QDVK.DE vs. IUCM.L
QDVK.DE (iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)) and IUCM.L (iShares S&P 500 Communication 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 IUCM.L is a Communications Equities fund tracking the MSCI World/Comm Services NR USD. Both are passively managed. Over the past 5 years, QDVK.DE returned 9.12%/yr vs 12.43%/yr for IUCM.L. A 0.66 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.
Performance
QDVK.DE vs. IUCM.L - Performance Comparison
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Different Trading Currencies
QDVK.DE is traded in EUR, while IUCM.L is traded in USD. To make them comparable, the IUCM.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 IUCM.L's 2.76% 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%
IUCM.L
- 1D
- 1.37%
- 1M
- -2.16%
- YTD
- 2.76%
- 6M
- 1.80%
- 1Y
- 18.84%
- 3Y*
- 23.72%
- 5Y*
- 12.43%
- 10Y*
- —
QDVK.DE vs. IUCM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -14.36% |
IUCM.L iShares S&P 500 Communication Sector UCITS ETF USD Acc | 2.77% | 11.47% | 48.15% | 51.08% | -36.86% | 31.51% | 12.53% | 33.79% | -9.35% |
Correlation
The correlation between QDVK.DE and IUCM.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2018 | 0.66 |
Over the past year, the correlation between QDVK.DE and IUCM.L has dropped to 0.43 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.
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Return for Risk
QDVK.DE vs. IUCM.L — Risk / Return Rank
QDVK.DE
IUCM.L
QDVK.DE vs. IUCM.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 Communication Sector UCITS ETF USD Acc (IUCM.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 | IUCM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.22 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | 2.36 | -1.63 |
| Martin ratioReturn relative to average drawdown | 2.00 | 8.02 | -6.02 |
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 | IUCM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 1.29 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.63 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.72 | -0.20 |
Drawdowns
QDVK.DE vs. IUCM.L - Drawdown Comparison
The maximum QDVK.DE drawdown since its inception was -37.28%, smaller than the maximum IUCM.L drawdown of -39.44%. Use the drawdown chart below to compare losses from any high point for QDVK.DE and IUCM.L.
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Drawdown Indicators
| QDVK.DE | IUCM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.28% | -39.44% | +2.16% |
Max Drawdown (1Y)Largest decline over 1 year | -13.65% | -7.96% | -5.69% |
Max Drawdown (3Y)Largest decline over 3 years | -30.81% | -22.64% | -8.17% |
Max Drawdown (5Y)Largest decline over 5 years | -37.28% | -39.44% | +2.16% |
Max Drawdown (10Y)Largest decline over 10 years | -37.28% | — | — |
Current DrawdownCurrent decline from peak | -10.02% | -3.86% | -6.16% |
Average DrawdownAverage peak-to-trough decline | -9.22% | -8.60% | -0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 2.34% | +2.65% |
Volatility
QDVK.DE vs. IUCM.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 Communication Sector UCITS ETF USD Acc (IUCM.L) at 4.23%. This indicates that QDVK.DE's price experiences larger fluctuations and is considered to be riskier than IUCM.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 | IUCM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 4.23% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 13.18% | 10.33% | +2.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.90% | 14.51% | +3.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.84% | 19.84% | +2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.62% | 20.49% | +0.13% |
QDVK.DE vs. IUCM.L - Expense Ratio Comparison
Both QDVK.DE and IUCM.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. IUCM.L - Dividend Comparison
Neither QDVK.DE nor IUCM.L has paid dividends to shareholders.
Frequently Asked Questions
QDVK.DE and IUCM.L have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 IUCM.L have the same expense ratio: 0.15% per year.
QDVK.DE is categorized as Consumer Staples Equities, while IUCM.L is Communications Equities. QDVK.DE tracks S&P 500 Capped 35/20 Consumer Discretionary, while IUCM.L tracks MSCI World/Comm Services NR USD.
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