QDVK.DE vs. CEMG.DE
QDVK.DE (iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)) and CEMG.DE (iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc)) are both Consumer Staples Equities funds from iShares - QDVK.DE tracks the S&P 500 Capped 35/20 Consumer Discretionary while CEMG.DE tracks the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. Both are passively managed. Over the past 10 years, QDVK.DE returned 12.66%/yr vs 3.56%/yr for CEMG.DE. A 0.64 correlation means they provide meaningful diversification when combined. QDVK.DE charges 0.15%/yr vs 0.60%/yr for CEMG.DE.
Performance
QDVK.DE vs. CEMG.DE - Performance Comparison
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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 CEMG.DE's -7.03% return. Over the past 10 years, QDVK.DE has outperformed CEMG.DE with an annualized return of 12.66%, while CEMG.DE has yielded a comparatively lower 3.56% 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%
CEMG.DE
- 1D
- -0.23%
- 1M
- -1.58%
- YTD
- -7.03%
- 6M
- -8.66%
- 1Y
- -8.22%
- 3Y*
- 3.00%
- 5Y*
- -2.27%
- 10Y*
- 3.56%
QDVK.DE vs. CEMG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
CEMG.DE iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc) | -7.03% | 0.86% | 16.93% | 1.69% | -16.08% | -1.07% | 11.30% | 25.51% | -16.68% | 23.33% |
Correlation
The correlation between QDVK.DE and CEMG.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.64 |
The correlation between QDVK.DE and CEMG.DE has been stable across timeframes, ranging from 0.54 to 0.64 - a consistent structural relationship.
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Return for Risk
QDVK.DE vs. CEMG.DE — Risk / Return Rank
QDVK.DE
CEMG.DE
QDVK.DE vs. CEMG.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 iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc) (CEMG.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.DE | CEMG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.19 | ||
| Sortino ratioReturn per unit of downside risk | +1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 0.91 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | -0.58 | +1.31 |
| Martin ratioReturn relative to average drawdown | 2.00 | -1.23 | +3.22 |
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
| QDVK.DE | CEMG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | -0.64 | +1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | -0.12 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.19 | +0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.22 | +0.31 |
Drawdowns
QDVK.DE vs. CEMG.DE - Drawdown Comparison
The maximum QDVK.DE drawdown since its inception was -37.28%, which is greater than CEMG.DE's maximum drawdown of -33.94%. Use the drawdown chart below to compare losses from any high point for QDVK.DE and CEMG.DE.
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Drawdown Indicators
| QDVK.DE | CEMG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.28% | -33.94% | -3.34% |
Max Drawdown (1Y)Largest decline over 1 year | -13.65% | -14.05% | +0.40% |
Max Drawdown (3Y)Largest decline over 3 years | -30.81% | -20.18% | -10.63% |
Max Drawdown (5Y)Largest decline over 5 years | -37.28% | -31.08% | -6.20% |
Max Drawdown (10Y)Largest decline over 10 years | -37.28% | -33.94% | -3.34% |
Current DrawdownCurrent decline from peak | -10.02% | -18.75% | +8.73% |
Average DrawdownAverage peak-to-trough decline | -9.22% | -12.26% | +3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 6.68% | -1.69% |
Volatility
QDVK.DE vs. CEMG.DE - Volatility Comparison
iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE) has a higher volatility of 5.33% compared to iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc) (CEMG.DE) at 4.37%. This indicates that QDVK.DE's price experiences larger fluctuations and is considered to be riskier than CEMG.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.DE | CEMG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 4.37% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 13.18% | 10.24% | +2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.90% | 12.88% | +5.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.84% | 18.54% | +3.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.62% | 18.33% | +2.29% |
QDVK.DE vs. CEMG.DE - Expense Ratio Comparison
QDVK.DE has a 0.15% expense ratio, which is lower than CEMG.DE's 0.60% expense ratio.
Dividends
QDVK.DE vs. CEMG.DE - Dividend Comparison
Neither QDVK.DE nor CEMG.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVK.DE and CEMG.DE have a correlation of 0.58, 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 0.60% for CEMG.DE.
QDVK.DE tracks S&P 500 Capped 35/20 Consumer Discretionary, while CEMG.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. Their fees differ too: 0.15% for QDVK.DE and 0.60% for CEMG.DE.
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