ICDU.L vs. QDVK.DE
ICDU.L (iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD (Acc)) and QDVK.DE (iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)) are both exchange-traded funds - ICDU.L is a Consumer Discretionary Equities fund tracking the S&P 500 Capped 35/20 Consumer Discretionary Index, while QDVK.DE is a Consumer Staples Equities fund tracking the S&P 500 Capped 35/20 Consumer Discretionary. Both are passively managed. Over the past 10 years, ICDU.L returned 13.79%/yr vs 13.75%/yr for QDVK.DE. Their correlation of 0.94 suggests significant overlap in exposure. Both charge a 0.15% expense ratio.
Performance
ICDU.L vs. QDVK.DE - Performance Comparison
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Different Trading Currencies
ICDU.L is traded in GBp, while QDVK.DE is traded in EUR. To make them comparable, the QDVK.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, ICDU.L achieves a -0.52% return, which is significantly higher than QDVK.DE's -0.90% return. Both investments have delivered pretty close results over the past 10 years, with ICDU.L having a 13.79% annualized return and QDVK.DE not far behind at 13.75%.
ICDU.L
- 1D
- 0.54%
- 1M
- -0.10%
- YTD
- -0.52%
- 6M
- 0.18%
- 1Y
- 13.34%
- 3Y*
- 14.04%
- 5Y*
- 9.32%
- 10Y*
- 13.79%
QDVK.DE
- 1D
- 0.46%
- 1M
- -0.48%
- YTD
- -0.90%
- 6M
- -0.23%
- 1Y
- 12.95%
- 3Y*
- 13.99%
- 5Y*
- 9.27%
- 10Y*
- 13.75%
ICDU.L vs. QDVK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ICDU.L iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD (Acc) | -0.52% | -0.77% | 33.05% | 35.72% | -29.67% | 25.98% | 28.95% | 22.82% | 5.56% | 11.41% |
QDVK.DE iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) | -0.90% | -0.17% | 32.56% | 36.13% | -30.19% | 25.93% | 27.66% | 25.02% | 5.04% | 12.00% |
Correlation
The correlation between ICDU.L and QDVK.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.94 |
The correlation between ICDU.L and QDVK.DE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
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Return for Risk
ICDU.L vs. QDVK.DE — Risk / Return Rank
ICDU.L
QDVK.DE
ICDU.L vs. QDVK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD (Acc) (ICDU.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.
| ICDU.L | QDVK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.14 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 0.93 | +0.02 |
| Martin ratioReturn relative to average drawdown | 2.61 | 2.54 | +0.06 |
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
| ICDU.L | QDVK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.74 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.43 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.67 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.64 | +0.02 |
Drawdowns
ICDU.L vs. QDVK.DE - Drawdown Comparison
The maximum ICDU.L drawdown since its inception was -33.84%, roughly equal to the maximum QDVK.DE drawdown of -33.97%. Use the drawdown chart below to compare losses from any high point for ICDU.L and QDVK.DE.
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Drawdown Indicators
| ICDU.L | QDVK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.84% | -33.97% | +0.13% |
Max Drawdown (1Y)Largest decline over 1 year | -14.03% | -13.88% | -0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -27.64% | -28.72% | +1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -33.84% | -33.97% | +0.13% |
Max Drawdown (10Y)Largest decline over 10 years | -33.84% | -33.97% | +0.13% |
Current DrawdownCurrent decline from peak | -5.81% | -6.03% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -7.67% | -7.78% | +0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.10% | 5.08% | +0.02% |
Volatility
ICDU.L vs. QDVK.DE - Volatility Comparison
The current volatility for iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD (Acc) (ICDU.L) is 5.13%, while iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE) has a volatility of 5.41%. This indicates that ICDU.L 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.
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Volatility by Period
| ICDU.L | QDVK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 5.41% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 12.59% | 12.95% | -0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.68% | 17.38% | -0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.06% | 21.45% | -0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.15% | 20.38% | -0.23% |
ICDU.L vs. QDVK.DE - Expense Ratio Comparison
Both ICDU.L and QDVK.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
ICDU.L vs. QDVK.DE - Dividend Comparison
Neither ICDU.L nor QDVK.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.96, ICDU.L and QDVK.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
ICDU.L and QDVK.DE have the same expense ratio: 0.15% per year.
ICDU.L is categorized as Consumer Discretionary Equities, while QDVK.DE is Consumer Staples Equities. ICDU.L tracks S&P 500 Capped 35/20 Consumer Discretionary Index, while QDVK.DE tracks S&P 500 Capped 35/20 Consumer Discretionary.
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