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

Performance

QDVK.DE vs. XUCD.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 Xtrackers MSCI USA Consumer Discretionary UCITS ETF 1D (XUCD.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 XUCD.DE's 0.22% 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%

XUCD.DE

1D
0.28%
1M
-0.63%
YTD
0.22%
6M
0.35%
1Y
10.06%
3Y*
14.31%
5Y*
8.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%10.88%
XUCD.DE
Xtrackers MSCI USA Consumer Discretionary UCITS ETF 1D
0.22%-5.02%38.90%39.32%-34.77%32.20%37.39%32.43%4.13%10.10%

Correlation

The correlation between QDVK.DE and XUCD.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

1.00

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2017

0.99

The correlation between QDVK.DE and XUCD.DE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

QDVK.DE vs. XUCD.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

XUCD.DE
XUCD.DE Risk / Return Rank: 1818
Overall Rank
XUCD.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
XUCD.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
XUCD.DE Omega Ratio Rank: 1818
Omega Ratio Rank
XUCD.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
XUCD.DE Martin Ratio Rank: 1919
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. XUCD.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 Xtrackers MSCI USA Consumer Discretionary UCITS ETF 1D (XUCD.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.DEXUCD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.11

1.11

0.00

Calmar ratioReturn relative to maximum drawdown

0.73

0.73

0.00

Martin ratioReturn relative to average drawdown

2.00

2.00

0.00

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

The current QDVK.DE Sharpe Ratio is 0.56, which is comparable to the XUCD.DE Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of QDVK.DE and XUCD.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.DEXUCD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.57

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.39

+0.02

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

0.67

-0.14

Drawdowns

QDVK.DE vs. XUCD.DE - Drawdown Comparison

The maximum QDVK.DE drawdown since its inception was -37.28%, roughly equal to the maximum XUCD.DE drawdown of -38.43%. Use the drawdown chart below to compare losses from any high point for QDVK.DE and XUCD.DE.


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Drawdown Indicators


QDVK.DEXUCD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.28%

-38.43%

+1.15%

Max Drawdown (1Y)

Largest decline over 1 year

-13.65%

-13.88%

+0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-30.81%

-30.82%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-37.28%

-38.43%

+1.15%

Max Drawdown (10Y)

Largest decline over 10 years

-37.28%

Current Drawdown

Current decline from peak

-10.02%

-9.43%

-0.59%

Average Drawdown

Average peak-to-trough decline

-9.22%

-10.09%

+0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.99%

5.09%

-0.10%

Volatility

QDVK.DE vs. XUCD.DE - Volatility Comparison

iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE) and Xtrackers MSCI USA Consumer Discretionary UCITS ETF 1D (XUCD.DE) have volatilities of 5.33% and 5.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVK.DEXUCD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

5.29%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

13.18%

13.18%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

17.90%

17.94%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.84%

22.03%

-0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.62%

21.90%

-1.28%

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

QDVK.DE has a 0.15% expense ratio, which is higher than XUCD.DE's 0.12% expense ratio. However, 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. XUCD.DE - Dividend Comparison

QDVK.DE has not paid dividends to shareholders, while XUCD.DE's dividend yield for the trailing twelve months is around 0.45%.


PositionTTM20252024202320222021202020192018
QDVK.DE
iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUCD.DE
Xtrackers MSCI USA Consumer Discretionary UCITS ETF 1D
0.45%0.46%0.40%0.90%0.91%0.35%0.59%0.81%0.58%

Frequently Asked Questions


With a correlation of 0.99, QDVK.DE and XUCD.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XUCD.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUCD.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for QDVK.DE.

QDVK.DE tracks S&P 500 Capped 35/20 Consumer Discretionary, while XUCD.DE tracks MSCI USA Consumer Discretionary 20/35 Custom. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.15% for QDVK.DE and 0.12% for XUCD.DE.

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