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FDNU.L vs. QDVK.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDNU.L vs. QDVK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dow Jones Internet UCITS ETF Class A USD (FDNU.L) 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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FDNU.L vs. QDVK.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FDNU.L
First Trust Dow Jones Internet UCITS ETF Class A USD
-12.41%9.74%30.52%54.50%-46.64%7.05%53.99%17.77%-18.49%
QDVK.DE
iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)
-8.41%7.13%30.68%43.29%-37.46%24.80%32.64%29.09%-12.49%
Different Trading Currencies

FDNU.L is traded in USD, while QDVK.DE is traded in EUR. To make them comparable, the QDVK.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FDNU.L achieves a -12.41% return, which is significantly lower than QDVK.DE's -8.41% return.


FDNU.L

1D
3.17%
1M
-1.23%
YTD
-12.41%
6M
-14.44%
1Y
6.28%
3Y*
17.18%
5Y*
1.18%
10Y*

QDVK.DE

1D
2.36%
1M
-3.38%
YTD
-8.41%
6M
-7.64%
1Y
12.19%
3Y*
16.85%
5Y*
6.64%
10Y*
12.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDNU.L vs. QDVK.DE - Expense Ratio Comparison

FDNU.L has a 0.55% expense ratio, which is higher than QDVK.DE's 0.15% expense ratio.


Return for Risk

FDNU.L vs. QDVK.DE — Risk / Return Rank

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

FDNU.L
FDNU.L Risk / Return Rank: 1818
Overall Rank
FDNU.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FDNU.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
FDNU.L Omega Ratio Rank: 1919
Omega Ratio Rank
FDNU.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
FDNU.L Martin Ratio Rank: 1616
Martin Ratio Rank

QDVK.DE
QDVK.DE Risk / Return Rank: 1717
Overall Rank
QDVK.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
QDVK.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
QDVK.DE Omega Ratio Rank: 1616
Omega Ratio Rank
QDVK.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
QDVK.DE Martin Ratio Rank: 1717
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.

FDNU.L vs. QDVK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dow Jones Internet UCITS ETF Class A USD (FDNU.L) 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.


FDNU.LQDVK.DEDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.55

-0.28

Sortino ratio

Return per unit of downside risk

0.54

0.93

-0.39

Omega ratio

Gain probability vs. loss probability

1.07

1.11

-0.04

Calmar ratio

Return relative to maximum drawdown

0.24

0.75

-0.51

Martin ratio

Return relative to average drawdown

0.65

2.50

-1.84

FDNU.L vs. QDVK.DE - Sharpe Ratio Comparison

The current FDNU.L Sharpe Ratio is 0.28, which is lower than the QDVK.DE Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of FDNU.L and QDVK.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.


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Sharpe Ratios by Period


FDNU.LQDVK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.55

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.29

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.54

-0.29

Correlation

The correlation between FDNU.L and QDVK.DE is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FDNU.L vs. QDVK.DE - Dividend Comparison

Neither FDNU.L nor QDVK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FDNU.L vs. QDVK.DE - Drawdown Comparison

The maximum FDNU.L drawdown since its inception was -54.01%, which is greater than QDVK.DE's maximum drawdown of -40.75%. Use the drawdown chart below to compare losses from any high point for FDNU.L and QDVK.DE.


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Drawdown Indicators


FDNU.LQDVK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-54.01%

-37.28%

-16.73%

Max Drawdown (1Y)

Largest decline over 1 year

-20.57%

-14.00%

-6.57%

Max Drawdown (5Y)

Largest decline over 5 years

-54.01%

-37.28%

-16.73%

Max Drawdown (10Y)

Largest decline over 10 years

-37.28%

Current Drawdown

Current decline from peak

-17.25%

-16.41%

-0.84%

Average Drawdown

Average peak-to-trough decline

-16.41%

-9.20%

-7.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.49%

4.80%

+2.69%

Volatility

FDNU.L vs. QDVK.DE - Volatility Comparison

First Trust Dow Jones Internet UCITS ETF Class A USD (FDNU.L) and iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE) have volatilities of 7.09% and 7.16%, 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


FDNU.LQDVK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.09%

7.16%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

14.95%

13.15%

+1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

22.68%

22.07%

+0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.22%

22.54%

+3.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.00%

20.84%

+5.16%