QDVK.DE vs. ICDU.L
QDVK.DE (iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)) and ICDU.L (iShares S&P 500 Consumer Discretionary Sector 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 ICDU.L is a Consumer Discretionary Equities fund tracking the S&P 500 Capped 35/20 Consumer Discretionary Index. Both are passively managed. Over the past 10 years, QDVK.DE returned 12.66%/yr vs 12.71%/yr for ICDU.L. Their correlation of 0.94 suggests significant overlap in exposure. Both charge a 0.15% expense ratio.
Performance
QDVK.DE vs. ICDU.L - Performance Comparison
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Different Trading Currencies
QDVK.DE is traded in EUR, while ICDU.L is traded in GBp. To make them comparable, the ICDU.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, QDVK.DE achieves a -0.11% return, which is significantly lower than ICDU.L's 0.39% return. Both investments have delivered pretty close results over the past 10 years, with QDVK.DE having a 12.66% annualized return and ICDU.L not far ahead at 12.71%.
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%
ICDU.L
- 1D
- 0.47%
- 1M
- -0.45%
- YTD
- 0.39%
- 6M
- 0.24%
- 1Y
- 10.33%
- 3Y*
- 13.88%
- 5Y*
- 9.18%
- 10Y*
- 12.71%
QDVK.DE vs. ICDU.L - 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% |
ICDU.L iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD (Acc) | 0.39% | -5.95% | 39.47% | 38.60% | -33.29% | 34.17% | 21.95% | 30.64% | 4.26% | 7.02% |
Correlation
The correlation between QDVK.DE and ICDU.L 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 | 0.95 |
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 QDVK.DE and ICDU.L has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
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Return for Risk
QDVK.DE vs. ICDU.L — Risk / Return Rank
QDVK.DE
ICDU.L
QDVK.DE vs. ICDU.L - 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 S&P 500 Consumer Discretionary Sector UCITS ETF USD (Acc) (ICDU.L). 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 | ICDU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.11 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | 0.75 | -0.02 |
| Martin ratioReturn relative to average drawdown | 2.00 | 2.06 | -0.07 |
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 | ICDU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 0.60 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.42 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.61 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.53 | -0.01 |
Drawdowns
QDVK.DE vs. ICDU.L - Drawdown Comparison
The maximum QDVK.DE drawdown since its inception was -37.28%, roughly equal to the maximum ICDU.L drawdown of -37.21%. Use the drawdown chart below to compare losses from any high point for QDVK.DE and ICDU.L.
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Drawdown Indicators
| QDVK.DE | ICDU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.28% | -37.21% | -0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -13.65% | -13.83% | +0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -30.81% | -29.86% | -0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -37.28% | -37.21% | -0.07% |
Max Drawdown (10Y)Largest decline over 10 years | -37.28% | -37.21% | -0.07% |
Current DrawdownCurrent decline from peak | -10.02% | -9.82% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -9.22% | -9.21% | -0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 5.03% | -0.04% |
Volatility
QDVK.DE vs. ICDU.L - Volatility Comparison
iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE) has a higher volatility of 5.33% compared to iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD (Acc) (ICDU.L) at 4.99%. This indicates that QDVK.DE's price experiences larger fluctuations and is considered to be riskier than ICDU.L 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 | ICDU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 4.99% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 13.18% | 12.83% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.90% | 17.26% | +0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.84% | 21.67% | +0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.62% | 20.70% | -0.08% |
QDVK.DE vs. ICDU.L - Expense Ratio Comparison
Both QDVK.DE and ICDU.L 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
QDVK.DE vs. ICDU.L - Dividend Comparison
Neither QDVK.DE nor ICDU.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.96, QDVK.DE and ICDU.L 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.
QDVK.DE and ICDU.L have the same expense ratio: 0.15% per year.
QDVK.DE is categorized as Consumer Staples Equities, while ICDU.L is Consumer Discretionary Equities. QDVK.DE tracks S&P 500 Capped 35/20 Consumer Discretionary, while ICDU.L tracks S&P 500 Capped 35/20 Consumer Discretionary Index.
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