AGGG.L vs. QDVP.DE
AGGG.L (iShares Global Aggregate Bond UCITS Dist) and QDVP.DE (iShares US Mortgage Backed Securities UCITS ETF) are both exchange-traded funds - AGGG.L is a Global Bonds fund tracking the Bloomberg Global Aggregate TR USD, while QDVP.DE is a Mortgage Backed Securities fund tracking the Bloomberg US Mortgage Backed Securities Index. Both are passively managed. Over the past 5 years, AGGG.L returned -1.74%/yr vs 0.12%/yr for QDVP.DE. At a 0.41 correlation, their price movements are largely independent. AGGG.L charges 0.10%/yr vs 0.28%/yr for QDVP.DE.
Performance
AGGG.L vs. QDVP.DE - Performance Comparison
Loading charts...
Different Trading Currencies
AGGG.L is traded in USD, while QDVP.DE is traded in EUR. To make them comparable, the QDVP.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, AGGG.L achieves a -0.28% return, which is significantly lower than QDVP.DE's 0.35% return.
AGGG.L
- 1D
- 0.08%
- 1M
- -0.26%
- YTD
- -0.28%
- 6M
- 0.43%
- 1Y
- 2.20%
- 3Y*
- 3.42%
- 5Y*
- -1.74%
- 10Y*
- —
QDVP.DE
- 1D
- 0.16%
- 1M
- -0.18%
- YTD
- 0.35%
- 6M
- 0.81%
- 1Y
- 6.01%
- 3Y*
- 4.11%
- 5Y*
- 0.12%
- 10Y*
- 1.09%
AGGG.L vs. QDVP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGGG.L iShares Global Aggregate Bond UCITS Dist | -0.28% | 8.06% | -1.44% | 5.27% | -15.93% | -5.32% | 9.37% | 6.85% | -1.17% | 0.03% |
QDVP.DE iShares US Mortgage Backed Securities UCITS ETF | 0.35% | 8.87% | 0.90% | 3.44% | -11.23% | -1.70% | 3.62% | 6.75% | 0.05% | 0.11% |
Correlation
The correlation between AGGG.L and QDVP.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Nov 27, 2017 | 0.41 |
The correlation between AGGG.L and QDVP.DE shifts across timeframes, from 0.39 (1 year) to 0.58 (3 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AGGG.L vs. QDVP.DE — Risk / Return Rank
AGGG.L
QDVP.DE
AGGG.L vs. QDVP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Aggregate Bond UCITS Dist (AGGG.L) and iShares US Mortgage Backed Securities UCITS ETF (QDVP.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.
| AGGG.L | QDVP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.20 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 2.03 | -1.40 |
| Martin ratioReturn relative to average drawdown | 1.66 | 6.32 | -4.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AGGG.L | QDVP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 1.12 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.26 | 0.02 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.17 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.17 | -0.12 |
Drawdowns
AGGG.L vs. QDVP.DE - Drawdown Comparison
The maximum AGGG.L drawdown since its inception was -25.91%, which is greater than QDVP.DE's maximum drawdown of -18.19%. Use the drawdown chart below to compare losses from any high point for AGGG.L and QDVP.DE.
Loading charts...
Drawdown Indicators
| AGGG.L | QDVP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.91% | -18.19% | -7.72% |
Max Drawdown (1Y)Largest decline over 1 year | -3.48% | -2.96% | -0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -7.20% | -7.69% | +0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -24.24% | -17.58% | -6.66% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.19% | — |
Current DrawdownCurrent decline from peak | -11.01% | -1.59% | -9.42% |
Average DrawdownAverage peak-to-trough decline | -9.53% | -4.47% | -5.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.32% | 0.95% | +0.37% |
Volatility
AGGG.L vs. QDVP.DE - Volatility Comparison
iShares Global Aggregate Bond UCITS Dist (AGGG.L) has a higher volatility of 1.74% compared to iShares US Mortgage Backed Securities UCITS ETF (QDVP.DE) at 1.39%. This indicates that AGGG.L's price experiences larger fluctuations and is considered to be riskier than QDVP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AGGG.L | QDVP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.74% | 1.39% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 3.91% | 3.79% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.10% | 5.40% | -0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.81% | 7.61% | -0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.32% | 6.43% | -0.11% |
AGGG.L vs. QDVP.DE - Expense Ratio Comparison
AGGG.L has a 0.10% expense ratio, which is lower than QDVP.DE's 0.28% expense ratio.
Dividends
AGGG.L vs. QDVP.DE - Dividend Comparison
AGGG.L's dividend yield for the trailing twelve months is around 3.16%, less than QDVP.DE's 3.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
AGGG.L iShares Global Aggregate Bond UCITS Dist | 3.16% | 2.97% | 2.74% | 2.01% | 1.55% | 1.33% | 1.46% | 1.62% | 0.96% | 0.00% | 0.00% |
QDVP.DE iShares US Mortgage Backed Securities UCITS ETF | 3.58% | 3.63% | 3.51% | 3.27% | 2.45% | 2.19% | 2.69% | 2.99% | 3.03% | 3.04% | 1.54% |
Frequently Asked Questions
AGGG.L and QDVP.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AGGG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AGGG.L is cheaper with a 0.10% expense ratio, compared with 0.28% for QDVP.DE.
AGGG.L is categorized as Global Bonds, while QDVP.DE is Mortgage Backed Securities. AGGG.L tracks Bloomberg Global Aggregate TR USD, while QDVP.DE tracks Bloomberg US Mortgage Backed Securities Index. Their fees differ too: 0.10% for AGGG.L and 0.28% for QDVP.DE.
Find the right allocation for AGGG.L and QDVP.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer