QDVK.DE vs. SC05.DE
QDVK.DE (iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)) and SC05.DE (Invesco European Retail Sector UCITS ETF) are both Consumer Staples Equities funds - QDVK.DE tracks the S&P 500 Capped 35/20 Consumer Discretionary while SC05.DE tracks the STOXX® Europe 600 Optimised Retail. Both are passively managed. Over the past 10 years, QDVK.DE returned 12.66%/yr vs 4.56%/yr for SC05.DE. A 0.53 correlation means they provide meaningful diversification when combined. QDVK.DE charges 0.15%/yr vs 0.20%/yr for SC05.DE.
Performance
QDVK.DE vs. SC05.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVK.DE achieves a -0.11% return, which is significantly higher than SC05.DE's -2.73% return. Over the past 10 years, QDVK.DE has outperformed SC05.DE with an annualized return of 12.66%, while SC05.DE has yielded a comparatively lower 4.56% annualized 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%
SC05.DE
- 1D
- 1.07%
- 1M
- 4.86%
- YTD
- -2.73%
- 6M
- -0.97%
- 1Y
- -0.12%
- 3Y*
- 9.76%
- 5Y*
- -0.57%
- 10Y*
- 4.56%
QDVK.DE vs. SC05.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% |
SC05.DE Invesco European Retail Sector UCITS ETF | -2.73% | 8.95% | 8.15% | 35.71% | -33.09% | 12.03% | 11.17% | 39.11% | -12.09% | -1.89% |
Correlation
The correlation between QDVK.DE and SC05.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.53 |
The correlation between QDVK.DE and SC05.DE has been stable across timeframes, ranging from 0.44 to 0.53 - a consistent structural relationship.
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Return for Risk
QDVK.DE vs. SC05.DE — Risk / Return Rank
QDVK.DE
SC05.DE
QDVK.DE vs. SC05.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 Retail Sector UCITS ETF (SC05.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 | SC05.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.01 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | -0.05 | +0.78 |
| Martin ratioReturn relative to average drawdown | 2.00 | -0.11 | +2.11 |
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 | SC05.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | -0.04 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | -0.03 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.22 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.30 | +0.22 |
Drawdowns
QDVK.DE vs. SC05.DE - Drawdown Comparison
The maximum QDVK.DE drawdown since its inception was -37.28%, smaller than the maximum SC05.DE drawdown of -51.51%. Use the drawdown chart below to compare losses from any high point for QDVK.DE and SC05.DE.
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Drawdown Indicators
| QDVK.DE | SC05.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.28% | -51.51% | +14.23% |
Max Drawdown (1Y)Largest decline over 1 year | -13.65% | -14.81% | +1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -30.81% | -19.36% | -11.45% |
Max Drawdown (5Y)Largest decline over 5 years | -37.28% | -51.51% | +14.23% |
Max Drawdown (10Y)Largest decline over 10 years | -37.28% | -51.51% | +14.23% |
Current DrawdownCurrent decline from peak | -10.02% | -5.67% | -4.35% |
Average DrawdownAverage peak-to-trough decline | -9.22% | -11.73% | +2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 6.41% | -1.42% |
Volatility
QDVK.DE vs. SC05.DE - Volatility Comparison
The current volatility for iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE) is 5.33%, while Invesco European Retail Sector UCITS ETF (SC05.DE) has a volatility of 6.40%. This indicates that QDVK.DE experiences smaller price fluctuations and is considered to be less risky than SC05.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.DE | SC05.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 6.40% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 13.18% | 15.78% | -2.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.90% | 19.04% | -1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.84% | 22.11% | -0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.62% | 20.24% | +0.38% |
QDVK.DE vs. SC05.DE - Expense Ratio Comparison
QDVK.DE has a 0.15% expense ratio, which is lower than SC05.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. SC05.DE - Dividend Comparison
Neither QDVK.DE nor SC05.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVK.DE and SC05.DE have a correlation of 0.49, 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 SC05.DE.
QDVK.DE tracks S&P 500 Capped 35/20 Consumer Discretionary, while SC05.DE tracks STOXX® Europe 600 Optimised Retail. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.15% for QDVK.DE and 0.20% for SC05.DE.
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