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

Performance

QDVK.DE vs. WELW.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 Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.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 -0.11% return, which is significantly lower than WELW.DE's 3.14% 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%

WELW.DE

1D
-0.10%
1M
-2.96%
YTD
3.14%
6M
1.22%
1Y
-2.11%
3Y*
-0.01%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
QDVK.DE
iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)
-0.11%-5.11%38.60%38.90%-17.23%
WELW.DE
Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc
3.14%-7.11%9.48%-1.99%5.34%

Correlation

The correlation between QDVK.DE and WELW.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.16

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2022

0.19

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Return for Risk

QDVK.DE vs. WELW.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: 1818
Overall Rank
QDVK.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
QDVK.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
QDVK.DE Omega Ratio Rank: 1818
Omega Ratio Rank
QDVK.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
QDVK.DE Martin Ratio Rank: 1919
Martin Ratio Rank

WELW.DE
WELW.DE Risk / Return Rank: 66
Overall Rank
WELW.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
WELW.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
WELW.DE Omega Ratio Rank: 66
Omega Ratio Rank
WELW.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
WELW.DE Martin Ratio Rank: 66
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. WELW.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 Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.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.DEWELW.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

1.11

0.97

+0.14

Calmar ratioReturn relative to maximum drawdown

0.73

-0.34

+1.06

Martin ratioReturn relative to average drawdown

2.00

-0.62

+2.62

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

The current QDVK.DE Sharpe Ratio is 0.56, which is higher than the WELW.DE Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of QDVK.DE and WELW.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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Sharpe Ratios by Period


QDVK.DEWELW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

-0.24

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

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

0.19

+0.34

Drawdowns

QDVK.DE vs. WELW.DE - Drawdown Comparison

The maximum QDVK.DE drawdown since its inception was -37.28%, which is greater than WELW.DE's maximum drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for QDVK.DE and WELW.DE.


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Drawdown Indicators


QDVK.DEWELW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.28%

-13.88%

-23.40%

Max Drawdown (1Y)

Largest decline over 1 year

-13.65%

-9.17%

-4.48%

Max Drawdown (3Y)

Largest decline over 3 years

-30.81%

-13.88%

-16.93%

Max Drawdown (5Y)

Largest decline over 5 years

-37.28%

Max Drawdown (10Y)

Largest decline over 10 years

-37.28%

Current Drawdown

Current decline from peak

-10.02%

-8.99%

-1.03%

Average Drawdown

Average peak-to-trough decline

-9.22%

-5.45%

-3.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.99%

4.96%

+0.03%

Volatility

QDVK.DE vs. WELW.DE - Volatility Comparison

iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE) has a higher volatility of 5.33% compared to Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Acc (WELW.DE) at 4.91%. This indicates that QDVK.DE's price experiences larger fluctuations and is considered to be riskier than WELW.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.DEWELW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

4.91%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

13.18%

10.31%

+2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

17.90%

12.66%

+5.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.84%

11.48%

+10.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.62%

11.48%

+9.14%

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

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


QDVK.DE and WELW.DE have a correlation of 0.11, 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 WELW.DE.

QDVK.DE tracks S&P 500 Capped 35/20 Consumer Discretionary, while WELW.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Staples. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for QDVK.DE and 0.18% for WELW.DE.

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