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XZW0.DE vs. QDVE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XZW0.DE vs. QDVE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) 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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Returns By Period

In the year-to-date period, XZW0.DE achieves a -5.32% return, which is significantly higher than QDVE.DE's -7.30% return.


XZW0.DE

1D
-0.08%
1M
-3.52%
YTD
-5.32%
6M
-2.50%
1Y
20.03%
3Y*
14.01%
5Y*
10.06%
10Y*

QDVE.DE

1D
0.35%
1M
-3.81%
YTD
-7.30%
6M
-6.58%
1Y
37.57%
3Y*
24.28%
5Y*
18.23%
10Y*
22.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XZW0.DE vs. QDVE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XZW0.DE
Xtrackers MSCI World ESG UCITS ETF 1C
-5.32%6.65%27.16%22.75%-16.66%37.46%5.71%33.05%-6.04%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
-7.30%9.99%46.12%54.14%-25.83%46.77%29.69%53.86%-6.99%

Correlation

The correlation between XZW0.DE and QDVE.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.


XZW0.DE vs. QDVE.DE - Expense Ratio Comparison

XZW0.DE has a 0.20% 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%.


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Return for Risk

XZW0.DE vs. QDVE.DE — Risk / Return Rank

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

XZW0.DE
XZW0.DE Risk / Return Rank: 3535
Overall Rank
XZW0.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
XZW0.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
XZW0.DE Omega Ratio Rank: 2828
Omega Ratio Rank
XZW0.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
XZW0.DE Martin Ratio Rank: 4646
Martin Ratio Rank

QDVE.DE
QDVE.DE Risk / Return Rank: 4545
Overall Rank
QDVE.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
QDVE.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
QDVE.DE Omega Ratio Rank: 3939
Omega Ratio Rank
QDVE.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
QDVE.DE Martin Ratio Rank: 4343
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.

XZW0.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.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.


XZW0.DEQDVE.DEDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.83

-0.23

Sortino ratio

Return per unit of downside risk

0.92

1.27

-0.35

Omega ratio

Gain probability vs. loss probability

1.13

1.17

-0.04

Calmar ratio

Return relative to maximum drawdown

1.46

1.96

-0.50

Martin ratio

Return relative to average drawdown

5.66

5.33

+0.33

XZW0.DE vs. QDVE.DE - Sharpe Ratio Comparison

The current XZW0.DE Sharpe Ratio is 0.60, which is comparable to the QDVE.DE Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of XZW0.DE 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


XZW0.DEQDVE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.83

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.80

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.93

-0.23

Drawdowns

XZW0.DE vs. QDVE.DE - Drawdown Comparison

The maximum XZW0.DE drawdown since its inception was -33.22%, 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 XZW0.DE and QDVE.DE.


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Drawdown Indicators


XZW0.DEQDVE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.22%

-31.45%

-1.77%

Max Drawdown (1Y)

Largest decline over 1 year

-10.30%

-15.59%

+5.29%

Max Drawdown (5Y)

Largest decline over 5 years

-22.36%

-29.83%

+7.47%

Max Drawdown (10Y)

Largest decline over 10 years

-31.45%

Current Drawdown

Current decline from peak

-7.33%

-12.60%

+5.27%

Average Drawdown

Average peak-to-trough decline

-5.19%

-5.86%

+0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

5.74%

-3.08%

Volatility

XZW0.DE vs. QDVE.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) is 4.64%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 5.32%. This indicates that XZW0.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


XZW0.DEQDVE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

5.32%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

9.29%

15.20%

-5.91%

Volatility (1Y)

Calculated over the trailing 1-year period

16.46%

24.97%

-8.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.86%

22.51%

-7.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.44%

21.65%

-5.21%

Dividends

XZW0.DE vs. QDVE.DE - Dividend Comparison

Neither XZW0.DE nor QDVE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments