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QDVK.DE vs. ICDU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVK.DE vs. ICDU.L - 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 iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD (Acc) (ICDU.L). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVK.DE vs. ICDU.L - 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%
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

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

ICDU.L
ICDU.L Risk / Return Rank: 2222
Overall Rank
ICDU.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
ICDU.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
ICDU.L Omega Ratio Rank: 2222
Omega Ratio Rank
ICDU.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
ICDU.L Martin Ratio Rank: 2222
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. 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.DEICDU.LDifference
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

QDVK.DE vs. ICDU.L - Sharpe Ratio Comparison

The current QDVK.DE Sharpe Ratio is 0.56, which is comparable to the ICDU.L Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of QDVK.DE and ICDU.L, 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.DEICDU.LDifference

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.DEICDU.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-10.02%

-9.82%

-0.20%

Average Drawdown

Average peak-to-trough decline

-9.22%

-9.21%

-0.01%

Ulcer Index

Depth 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.DEICDU.LDifference

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.


Tickers have no history of dividend payments

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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