QDVK.DE vs. EUNL.DE
QDVK.DE (iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)) and EUNL.DE (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - QDVK.DE is a Consumer Staples Equities fund tracking the S&P 500 Capped 35/20 Consumer Discretionary, while EUNL.DE is a Global Equities fund tracking the MSCI World Index. Both are passively managed. Over the past 10 years, QDVK.DE returned 12.66%/yr vs 12.82%/yr for EUNL.DE. Their correlation of 0.82 suggests significant overlap in exposure. QDVK.DE charges 0.15%/yr vs 0.20%/yr for EUNL.DE.
Performance
QDVK.DE vs. EUNL.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 lower than EUNL.DE's 10.86% return. Both investments have delivered pretty close results over the past 10 years, with QDVK.DE having a 12.66% annualized return and EUNL.DE not far ahead at 12.82%.
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%
EUNL.DE
- 1D
- 0.02%
- 1M
- 4.80%
- YTD
- 10.86%
- 6M
- 11.29%
- 1Y
- 23.80%
- 3Y*
- 17.55%
- 5Y*
- 12.89%
- 10Y*
- 12.82%
QDVK.DE vs. EUNL.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% |
EUNL.DE iShares Core MSCI World UCITS ETF USD (Acc) | 10.86% | 7.90% | 25.93% | 20.13% | -13.59% | 32.71% | 5.48% | 31.34% | -5.13% | 7.71% |
Correlation
The correlation between QDVK.DE and EUNL.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.82 |
The correlation between QDVK.DE and EUNL.DE shifts across timeframes, from 0.67 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QDVK.DE vs. EUNL.DE — Risk / Return Rank
QDVK.DE
EUNL.DE
QDVK.DE vs. EUNL.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 Core MSCI World UCITS ETF USD (Acc) (EUNL.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 | EUNL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.09 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.40 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | 3.64 | -2.92 |
| Martin ratioReturn relative to average drawdown | 2.00 | 14.52 | -12.52 |
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 | EUNL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 2.12 | -1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.90 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.84 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.82 | -0.29 |
Drawdowns
QDVK.DE vs. EUNL.DE - Drawdown Comparison
The maximum QDVK.DE drawdown since its inception was -37.28%, which is greater than EUNL.DE's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for QDVK.DE and EUNL.DE.
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Drawdown Indicators
| QDVK.DE | EUNL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.28% | -33.63% | -3.65% |
Max Drawdown (1Y)Largest decline over 1 year | -13.65% | -6.50% | -7.15% |
Max Drawdown (3Y)Largest decline over 3 years | -30.81% | -21.73% | -9.08% |
Max Drawdown (5Y)Largest decline over 5 years | -37.28% | -21.73% | -15.55% |
Max Drawdown (10Y)Largest decline over 10 years | -37.28% | -33.63% | -3.65% |
Current DrawdownCurrent decline from peak | -10.02% | -0.31% | -9.71% |
Average DrawdownAverage peak-to-trough decline | -9.22% | -4.25% | -4.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 1.64% | +3.35% |
Volatility
QDVK.DE vs. EUNL.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 Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 2.62%. This indicates that QDVK.DE's price experiences larger fluctuations and is considered to be riskier than EUNL.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 | EUNL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 2.62% | +2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 13.18% | 7.72% | +5.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.90% | 11.16% | +6.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.84% | 14.17% | +7.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.62% | 15.17% | +5.45% |
QDVK.DE vs. EUNL.DE - Expense Ratio Comparison
QDVK.DE has a 0.15% expense ratio, which is lower than EUNL.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
QDVK.DE vs. EUNL.DE - Dividend Comparison
Neither QDVK.DE nor EUNL.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVK.DE and EUNL.DE have a correlation of 0.67, 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 0.20% for EUNL.DE.
QDVK.DE is categorized as Consumer Staples Equities, while EUNL.DE is Global Equities. QDVK.DE tracks S&P 500 Capped 35/20 Consumer Discretionary, while EUNL.DE tracks MSCI World Index. Their fees differ too: 0.15% for QDVK.DE and 0.20% for EUNL.DE.
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