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QDVK.DE vs. SC03.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVK.DE vs. SC03.DE - 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 Invesco European Food & Bev Sector UCITS ETF (SC03.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QDVK.DE achieves a 2.64% return, which is significantly lower than SC03.DE's 8.55% return. Over the past 10 years, QDVK.DE has outperformed SC03.DE with an annualized return of 12.34%, while SC03.DE has yielded a comparatively lower 1.49% annualized return.


QDVK.DE

1D
2.00%
1M
1.30%
6M
0.20%
YTD
2.64%
1Y
11.29%
3Y*
12.71%
5Y*
7.78%
10Y*
12.34%

SC03.DE

1D
0.58%
1M
4.78%
6M
7.46%
YTD
8.55%
1Y
5.45%
3Y*
-2.55%
5Y*
-2.33%
10Y*
1.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVK.DE vs. SC03.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QDVK.DE
iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)
2.64%-5.13%38.59%38.91%-33.81%35.45%20.88%31.88%3.56%7.46%
SC03.DE
Invesco European Food & Bev Sector UCITS ETF
8.55%-1.70%-9.00%-1.71%-13.43%21.05%-7.83%28.17%-8.47%12.87%

Correlation

The correlation between QDVK.DE and SC03.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.39

Over the past year, the correlation between QDVK.DE and SC03.DE has dropped to 0.12 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

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Return for Risk

QDVK.DE vs. SC03.DE — 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: 2121
Overall Rank
QDVK.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
QDVK.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
QDVK.DE Omega Ratio Rank: 2020
Omega Ratio Rank
QDVK.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
QDVK.DE Martin Ratio Rank: 2222
Martin Ratio Rank

SC03.DE
SC03.DE Risk / Return Rank: 1414
Overall Rank
SC03.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SC03.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
SC03.DE Omega Ratio Rank: 1414
Omega Ratio Rank
SC03.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
SC03.DE Martin Ratio Rank: 1414
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. SC03.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 Invesco European Food & Bev Sector UCITS ETF (SC03.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QDVK.DESC03.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.11

1.07

+0.04

Calmar ratioReturn relative to maximum drawdown

0.82

0.41

+0.41

Martin ratioReturn relative to average drawdown

2.20

0.92

+1.29

QDVK.DE vs. SC03.DE - Sharpe Ratio Comparison

The current QDVK.DE Sharpe Ratio is 0.60, which is higher than the SC03.DE Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of QDVK.DE and SC03.DE, 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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Drawdowns

QDVK.DE vs. SC03.DE - Drawdown Comparison

The maximum QDVK.DE drawdown since its inception was -37.32%, which is greater than SC03.DE's maximum drawdown of -32.59%. Use the drawdown chart below to compare losses from any high point for QDVK.DE and SC03.DE.


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Drawdown Indicators


QDVK.DESC03.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.32%

-32.59%

-4.73%

Max Drawdown (1Y)

Largest decline over 1 year

-13.63%

-13.16%

-0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-30.81%

-20.32%

-10.49%

Max Drawdown (5Y)

Largest decline over 5 years

-37.32%

-28.71%

-8.61%

Max Drawdown (10Y)

Largest decline over 10 years

-37.32%

-32.59%

-4.73%

Current Drawdown

Current decline from peak

-7.56%

-18.84%

+11.28%

Average Drawdown

Average peak-to-trough decline

-10.33%

-8.20%

-2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.11%

5.92%

-0.81%

Volatility

QDVK.DE vs. SC03.DE - Volatility Comparison

iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE) has a higher volatility of 6.49% compared to Invesco European Food & Bev Sector UCITS ETF (SC03.DE) at 5.52%. This indicates that QDVK.DE's price experiences larger fluctuations and is considered to be riskier than SC03.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVK.DESC03.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.49%

5.52%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

14.11%

12.47%

+1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

18.63%

15.75%

+2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.96%

14.35%

+7.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.37%

14.77%

+6.60%

QDVK.DE vs. SC03.DE - Expense Ratio Comparison

QDVK.DE has a 0.15% expense ratio, which is lower than SC03.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. SC03.DE - Dividend Comparison

Neither QDVK.DE nor SC03.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QDVK.DE and SC03.DE have a correlation of 0.12, 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 SC03.DE.

QDVK.DE tracks S&P 500 Capped 35/20 Consumer Discretionary, while SC03.DE tracks STOXX® Europe 600 Optimised Food & Beverage. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.15% for QDVK.DE and 0.20% for SC03.DE.

Portfolio Optimizer

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