QDVK.DE vs. SPYR.DE
QDVK.DE (iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)) and SPYR.DE (SPDR MSCI Europe Consumer Discretionary UCITS ETF) are both Consumer Staples Equities funds - QDVK.DE tracks the S&P 500 Capped 35/20 Consumer Discretionary while SPYR.DE tracks the MSCI Europe Consumer Discretionary 20/35 Capped. Both are passively managed. Over the past 10 years, QDVK.DE returned 12.66%/yr vs 4.88%/yr for SPYR.DE. A 0.62 correlation means they provide meaningful diversification when combined. QDVK.DE charges 0.15%/yr vs 0.18%/yr for SPYR.DE.
Performance
QDVK.DE vs. SPYR.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 SPYR.DE's -11.04% return. Over the past 10 years, QDVK.DE has outperformed SPYR.DE with an annualized return of 12.66%, while SPYR.DE has yielded a comparatively lower 4.88% 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%
SPYR.DE
- 1D
- 0.63%
- 1M
- 2.63%
- YTD
- -11.04%
- 6M
- -10.98%
- 1Y
- -5.00%
- 3Y*
- -2.86%
- 5Y*
- -1.70%
- 10Y*
- 4.88%
QDVK.DE vs. SPYR.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% |
SPYR.DE SPDR MSCI Europe Consumer Discretionary UCITS ETF | -11.04% | 2.47% | 3.29% | 15.35% | -15.95% | 21.86% | 5.93% | 35.34% | -15.45% | 10.29% |
Correlation
The correlation between QDVK.DE and SPYR.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.62 |
The correlation between QDVK.DE and SPYR.DE shifts across timeframes, from 0.50 (3 years) to 0.62 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QDVK.DE vs. SPYR.DE — Risk / Return Rank
QDVK.DE
SPYR.DE
QDVK.DE vs. SPYR.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 SPDR MSCI Europe Consumer Discretionary UCITS ETF (SPYR.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 | SPYR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | +1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 0.97 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | -0.27 | +1.00 |
| Martin ratioReturn relative to average drawdown | 2.00 | -0.64 | +2.63 |
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 | SPYR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | -0.29 | +0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | -0.08 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.23 | +0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.29 | +0.23 |
Drawdowns
QDVK.DE vs. SPYR.DE - Drawdown Comparison
The maximum QDVK.DE drawdown since its inception was -37.28%, smaller than the maximum SPYR.DE drawdown of -41.59%. Use the drawdown chart below to compare losses from any high point for QDVK.DE and SPYR.DE.
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Drawdown Indicators
| QDVK.DE | SPYR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.28% | -41.59% | +4.31% |
Max Drawdown (1Y)Largest decline over 1 year | -13.65% | -20.59% | +6.94% |
Max Drawdown (3Y)Largest decline over 3 years | -30.81% | -26.58% | -4.23% |
Max Drawdown (5Y)Largest decline over 5 years | -37.28% | -29.92% | -7.36% |
Max Drawdown (10Y)Largest decline over 10 years | -37.28% | -41.59% | +4.31% |
Current DrawdownCurrent decline from peak | -10.02% | -18.77% | +8.75% |
Average DrawdownAverage peak-to-trough decline | -9.22% | -9.33% | +0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 8.74% | -3.75% |
Volatility
QDVK.DE vs. SPYR.DE - Volatility Comparison
The current volatility for iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE) is 5.33%, while SPDR MSCI Europe Consumer Discretionary UCITS ETF (SPYR.DE) has a volatility of 5.71%. This indicates that QDVK.DE experiences smaller price fluctuations and is considered to be less risky than SPYR.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 | SPYR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 5.71% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 13.18% | 15.42% | -2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.90% | 19.29% | -1.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.84% | 21.07% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.62% | 20.80% | -0.18% |
QDVK.DE vs. SPYR.DE - Expense Ratio Comparison
QDVK.DE has a 0.15% expense ratio, which is lower than SPYR.DE's 0.18% 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. SPYR.DE - Dividend Comparison
Neither QDVK.DE nor SPYR.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVK.DE and SPYR.DE have a correlation of 0.51, 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 0.18% for SPYR.DE.
QDVK.DE tracks S&P 500 Capped 35/20 Consumer Discretionary, while SPYR.DE tracks MSCI Europe Consumer Discretionary 20/35 Capped. They also come from different issuers: iShares and State Street. Their fees differ too: 0.15% for QDVK.DE and 0.18% for SPYR.DE.
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