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DXSK.DE vs. QDVK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXSK.DE vs. QDVK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.DE) and iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.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, DXSK.DE achieves a -1.77% return, which is significantly lower than QDVK.DE's -0.11% return. Over the past 10 years, DXSK.DE has underperformed QDVK.DE with an annualized return of 1.68%, while QDVK.DE has yielded a comparatively higher 12.66% annualized return.


DXSK.DE

1D
-0.60%
1M
-3.00%
YTD
-1.77%
6M
-1.94%
1Y
-8.43%
3Y*
-5.20%
5Y*
-2.86%
10Y*
1.68%

QDVK.DE

1D
0.33%
1M
-0.66%
YTD
-0.11%
6M
-0.10%
1Y
9.79%
3Y*
13.82%
5Y*
9.12%
10Y*
12.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXSK.DE vs. QDVK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXSK.DE
Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C
-1.77%-1.90%-8.81%1.36%-10.89%20.71%-6.08%29.68%-7.36%12.63%
QDVK.DE
iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)
-0.11%-5.11%38.60%38.90%-33.82%35.49%20.84%31.88%3.58%7.42%

Correlation

The correlation between DXSK.DE and QDVK.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2015

0.43

Over the past year, the correlation between DXSK.DE and QDVK.DE has dropped to 0.22 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.

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Return for Risk

DXSK.DE vs. QDVK.DE — Risk / Return Rank

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

DXSK.DE
DXSK.DE Risk / Return Rank: 44
Overall Rank
DXSK.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
DXSK.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
DXSK.DE Omega Ratio Rank: 44
Omega Ratio Rank
DXSK.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
DXSK.DE Martin Ratio Rank: 33
Martin Ratio Rank

QDVK.DE
QDVK.DE Risk / Return Rank: 1818
Overall Rank
QDVK.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
QDVK.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
QDVK.DE Omega Ratio Rank: 1818
Omega Ratio Rank
QDVK.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
QDVK.DE Martin Ratio Rank: 1919
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.

DXSK.DE vs. QDVK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.DE) and iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.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.


DXSK.DEQDVK.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

-1.67

Omega ratioGain probability vs. loss probability

0.91

1.11

-0.20

Calmar ratioReturn relative to maximum drawdown

-0.55

0.73

-1.28

Martin ratioReturn relative to average drawdown

-1.17

2.00

-3.16

DXSK.DE vs. QDVK.DE - Sharpe Ratio Comparison

The current DXSK.DE Sharpe Ratio is -0.61, which is lower than the QDVK.DE Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of DXSK.DE and QDVK.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


DXSK.DEQDVK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.61

0.56

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

0.41

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.61

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.53

-0.15

Drawdowns

DXSK.DE vs. QDVK.DE - Drawdown Comparison

The maximum DXSK.DE drawdown since its inception was -39.67%, which is greater than QDVK.DE's maximum drawdown of -37.28%. Use the drawdown chart below to compare losses from any high point for DXSK.DE and QDVK.DE.


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Drawdown Indicators


DXSK.DEQDVK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.67%

-37.28%

-2.39%

Max Drawdown (1Y)

Largest decline over 1 year

-16.96%

-13.65%

-3.31%

Max Drawdown (3Y)

Largest decline over 3 years

-19.53%

-30.81%

+11.28%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

-37.28%

+12.78%

Max Drawdown (10Y)

Largest decline over 10 years

-29.70%

-37.28%

+7.58%

Current Drawdown

Current decline from peak

-21.72%

-10.02%

-11.70%

Average Drawdown

Average peak-to-trough decline

-7.96%

-9.22%

+1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.08%

4.99%

+3.09%

Volatility

DXSK.DE vs. QDVK.DE - Volatility Comparison

Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.DE) and iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE) have volatilities of 5.14% and 5.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXSK.DEQDVK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

5.33%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

12.61%

13.18%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

15.55%

17.90%

-2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.81%

21.84%

-8.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.39%

20.62%

-6.23%

DXSK.DE vs. QDVK.DE - Expense Ratio Comparison

DXSK.DE has a 0.17% expense ratio, which is higher than QDVK.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%.


Dividends

DXSK.DE vs. QDVK.DE - Dividend Comparison

Neither DXSK.DE nor QDVK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DXSK.DE and QDVK.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QDVK.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDVK.DE is cheaper with a 0.15% expense ratio, compared with 0.17% for DXSK.DE.

DXSK.DE tracks MSCI Europe Consumer Staples ESG Screened 20-35, while QDVK.DE tracks S&P 500 Capped 35/20 Consumer Discretionary. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.17% for DXSK.DE and 0.15% for QDVK.DE.

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