IS3R.DE vs. QDVK.DE
IS3R.DE (iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)) and QDVK.DE (iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)) are both exchange-traded funds - IS3R.DE is a Momentum fund tracking the MSCI World Momentum 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, IS3R.DE returned 15.31%/yr vs 12.66%/yr for QDVK.DE. A 0.73 correlation means they provide meaningful diversification when combined. IS3R.DE charges 0.25%/yr vs 0.15%/yr for QDVK.DE.
Performance
IS3R.DE vs. QDVK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3R.DE achieves a 22.51% return, which is significantly higher than QDVK.DE's -0.11% return. Over the past 10 years, IS3R.DE has outperformed QDVK.DE with an annualized return of 15.31%, while QDVK.DE has yielded a comparatively lower 12.66% annualized return.
IS3R.DE
- 1D
- -1.01%
- 1M
- 8.60%
- YTD
- 22.51%
- 6M
- 23.56%
- 1Y
- 31.46%
- 3Y*
- 26.05%
- 5Y*
- 14.66%
- 10Y*
- 15.31%
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%
IS3R.DE vs. QDVK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3R.DE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 22.51% | 8.37% | 37.95% | 8.09% | -13.60% | 24.50% | 16.41% | 31.50% | 0.27% | 16.07% |
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 IS3R.DE and QDVK.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.73 |
Over the past year, the correlation between IS3R.DE and QDVK.DE has dropped to 0.49 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.
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Return for Risk
IS3R.DE vs. QDVK.DE — Risk / Return Rank
IS3R.DE
QDVK.DE
IS3R.DE vs. QDVK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.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.
| IS3R.DE | QDVK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.28 | ||
| Sortino ratioReturn per unit of downside risk | +1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.11 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 0.73 | +2.75 |
| Martin ratioReturn relative to average drawdown | 13.30 | 2.00 | +11.30 |
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
| IS3R.DE | QDVK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 0.56 | +1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.41 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | 0.61 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.53 | +0.32 |
Drawdowns
IS3R.DE vs. QDVK.DE - Drawdown Comparison
The maximum IS3R.DE drawdown since its inception was -30.77%, smaller than the maximum QDVK.DE drawdown of -37.28%. Use the drawdown chart below to compare losses from any high point for IS3R.DE and QDVK.DE.
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Drawdown Indicators
| IS3R.DE | QDVK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.77% | -37.28% | +6.51% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | -13.65% | +4.64% |
Max Drawdown (3Y)Largest decline over 3 years | -23.57% | -30.81% | +7.24% |
Max Drawdown (5Y)Largest decline over 5 years | -23.57% | -37.28% | +13.71% |
Max Drawdown (10Y)Largest decline over 10 years | -30.77% | -37.28% | +6.51% |
Current DrawdownCurrent decline from peak | -1.01% | -10.02% | +9.01% |
Average DrawdownAverage peak-to-trough decline | -5.67% | -9.22% | +3.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 4.99% | -2.63% |
Volatility
IS3R.DE vs. QDVK.DE - Volatility Comparison
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) has a higher volatility of 5.96% compared to iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE) at 5.33%. This indicates that IS3R.DE's price experiences larger fluctuations and is considered to be riskier 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
| IS3R.DE | QDVK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 5.33% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 14.33% | 13.18% | +1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.01% | 17.90% | -0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 21.84% | -4.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.23% | 20.62% | -3.39% |
IS3R.DE vs. QDVK.DE - Expense Ratio Comparison
IS3R.DE has a 0.25% 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
IS3R.DE vs. QDVK.DE - Dividend Comparison
Neither IS3R.DE nor QDVK.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3R.DE and QDVK.DE have a correlation of 0.49, 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 0.25% for IS3R.DE.
IS3R.DE is categorized as Momentum, while QDVK.DE is Consumer Staples Equities. IS3R.DE tracks MSCI World Momentum Index, while QDVK.DE tracks S&P 500 Capped 35/20 Consumer Discretionary. Their fees differ too: 0.25% for IS3R.DE and 0.15% for QDVK.DE.
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