XZEC.DE vs. QDVK.DE
XZEC.DE (Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF) and QDVK.DE (iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)) are both Consumer Staples Equities funds - XZEC.DE tracks the MSCI Europe Consumer Discretionary ESG Screened 20-35 Select while QDVK.DE tracks the S&P 500 Capped 35/20 Consumer Discretionary. Both are passively managed. Over the past 3 years, XZEC.DE returned 2.19%/yr vs 13.82%/yr for QDVK.DE. A 0.58 correlation means they provide meaningful diversification when combined. XZEC.DE charges 0.17%/yr vs 0.15%/yr for QDVK.DE.
Performance
XZEC.DE vs. QDVK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZEC.DE achieves a 3.52% return, which is significantly higher than QDVK.DE's -0.11% return.
XZEC.DE
- 1D
- 1.36%
- 1M
- 3.79%
- YTD
- 3.52%
- 6M
- 4.05%
- 1Y
- 11.05%
- 3Y*
- 2.19%
- 5Y*
- —
- 10Y*
- —
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%
XZEC.DE vs. QDVK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XZEC.DE Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF | 3.52% | 1.95% | 3.52% | 16.28% | -16.49% | 0.39% |
QDVK.DE iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) | -0.11% | -5.11% | 38.60% | 38.90% | -33.82% | 14.97% |
Correlation
The correlation between XZEC.DE and QDVK.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021 | 0.58 |
The correlation between XZEC.DE and QDVK.DE shifts across timeframes, from 0.48 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XZEC.DE vs. QDVK.DE — Risk / Return Rank
XZEC.DE
QDVK.DE
XZEC.DE vs. QDVK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.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.
| XZEC.DE | QDVK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.11 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 0.73 | +0.25 |
| Martin ratioReturn relative to average drawdown | 2.63 | 2.00 | +0.64 |
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
| XZEC.DE | QDVK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.56 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.41 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.53 | -0.46 |
Drawdowns
XZEC.DE vs. QDVK.DE - Drawdown Comparison
The maximum XZEC.DE drawdown since its inception was -30.22%, smaller than the maximum QDVK.DE drawdown of -37.28%. Use the drawdown chart below to compare losses from any high point for XZEC.DE and QDVK.DE.
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Drawdown Indicators
| XZEC.DE | QDVK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.22% | -37.28% | +7.06% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -13.65% | +2.38% |
Max Drawdown (3Y)Largest decline over 3 years | -23.79% | -30.81% | +7.02% |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.28% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.28% | — |
Current DrawdownCurrent decline from peak | -4.58% | -10.02% | +5.44% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -9.22% | -1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 4.99% | -0.80% |
Volatility
XZEC.DE vs. QDVK.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) is 4.04%, while iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE) has a volatility of 5.33%. This indicates that XZEC.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
| XZEC.DE | QDVK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 5.33% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 13.18% | -2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.07% | 17.90% | -2.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.02% | 21.84% | -1.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.02% | 20.62% | -0.60% |
XZEC.DE vs. QDVK.DE - Expense Ratio Comparison
XZEC.DE has a 0.17% 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
XZEC.DE vs. QDVK.DE - Dividend Comparison
Neither XZEC.DE nor QDVK.DE has paid dividends to shareholders.
Frequently Asked Questions
XZEC.DE and QDVK.DE have a correlation of 0.48, 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 0.17% for XZEC.DE.
XZEC.DE tracks MSCI Europe Consumer Discretionary ESG Screened 20-35 Select, 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: 0.17% for XZEC.DE and 0.15% for QDVK.DE.
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