVE.DE's maximum drawdown of -33.59%. Use the drawdown chart below to compare losses from any high point for WFSPX and QDVE.DE.
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Drawdown Indicators
| WFSPX | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.21% | -33.59% | -24.62% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -16.48% | +7.58% |
Max Drawdown (3Y)Largest decline over 3 years | -18.74% | -26.14% | +7.40% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -33.59% | +9.08% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | -33.59% | -0.15% |
Current DrawdownCurrent decline from peak | -2.79% | -7.66% | +4.87% |
Average DrawdownAverage peak-to-trough decline | -12.76% | -5.95% | -6.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 5.58% | -3.63% |
Volatility
WFSPX vs. QDVE.DE - Volatility Comparison
The current volatility for iShares S&P 500 Index Fund (WFSPX) is 4.43%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 8.28%. This indicates that WFSPX 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
| WFSPX | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 8.28% | -3.85% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 16.00% | -6.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.36% | 20.96% | -8.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 23.50% | -6.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 22.06% | -4.01% |
WFSPX vs. QDVE.DE - Expense Ratio Comparison
WFSPX has a 0.03% 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
WFSPX vs. QDVE.DE - Dividend Comparison
WFSPX's dividend yield for the trailing twelve months is around 1.61%, while QDVE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WFSPX iShares S&P 500 Index Fund | 1.61% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Frequently Asked Questions
WFSPX and QDVE.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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