SC05.DE vs. QDVK.DE
SC05.DE (Invesco European Retail Sector UCITS ETF) and QDVK.DE (iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)) are both Consumer Staples Equities funds - SC05.DE tracks the STOXX® Europe 600 Optimised Retail while QDVK.DE tracks the S&P 500 Capped 35/20 Consumer Discretionary. Both are passively managed. Over the past 10 years, SC05.DE returned 4.56%/yr vs 12.66%/yr for QDVK.DE. A 0.53 correlation means they provide meaningful diversification when combined. SC05.DE charges 0.20%/yr vs 0.15%/yr for QDVK.DE.
Performance
SC05.DE vs. QDVK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC05.DE achieves a -2.73% return, which is significantly lower than QDVK.DE's -0.11% return. Over the past 10 years, SC05.DE has underperformed QDVK.DE with an annualized return of 4.56%, while QDVK.DE has yielded a comparatively higher 12.66% annualized return.
SC05.DE
- 1D
- 1.07%
- 1M
- 8.22%
- YTD
- -2.73%
- 6M
- -1.05%
- 1Y
- -0.73%
- 3Y*
- 9.76%
- 5Y*
- -0.57%
- 10Y*
- 4.56%
QDVK.DE
- 1D
- 0.33%
- 1M
- -0.70%
- YTD
- -0.11%
- 6M
- 0.74%
- 1Y
- 9.98%
- 3Y*
- 13.82%
- 5Y*
- 9.12%
- 10Y*
- 12.66%
SC05.DE vs. QDVK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Correlation
The correlation between SC05.DE and QDVK.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 SC05.DE and QDVK.DE has been stable across timeframes, ranging from 0.44 to 0.53 - a consistent structural relationship.
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Return for Risk
SC05.DE vs. QDVK.DE — Risk / Return Rank
SC05.DE
QDVK.DE
SC05.DE vs. QDVK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Retail Sector UCITS ETF (SC05.DE) and iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.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.
| SC05.DE | QDVK.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 | 1.01 | 1.11 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 0.73 | -0.78 |
| Martin ratioReturn relative to average drawdown | -0.11 | 2.00 | -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
| SC05.DE | QDVK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 0.56 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.41 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.61 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.53 | -0.22 |
Drawdowns
SC05.DE vs. QDVK.DE - Drawdown Comparison
The maximum SC05.DE drawdown since its inception was -51.51%, which is greater than QDVK.DE's maximum drawdown of -37.28%. Use the drawdown chart below to compare losses from any high point for SC05.DE and QDVK.DE.
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Drawdown Indicators
| SC05.DE | QDVK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.51% | -37.28% | -14.23% |
Max Drawdown (1Y)Largest decline over 1 year | -14.81% | -13.65% | -1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -19.36% | -30.81% | +11.45% |
Max Drawdown (5Y)Largest decline over 5 years | -51.51% | -37.28% | -14.23% |
Max Drawdown (10Y)Largest decline over 10 years | -51.51% | -37.28% | -14.23% |
Current DrawdownCurrent decline from peak | -5.67% | -10.02% | +4.35% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -9.22% | -2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.41% | 4.99% | +1.42% |
Volatility
SC05.DE vs. QDVK.DE - Volatility Comparison
Invesco European Retail Sector UCITS ETF (SC05.DE) has a higher volatility of 6.40% compared to iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE) at 5.33%. This indicates that SC05.DE's price experiences larger fluctuations and is considered to be riskier than QDVK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC05.DE | QDVK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 5.33% | +1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | 13.18% | +2.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.04% | 17.90% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.11% | 21.84% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.24% | 20.62% | -0.38% |
SC05.DE vs. QDVK.DE - Expense Ratio Comparison
SC05.DE has a 0.20% expense ratio, which is higher than QDVK.DE's 0.15% 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
SC05.DE vs. QDVK.DE - Dividend Comparison
Neither SC05.DE nor QDVK.DE has paid dividends to shareholders.
Frequently Asked Questions
SC05.DE and QDVK.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.
SC05.DE tracks STOXX® Europe 600 Optimised Retail, while QDVK.DE tracks S&P 500 Capped 35/20 Consumer Discretionary. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.20% for SC05.DE and 0.15% for QDVK.DE.
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