QDVK.DE vs. IUCB.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE) and SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (IUCB.L).

QDVK.DE and IUCB.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QDVK.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Consumer Discretionary. It was launched on Nov 20, 2015. IUCB.L is a passively managed fund by State Street that tracks the performance of the Bloomberg US Corp Bond TR USD. It was launched on Feb 17, 2016. Both QDVK.DE and IUCB.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

QDVK.DE vs. IUCB.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 SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (IUCB.L). The values are adjusted to include any dividend payments, if applicable.

QDVK.DE vs. IUCB.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)	-7.20%	-5.11%	38.60%	38.90%	-33.82%	35.49%	20.84%	31.88%	3.58%	7.42%
IUCB.L SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF	1.40%	-4.96%	11.70%	3.29%	-3.40%	6.21%	-1.32%	11.10%	-0.17%	-9.80%

Different Trading Currencies

QDVK.DE is traded in EUR, while IUCB.L is traded in USD. To make them comparable, the IUCB.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 -7.20% return, which is significantly lower than IUCB.L's 1.40% return.

QDVK.DE

• 1D: 1.98%
• 1M: -2.59%
• YTD: -7.20%
• 6M: -6.55%
• 1Y: 4.42%
• 3Y*: 14.27%
• 5Y*: 6.97%
• 10Y*: 11.81%

IUCB.L

• 1D: 0.26%
• 1M: -0.28%
• YTD: 1.40%
• 6M: 2.29%
• 1Y: -1.18%
• 3Y*: 3.35%
• 5Y*: 2.29%
• 10Y*: —

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

QDVK.DE vs. IUCB.L - Expense Ratio Comparison

QDVK.DE has a 0.15% expense ratio, which is higher than IUCB.L's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

QDVK.DE

iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)

IUCB.L

SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF

Return for Risk

QDVK.DE vs. IUCB.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: 17
QDVK.DE Sharpe Ratio Rank: 16
QDVK.DE Sortino Ratio Rank: 16
QDVK.DE Omega Ratio Rank: 16
QDVK.DE Calmar Ratio Rank: 17
QDVK.DE Martin Ratio Rank: 17

IUCB.L

IUCB.L Risk / Return Rank: 71
IUCB.L Sharpe Ratio Rank: 71
IUCB.L Sortino Ratio Rank: 71
IUCB.L Omega Ratio Rank: 65
IUCB.L Calmar Ratio Rank: 72
IUCB.L Martin Ratio Rank: 75

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. IUCB.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 SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (IUCB.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	IUCB.L	Difference
Sharpe ratio Return per unit of total volatility	0.20	-0.20	+0.40
Sortino ratio Return per unit of downside risk	0.43	-0.21	+0.64
Omega ratio Gain probability vs. loss probability	1.06	0.97	+0.08
Calmar ratio Return relative to maximum drawdown	0.29	-0.18	+0.47
Martin ratio Return relative to average drawdown	0.81	-0.33	+1.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current QDVK.DE Sharpe Ratio is 0.20, which is higher than the IUCB.L Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of QDVK.DE and IUCB.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QDVK.DE	IUCB.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.20	-0.20	+0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	0.34	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.25	+0.25

Correlation

The correlation between QDVK.DE and IUCB.L is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

QDVK.DE vs. IUCB.L - Dividend Comparison

QDVK.DE has not paid dividends to shareholders, while IUCB.L's dividend yield for the trailing twelve months is around 4.69%.

	TTM	2025	2024	2023	2022	2021	2020
QDVK.DE iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IUCB.L SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF	4.69%	4.66%	4.70%	3.89%	2.62%	2.37%	2.67%

Drawdowns

QDVK.DE vs. IUCB.L - Drawdown Comparison

The maximum QDVK.DE drawdown since its inception was -37.28%, which is greater than IUCB.L's maximum drawdown of -16.88%. Use the drawdown chart below to compare losses from any high point for QDVK.DE and IUCB.L.

Drawdown Indicators

	QDVK.DE	IUCB.L	Difference
Max Drawdown Largest peak-to-trough decline	-37.28%	-14.12%	-23.16%
Max Drawdown (1Y) Largest decline over 1 year	-14.00%	-2.76%	-11.24%
Max Drawdown (5Y) Largest decline over 5 years	-37.28%	-14.00%	-23.28%
Max Drawdown (10Y) Largest decline over 10 years	-37.28%	—	—
Current Drawdown Current decline from peak	-16.41%	-1.17%	-15.24%
Average Drawdown Average peak-to-trough decline	-9.20%	-3.74%	-5.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.80%	0.66%	+4.14%

Volatility

QDVK.DE vs. IUCB.L - Volatility Comparison

iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE) has a higher volatility of 6.84% compared to SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (IUCB.L) at 2.32%. This indicates that QDVK.DE's price experiences larger fluctuations and is considered to be riskier than IUCB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QDVK.DE	IUCB.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.84%	2.32%	+4.52%
Volatility (6M) Calculated over the trailing 6-month period	13.04%	4.44%	+8.60%
Volatility (1Y) Calculated over the trailing 1-year period	22.62%	8.10%	+14.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.77%	9.15%	+12.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.55%	10.79%	+9.76%