XUCS.DE vs. QDVK.DE

Last updated Apr 3, 2026

Compare and contrast key facts about Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.DE) and iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE).

XUCS.DE and QDVK.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XUCS.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI USA Consumer Staples. It was launched on Sep 12, 2017. QDVK.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Consumer Discretionary. It was launched on Nov 20, 2015. Both XUCS.DE and QDVK.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XUCS.DE vs. QDVK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.DE) and iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XUCS.DE Xtrackers MSCI USA Consumer Staples UCITS ETF 1D	8.85%	-7.97%	21.47%	-1.77%	5.50%	27.57%	-0.49%	29.85%	-4.67%	4.10%
QDVK.DE iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)	-8.16%	-5.11%	38.60%	38.90%	-33.82%	35.49%	20.84%	31.88%	3.58%	10.88%

Returns By Period

In the year-to-date period, XUCS.DE achieves a 8.85% return, which is significantly higher than QDVK.DE's -8.16% return.

XUCS.DE

• 1D: 0.92%
• 1M: -4.33%
• YTD: 8.85%
• 6M: 9.80%
• 1Y: -0.69%
• 3Y*: 6.01%
• 5Y*: 8.78%
• 10Y*: —

QDVK.DE

• 1D: -1.03%
• 1M: -2.90%
• YTD: -8.16%
• 6M: -7.56%
• 1Y: 2.83%
• 3Y*: 14.06%
• 5Y*: 6.75%
• 10Y*: 11.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XUCS.DE has a 0.12% expense ratio, which is lower than QDVK.DE's 0.15% 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%.

QDVK.DE

iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)

XUCS.DE

Xtrackers MSCI USA Consumer Staples UCITS ETF 1D

Return for Risk

XUCS.DE vs. QDVK.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XUCS.DE

XUCS.DE Risk / Return Rank: 10
XUCS.DE Sharpe Ratio Rank: 10
XUCS.DE Sortino Ratio Rank: 10
XUCS.DE Omega Ratio Rank: 10
XUCS.DE Calmar Ratio Rank: 11
XUCS.DE Martin Ratio Rank: 11

QDVK.DE

QDVK.DE Risk / Return Rank: 18
QDVK.DE Sharpe Ratio Rank: 14
QDVK.DE Sortino Ratio Rank: 14
QDVK.DE Omega Ratio Rank: 14
QDVK.DE Calmar Ratio Rank: 25
QDVK.DE Martin Ratio Rank: 23

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.

XUCS.DE vs. QDVK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.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.

	XUCS.DE	QDVK.DE	Difference
Sharpe ratio Return per unit of total volatility	-0.05	0.13	-0.17
Sortino ratio Return per unit of downside risk	0.04	0.33	-0.30
Omega ratio Gain probability vs. loss probability	1.00	1.04	-0.04
Calmar ratio Return relative to maximum drawdown	0.03	0.74	-0.71
Martin ratio Return relative to average drawdown	0.06	2.11	-2.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XUCS.DE Sharpe Ratio is -0.05, which is lower than the QDVK.DE Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of XUCS.DE and QDVK.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XUCS.DE	QDVK.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.05	0.13	-0.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	0.31	+0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.57	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.49	+0.12

Correlation

The correlation between XUCS.DE and QDVK.DE is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

XUCS.DE vs. QDVK.DE - Dividend Comparison

XUCS.DE's dividend yield for the trailing twelve months is around 1.93%, while QDVK.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
XUCS.DE Xtrackers MSCI USA Consumer Staples UCITS ETF 1D	1.93%	2.17%	2.09%	3.35%	3.11%	1.88%	3.02%	2.37%	0.78%
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%

Drawdowns

XUCS.DE vs. QDVK.DE - Drawdown Comparison

The maximum XUCS.DE drawdown since its inception was -23.46%, smaller than the maximum QDVK.DE drawdown of -37.28%. Use the drawdown chart below to compare losses from any high point for XUCS.DE and QDVK.DE.

Drawdown Indicators

	XUCS.DE	QDVK.DE	Difference
Max Drawdown Largest peak-to-trough decline	-23.46%	-37.28%	+13.82%
Max Drawdown (1Y) Largest decline over 1 year	-9.43%	-13.65%	+4.22%
Max Drawdown (5Y) Largest decline over 5 years	-15.64%	-37.28%	+21.64%
Max Drawdown (10Y) Largest decline over 10 years	—	-37.28%	—
Current Drawdown Current decline from peak	-6.58%	-17.27%	+10.69%
Average Drawdown Average peak-to-trough decline	-5.49%	-9.20%	+3.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.08%	4.78%	+0.30%

Volatility

XUCS.DE vs. QDVK.DE - Volatility Comparison

The current volatility for Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.DE) is 4.86%, while iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE) has a volatility of 6.31%. This indicates that XUCS.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.

Volatility by Period

	XUCS.DE	QDVK.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.86%	6.31%	-1.45%
Volatility (6M) Calculated over the trailing 6-month period	10.16%	13.04%	-2.88%
Volatility (1Y) Calculated over the trailing 1-year period	14.52%	22.49%	-7.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.15%	21.77%	-8.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.43%	20.55%	-6.12%