E61Z.DE vs. QDVK.DE
E61Z.DE (Global X E-commerce UCITS ETF USD Accumulating) and QDVK.DE (iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)) are both Consumer Staples Equities funds - E61Z.DE tracks the Solactive E-commerce while QDVK.DE tracks the S&P 500 Capped 35/20 Consumer Discretionary. Both are passively managed. Over the past 3 years, E61Z.DE returned 14.61%/yr vs 13.82%/yr for QDVK.DE. A 0.69 correlation means they provide meaningful diversification when combined. E61Z.DE charges 0.50%/yr vs 0.15%/yr for QDVK.DE.
Performance
E61Z.DE vs. QDVK.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, E61Z.DE achieves a -14.62% return, which is significantly lower than QDVK.DE's -0.11% return.
E61Z.DE
- 1D
- 1.36%
- 1M
- 0.05%
- YTD
- -14.62%
- 6M
- -13.76%
- 1Y
- -9.72%
- 3Y*
- 14.61%
- 5Y*
- —
- 10Y*
- —
QDVK.DE
- 1D
- 0.33%
- 1M
- -0.70%
- YTD
- -0.11%
- 6M
- 0.74%
- 1Y
- 9.98%
- 3Y*
- 13.82%
- 5Y*
- 9.12%
- 10Y*
- 12.66%
E61Z.DE vs. QDVK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
E61Z.DE Global X E-commerce UCITS ETF USD Accumulating | -14.62% | 7.18% | 37.44% | 27.85% | -36.99% | -14.47% |
QDVK.DE iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) | -0.11% | -5.11% | 38.60% | 38.90% | -33.82% | -2.30% |
Correlation
The correlation between E61Z.DE and QDVK.DE is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2021 | 0.69 |
The correlation between E61Z.DE and QDVK.DE has been stable across timeframes, ranging from 0.63 to 0.69 - 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
E61Z.DE vs. QDVK.DE — Risk / Return Rank
E61Z.DE
QDVK.DE
E61Z.DE vs. QDVK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X E-commerce UCITS ETF USD Accumulating (E61Z.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.
| E61Z.DE | QDVK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.11 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 0.73 | -1.11 |
| Martin ratioReturn relative to average drawdown | -0.76 | 2.00 | -2.76 |
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
| E61Z.DE | QDVK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | 0.56 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.41 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.11 | 0.53 | -0.64 |
Drawdowns
E61Z.DE vs. QDVK.DE - Drawdown Comparison
The maximum E61Z.DE drawdown since its inception was -49.16%, 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 E61Z.DE and QDVK.DE.
Loading charts...
Drawdown Indicators
| E61Z.DE | QDVK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.16% | -37.28% | -11.88% |
Max Drawdown (1Y)Largest decline over 1 year | -25.19% | -13.65% | -11.54% |
Max Drawdown (3Y)Largest decline over 3 years | -30.13% | -30.81% | +0.68% |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.28% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.28% | — |
Current DrawdownCurrent decline from peak | -21.27% | -10.02% | -11.25% |
Average DrawdownAverage peak-to-trough decline | -25.70% | -9.22% | -16.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.75% | 4.99% | +7.76% |
Volatility
E61Z.DE vs. QDVK.DE - Volatility Comparison
The current volatility for Global X E-commerce UCITS ETF USD Accumulating (E61Z.DE) is 4.55%, while iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE) has a volatility of 5.33%. This indicates that E61Z.DE experiences smaller price fluctuations and is considered to be less risky than QDVK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| E61Z.DE | QDVK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 5.33% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 14.51% | 13.18% | +1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.25% | 17.90% | +1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.20% | 21.84% | +5.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.20% | 20.62% | +6.58% |
E61Z.DE vs. QDVK.DE - Expense Ratio Comparison
E61Z.DE has a 0.50% expense ratio, which is higher than QDVK.DE's 0.15% expense ratio.
Dividends
E61Z.DE vs. QDVK.DE - Dividend Comparison
Neither E61Z.DE nor QDVK.DE has paid dividends to shareholders.
Frequently Asked Questions
E61Z.DE and QDVK.DE have a correlation of 0.65, 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 0.50% for E61Z.DE.
E61Z.DE tracks Solactive E-commerce, while QDVK.DE tracks S&P 500 Capped 35/20 Consumer Discretionary. They also come from different issuers: Global X and iShares. Their fees differ too: 0.50% for E61Z.DE and 0.15% for QDVK.DE.
Find the right allocation for E61Z.DE and QDVK.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