QDVK.DE vs. IUSQ.DE
QDVK.DE (iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (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 IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 10 years, QDVK.DE returned 12.66%/yr vs 12.38%/yr for IUSQ.DE. Their correlation of 0.82 suggests significant overlap in exposure. QDVK.DE charges 0.15%/yr vs 0.20%/yr for IUSQ.DE.
Performance
QDVK.DE vs. IUSQ.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QDVK.DE achieves a -0.11% return, which is significantly lower than IUSQ.DE's 12.65% return. Both investments have delivered pretty close results over the past 10 years, with QDVK.DE having a 12.66% annualized return and IUSQ.DE not far behind at 12.38%.
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%
IUSQ.DE
- 1D
- -0.23%
- 1M
- 3.68%
- YTD
- 12.65%
- 6M
- 12.87%
- 1Y
- 26.39%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
QDVK.DE vs. IUSQ.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% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -5.97% | 9.14% |
Correlation
The correlation between QDVK.DE and IUSQ.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 | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.82 |
The correlation between QDVK.DE and IUSQ.DE shifts across timeframes, from 0.67 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QDVK.DE vs. IUSQ.DE — Risk / Return Rank
QDVK.DE
IUSQ.DE
QDVK.DE vs. IUSQ.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 MSCI ACWI UCITS ETF (Acc) (IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -2.32 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.43 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | 4.08 | -3.35 |
| Martin ratioReturn relative to average drawdown | 2.00 | 16.69 | -14.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| QDVK.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 2.31 | -1.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.88 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.82 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.76 | -0.23 |
Drawdowns
QDVK.DE vs. IUSQ.DE - Drawdown Comparison
The maximum QDVK.DE drawdown since its inception was -37.28%, which is greater than IUSQ.DE's maximum drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for QDVK.DE and IUSQ.DE.
Loading charts...
Drawdown Indicators
| QDVK.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.28% | -33.60% | -3.68% |
Max Drawdown (1Y)Largest decline over 1 year | -13.65% | -6.48% | -7.17% |
Max Drawdown (3Y)Largest decline over 3 years | -30.81% | -21.25% | -9.56% |
Max Drawdown (5Y)Largest decline over 5 years | -37.28% | -21.25% | -16.03% |
Max Drawdown (10Y)Largest decline over 10 years | -37.28% | -33.60% | -3.68% |
Current DrawdownCurrent decline from peak | -10.02% | -0.55% | -9.47% |
Average DrawdownAverage peak-to-trough decline | -9.22% | -4.19% | -5.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 1.59% | +3.40% |
Volatility
QDVK.DE vs. IUSQ.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 MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that QDVK.DE's price experiences larger fluctuations and is considered to be riskier than IUSQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| QDVK.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 3.03% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 13.18% | 8.26% | +4.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.90% | 11.47% | +6.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.84% | 13.94% | +7.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.62% | 15.02% | +5.60% |
QDVK.DE vs. IUSQ.DE - Expense Ratio Comparison
QDVK.DE has a 0.15% expense ratio, which is lower than IUSQ.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. IUSQ.DE - Dividend Comparison
Neither QDVK.DE nor IUSQ.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVK.DE and IUSQ.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 IUSQ.DE.
QDVK.DE is categorized as Consumer Staples Equities, while IUSQ.DE is Global Equities. QDVK.DE tracks S&P 500 Capped 35/20 Consumer Discretionary, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.15% for QDVK.DE and 0.20% for IUSQ.DE.
Find the right allocation for QDVK.DE and IUSQ.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer