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QDVK.DE vs. 6TVL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVK.DE vs. 6TVL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE) and Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Dist (6TVL.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, QDVK.DE achieves a -0.11% return, which is significantly higher than 6TVL.DE's -8.10% return. Over the past 10 years, QDVK.DE has outperformed 6TVL.DE with an annualized return of 12.66%, while 6TVL.DE has yielded a comparatively lower -1.08% annualized return.


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%

6TVL.DE

1D
0.42%
1M
2.73%
YTD
-8.10%
6M
-7.86%
1Y
-4.24%
3Y*
-4.77%
5Y*
-4.06%
10Y*
-1.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVK.DE vs. 6TVL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
6TVL.DE
Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Dist
-8.10%1.54%-4.24%21.08%-11.83%0.40%-15.62%20.36%-16.90%13.75%

Correlation

The correlation between QDVK.DE and 6TVL.DE is 0.51, 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

0.51

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

0.44

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

0.47

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

0.48

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

0.49

The correlation between QDVK.DE and 6TVL.DE has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.

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Return for Risk

QDVK.DE vs. 6TVL.DE — Risk / Return Rank

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

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

6TVL.DE
6TVL.DE Risk / Return Rank: 66
Overall Rank
6TVL.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
6TVL.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
6TVL.DE Omega Ratio Rank: 66
Omega Ratio Rank
6TVL.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
6TVL.DE Martin Ratio Rank: 66
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.

QDVK.DE vs. 6TVL.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 (Acc) (QDVK.DE) and Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Dist (6TVL.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.


QDVK.DE6TVL.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+1.16

Omega ratioGain probability vs. loss probability

1.11

0.97

+0.14

Calmar ratioReturn relative to maximum drawdown

0.73

-0.26

+0.99

Martin ratioReturn relative to average drawdown

2.00

-0.65

+2.65

QDVK.DE vs. 6TVL.DE - Sharpe Ratio Comparison

The current QDVK.DE Sharpe Ratio is 0.56, which is higher than the 6TVL.DE Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of QDVK.DE and 6TVL.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


QDVK.DE6TVL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

-0.27

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

-0.18

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

-0.05

+0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.29

+0.24

Drawdowns

QDVK.DE vs. 6TVL.DE - Drawdown Comparison

The maximum QDVK.DE drawdown since its inception was -37.28%, smaller than the maximum 6TVL.DE drawdown of -55.51%. Use the drawdown chart below to compare losses from any high point for QDVK.DE and 6TVL.DE.


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Drawdown Indicators


QDVK.DE6TVL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.28%

-55.51%

+18.23%

Max Drawdown (1Y)

Largest decline over 1 year

-13.65%

-18.82%

+5.17%

Max Drawdown (3Y)

Largest decline over 3 years

-30.81%

-28.26%

-2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-37.28%

-38.62%

+1.34%

Max Drawdown (10Y)

Largest decline over 10 years

-37.28%

-55.51%

+18.23%

Current Drawdown

Current decline from peak

-10.02%

-23.38%

+13.36%

Average Drawdown

Average peak-to-trough decline

-9.22%

-13.35%

+4.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.99%

7.59%

-2.60%

Volatility

QDVK.DE vs. 6TVL.DE - Volatility Comparison

iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE) has a higher volatility of 5.33% compared to Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Dist (6TVL.DE) at 5.06%. This indicates that QDVK.DE's price experiences larger fluctuations and is considered to be riskier than 6TVL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVK.DE6TVL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

5.06%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

13.18%

14.59%

-1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

17.90%

18.19%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.84%

24.43%

-2.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.62%

25.85%

-5.23%

QDVK.DE vs. 6TVL.DE - Expense Ratio Comparison

QDVK.DE has a 0.15% expense ratio, which is lower than 6TVL.DE's 0.30% expense ratio.


Dividends

QDVK.DE vs. 6TVL.DE - Dividend Comparison

QDVK.DE has not paid dividends to shareholders, while 6TVL.DE's dividend yield for the trailing twelve months is around 2.14%.


PositionTTM20252024202320222021
6TVL.DE
Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF Dist
2.14%1.97%1.46%0.80%1.63%0.05%
QDVK.DE
iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QDVK.DE and 6TVL.DE have a correlation of 0.51, 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 0.30% for 6TVL.DE.

QDVK.DE tracks S&P 500 Capped 35/20 Consumer Discretionary, while 6TVL.DE tracks STOXX® Europe 600 Travel & Leisure. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for QDVK.DE and 0.30% for 6TVL.DE.

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