XZW0.DE vs. QDVE.DE
Compare and contrast key facts about Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE).
XZW0.DE and QDVE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XZW0.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World Low Carbon SRI Leaders. It was launched on Apr 24, 2018. QDVE.DE is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 20, 2015. Both XZW0.DE and QDVE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XZW0.DE vs. QDVE.DE - Performance Comparison
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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%
XZW0.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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
XZW0.DE
QDVE.DE
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.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 0.83 | -0.23 |
Sortino ratioReturn per unit of downside risk | 0.92 | 1.27 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.96 | -0.50 |
Martin ratioReturn relative to average drawdown | 5.66 | 5.33 | +0.33 |
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
| XZW0.DE | QDVE.DE | Difference | |
|---|---|---|---|
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.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.33% | -12.60% | +5.27% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -5.86% | +0.67% |
Ulcer IndexDepth 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.DE | QDVE.DE | Difference | |
|---|---|---|---|
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.