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XLEP.L vs. QDVE.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


XLEP.LQDVE.DE
YTD Return9.97%39.79%
1Y Return8.03%48.56%
3Y Return (Ann)21.58%19.36%
5Y Return (Ann)13.64%26.12%
Sharpe Ratio0.442.18
Sortino Ratio0.732.83
Omega Ratio1.091.38
Calmar Ratio0.412.89
Martin Ratio1.009.23
Ulcer Index8.32%4.90%
Daily Std Dev18.76%20.58%
Max Drawdown-63.35%-31.45%
Current Drawdown-8.14%0.00%

Correlation

-0.50.00.51.00.3

The correlation between XLEP.L and QDVE.DE is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

XLEP.L vs. QDVE.DE - Performance Comparison

In the year-to-date period, XLEP.L achieves a 9.97% return, which is significantly lower than QDVE.DE's 39.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-0.11%
22.61%
XLEP.L
QDVE.DE

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XLEP.L vs. QDVE.DE - Expense Ratio Comparison

XLEP.L has a 0.14% 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%.


QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
Expense ratio chart for QDVE.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for XLEP.L: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

XLEP.L vs. QDVE.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Energy Sector UCITS ETF (XLEP.L) 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.


XLEP.L
Sharpe ratio
The chart of Sharpe ratio for XLEP.L, currently valued at 0.66, compared to the broader market-2.000.002.004.006.000.66
Sortino ratio
The chart of Sortino ratio for XLEP.L, currently valued at 0.98, compared to the broader market-2.000.002.004.006.008.0010.0012.000.98
Omega ratio
The chart of Omega ratio for XLEP.L, currently valued at 1.12, compared to the broader market1.001.502.002.503.001.12
Calmar ratio
The chart of Calmar ratio for XLEP.L, currently valued at 0.83, compared to the broader market0.005.0010.0015.000.83
Martin ratio
The chart of Martin ratio for XLEP.L, currently valued at 2.00, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.00
QDVE.DE
Sharpe ratio
The chart of Sharpe ratio for QDVE.DE, currently valued at 2.18, compared to the broader market-2.000.002.004.006.002.18
Sortino ratio
The chart of Sortino ratio for QDVE.DE, currently valued at 2.87, compared to the broader market-2.000.002.004.006.008.0010.0012.002.87
Omega ratio
The chart of Omega ratio for QDVE.DE, currently valued at 1.38, compared to the broader market1.001.502.002.503.001.38
Calmar ratio
The chart of Calmar ratio for QDVE.DE, currently valued at 3.00, compared to the broader market0.005.0010.0015.003.00
Martin ratio
The chart of Martin ratio for QDVE.DE, currently valued at 10.07, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.07

XLEP.L vs. QDVE.DE - Sharpe Ratio Comparison

The current XLEP.L Sharpe Ratio is 0.44, which is lower than the QDVE.DE Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of XLEP.L 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.66
2.18
XLEP.L
QDVE.DE

Dividends

XLEP.L vs. QDVE.DE - Dividend Comparison

Neither XLEP.L nor QDVE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XLEP.L vs. QDVE.DE - Drawdown Comparison

The maximum XLEP.L drawdown since its inception was -63.35%, 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 XLEP.L and QDVE.DE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.20%
0
XLEP.L
QDVE.DE

Volatility

XLEP.L vs. QDVE.DE - Volatility Comparison

The current volatility for Invesco US Energy Sector UCITS ETF (XLEP.L) is 4.92%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 5.49%. This indicates that XLEP.L 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
4.92%
5.49%
XLEP.L
QDVE.DE