WTI2.DE vs. QDVE.DE
WTI2.DE (WisdomTree Artificial Intelligence UCITS ETF USD Acc) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both Technology Equities funds - WTI2.DE tracks the Nasdaq CTA Artificial Intelligence while QDVE.DE tracks the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 5 years, WTI2.DE returned 17.06%/yr vs 25.33%/yr for QDVE.DE. Their correlation of 0.83 suggests significant overlap in exposure. WTI2.DE charges 0.40%/yr vs 0.15%/yr for QDVE.DE.
Performance
WTI2.DE vs. QDVE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WTI2.DE achieves a 49.52% return, which is significantly higher than QDVE.DE's 24.06% return.
WTI2.DE
- 1D
- -0.85%
- 1M
- 17.78%
- YTD
- 49.52%
- 6M
- 47.97%
- 1Y
- 85.59%
- 3Y*
- 30.72%
- 5Y*
- 17.06%
- 10Y*
- —
QDVE.DE
- 1D
- -2.26%
- 1M
- 13.91%
- YTD
- 24.06%
- 6M
- 23.05%
- 1Y
- 49.27%
- 3Y*
- 30.81%
- 5Y*
- 25.33%
- 10Y*
- 26.04%
WTI2.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WTI2.DE WisdomTree Artificial Intelligence UCITS ETF USD Acc | 49.52% | 9.72% | 18.67% | 52.33% | -38.83% | 26.64% | 57.61% | 42.27% |
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% | 51.53% |
Correlation
The correlation between WTI2.DE and QDVE.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2019 | 0.83 |
The correlation between WTI2.DE and QDVE.DE has been stable across timeframes, ranging from 0.82 to 0.84 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WTI2.DE vs. QDVE.DE — Risk / Return Rank
WTI2.DE
QDVE.DE
WTI2.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.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.
| WTI2.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.39 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 5.80 | 3.14 | +2.65 |
| Martin ratioReturn relative to average drawdown | 18.86 | 8.31 | +10.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| WTI2.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.32 | 2.40 | +0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 1.10 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 1.07 | -0.15 |
Drawdowns
WTI2.DE vs. QDVE.DE - Drawdown Comparison
The maximum WTI2.DE drawdown since its inception was -40.18%, 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 WTI2.DE and QDVE.DE.
Loading charts...
Drawdown Indicators
| WTI2.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.18% | -31.45% | -8.73% |
Max Drawdown (1Y)Largest decline over 1 year | -15.08% | -15.59% | +0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -35.27% | -29.83% | -5.44% |
Max Drawdown (5Y)Largest decline over 5 years | -40.18% | -29.83% | -10.35% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.45% | — |
Current DrawdownCurrent decline from peak | -1.11% | -3.08% | +1.97% |
Average DrawdownAverage peak-to-trough decline | -11.09% | -5.80% | -5.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.65% | 5.91% | -1.26% |
Volatility
WTI2.DE vs. QDVE.DE - Volatility Comparison
WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE) has a higher volatility of 9.87% compared to iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) at 7.12%. This indicates that WTI2.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.
Loading charts...
Volatility by Period
| WTI2.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.87% | 7.12% | +2.75% |
Volatility (6M)Calculated over the trailing 6-month period | 19.17% | 14.85% | +4.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.36% | 20.42% | +5.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.39% | 22.71% | +3.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.77% | 21.73% | +5.04% |
WTI2.DE vs. QDVE.DE - Expense Ratio Comparison
WTI2.DE has a 0.40% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.
Dividends
WTI2.DE vs. QDVE.DE - Dividend Comparison
Neither WTI2.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
WTI2.DE and QDVE.DE have a correlation of 0.84, 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 0.40% for WTI2.DE.
WTI2.DE tracks Nasdaq CTA Artificial Intelligence, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.40% for WTI2.DE and 0.15% for QDVE.DE.
Find the right allocation for WTI2.DE and QDVE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer