XDWS.DE vs. QDVK.DE
XDWS.DE (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) and QDVK.DE (iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)) are both Consumer Staples Equities funds - XDWS.DE tracks the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR while QDVK.DE tracks the S&P 500 Capped 35/20 Consumer Discretionary. Both are passively managed. Over the past 10 years, XDWS.DE returned 5.34%/yr vs 12.66%/yr for QDVK.DE. At a 0.45 correlation, their price movements are largely independent. XDWS.DE charges 0.25%/yr vs 0.15%/yr for QDVK.DE.
Performance
XDWS.DE vs. QDVK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWS.DE achieves a 4.43% return, which is significantly higher than QDVK.DE's -0.11% return. Over the past 10 years, XDWS.DE has underperformed QDVK.DE with an annualized return of 5.34%, while QDVK.DE has yielded a comparatively higher 12.66% annualized return.
XDWS.DE
- 1D
- -0.24%
- 1M
- -1.84%
- YTD
- 4.43%
- 6M
- 4.20%
- 1Y
- -0.89%
- 3Y*
- 3.32%
- 5Y*
- 4.93%
- 10Y*
- 5.34%
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%
XDWS.DE vs. QDVK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWS.DE Xtrackers MSCI World Consumer Staples UCITS ETF 1C | 4.43% | -3.34% | 12.56% | -1.53% | -0.06% | 22.38% | -1.96% | 25.94% | -5.88% | 2.82% |
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 XDWS.DE and QDVK.DE is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.45 |
Over the past year, the correlation between XDWS.DE and QDVK.DE has dropped to 0.07 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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Return for Risk
XDWS.DE vs. QDVK.DE — Risk / Return Rank
XDWS.DE
QDVK.DE
XDWS.DE vs. QDVK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.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.
| XDWS.DE | QDVK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.11 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 0.73 | -0.83 |
| Martin ratioReturn relative to average drawdown | -0.20 | 2.00 | -2.20 |
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
| XDWS.DE | QDVK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | 0.56 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.41 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.61 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.53 | -0.08 |
Drawdowns
XDWS.DE vs. QDVK.DE - Drawdown Comparison
The maximum XDWS.DE drawdown since its inception was -22.95%, smaller than the maximum QDVK.DE drawdown of -37.28%. Use the drawdown chart below to compare losses from any high point for XDWS.DE and QDVK.DE.
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Drawdown Indicators
| XDWS.DE | QDVK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.95% | -37.28% | +14.33% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -13.65% | +4.87% |
Max Drawdown (3Y)Largest decline over 3 years | -11.90% | -30.81% | +18.91% |
Max Drawdown (5Y)Largest decline over 5 years | -12.47% | -37.28% | +24.81% |
Max Drawdown (10Y)Largest decline over 10 years | -22.95% | -37.28% | +14.33% |
Current DrawdownCurrent decline from peak | -7.60% | -10.02% | +2.42% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -9.22% | +4.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | 4.99% | -0.65% |
Volatility
XDWS.DE vs. QDVK.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) is 5.00%, while iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE) has a volatility of 5.33%. This indicates that XDWS.DE experiences smaller price fluctuations and is considered to be less risky 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
| XDWS.DE | QDVK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 5.33% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 13.18% | -3.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.06% | 17.90% | -5.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.35% | 21.84% | -10.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.19% | 20.62% | -8.43% |
XDWS.DE vs. QDVK.DE - Expense Ratio Comparison
XDWS.DE has a 0.25% 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
XDWS.DE vs. QDVK.DE - Dividend Comparison
Neither XDWS.DE nor QDVK.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWS.DE and QDVK.DE have a correlation of 0.07, 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 0.25% for XDWS.DE.
XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while QDVK.DE tracks S&P 500 Capped 35/20 Consumer Discretionary. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDWS.DE and 0.15% for QDVK.DE.
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