QDVK.DE vs. ZPDD.DE
QDVK.DE (iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)) and ZPDD.DE (SPDR S&P US Consumer Discretionary Select Sector UCITS ETF) are both Consumer Staples Equities funds - QDVK.DE tracks the S&P 500 Capped 35/20 Consumer Discretionary while ZPDD.DE tracks the S&P Consumer Discretionary Select Sector. Both are passively managed. Over the past 10 years, QDVK.DE returned 12.66%/yr vs 13.15%/yr for ZPDD.DE. With a 0.99 correlation, they move nearly in lockstep. Both charge a 0.15% expense ratio.
Performance
QDVK.DE vs. ZPDD.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 lower than ZPDD.DE's 0.34% return. Both investments have delivered pretty close results over the past 10 years, with QDVK.DE having a 12.66% annualized return and ZPDD.DE not far ahead at 13.15%.
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%
ZPDD.DE
- 1D
- 0.27%
- 1M
- -0.66%
- YTD
- 0.34%
- 6M
- 0.53%
- 1Y
- 11.18%
- 3Y*
- 13.95%
- 5Y*
- 10.34%
- 10Y*
- 13.15%
QDVK.DE vs. ZPDD.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% |
ZPDD.DE SPDR S&P US Consumer Discretionary Select Sector UCITS ETF | 0.34% | -3.35% | 36.72% | 36.96% | -30.97% | 39.97% | 15.91% | 32.48% | 4.88% | 7.37% |
Correlation
The correlation between QDVK.DE and ZPDD.DE is 1.00 - 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 | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.99 |
The correlation between QDVK.DE and ZPDD.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. ZPDD.DE — Risk / Return Rank
QDVK.DE
ZPDD.DE
QDVK.DE vs. ZPDD.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 S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.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 | ZPDD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.12 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | 0.81 | -0.08 |
| Martin ratioReturn relative to average drawdown | 2.00 | 2.25 | -0.25 |
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 | ZPDD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 0.62 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.48 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.64 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.57 | -0.05 |
Drawdowns
QDVK.DE vs. ZPDD.DE - Drawdown Comparison
The maximum QDVK.DE drawdown since its inception was -37.28%, roughly equal to the maximum ZPDD.DE drawdown of -37.03%. Use the drawdown chart below to compare losses from any high point for QDVK.DE and ZPDD.DE.
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Drawdown Indicators
| QDVK.DE | ZPDD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.28% | -37.03% | -0.25% |
Max Drawdown (1Y)Largest decline over 1 year | -13.65% | -13.91% | +0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -30.81% | -29.56% | -1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -37.28% | -34.02% | -3.26% |
Max Drawdown (10Y)Largest decline over 10 years | -37.28% | -37.03% | -0.25% |
Current DrawdownCurrent decline from peak | -10.02% | -7.19% | -2.83% |
Average DrawdownAverage peak-to-trough decline | -9.22% | -8.21% | -1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 5.03% | -0.04% |
Volatility
QDVK.DE vs. ZPDD.DE - Volatility Comparison
iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE) and SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.DE) have volatilities of 5.33% and 5.49%, 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.DE | ZPDD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 5.49% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 13.18% | 13.47% | -0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.90% | 18.17% | -0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.84% | 21.48% | +0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.62% | 20.55% | +0.07% |
QDVK.DE vs. ZPDD.DE - Expense Ratio Comparison
Both QDVK.DE and ZPDD.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
QDVK.DE vs. ZPDD.DE - Dividend Comparison
Neither QDVK.DE nor ZPDD.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 1.00, QDVK.DE and ZPDD.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.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
QDVK.DE and ZPDD.DE have the same expense ratio: 0.15% per year.
QDVK.DE tracks S&P 500 Capped 35/20 Consumer Discretionary, while ZPDD.DE tracks S&P Consumer Discretionary Select Sector. They also come from different issuers: iShares and State Street.
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