BBTR.DE vs. QDVP.DE
BBTR.DE (JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc)) and QDVP.DE (iShares US Mortgage Backed Securities UCITS ETF) are both exchange-traded funds - BBTR.DE is a Government Bonds fund tracking the J.P. Morgan Government Bond US Index, 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, BBTR.DE returned 0.35%/yr vs 1.05%/yr for QDVP.DE. A 0.80 correlation means they provide meaningful diversification when combined. BBTR.DE charges 0.07%/yr vs 0.28%/yr for QDVP.DE.
Performance
BBTR.DE vs. QDVP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, BBTR.DE achieves a 1.03% return, which is significantly lower than QDVP.DE's 1.51% return.
BBTR.DE
- 1D
- 0.12%
- 1M
- 0.84%
- YTD
- 1.03%
- 6M
- 0.24%
- 1Y
- 1.98%
- 3Y*
- -0.04%
- 5Y*
- 0.35%
- 10Y*
- —
QDVP.DE
- 1D
- 0.04%
- 1M
- 0.99%
- YTD
- 1.51%
- 6M
- 1.08%
- 1Y
- 4.47%
- 3Y*
- 1.34%
- 5Y*
- 1.05%
- 10Y*
- 0.86%
BBTR.DE vs. QDVP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BBTR.DE JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) | 1.03% | -5.45% | 6.15% | 0.23% | -7.48% | 5.70% | -3.71% | 7.39% |
QDVP.DE iShares US Mortgage Backed Securities UCITS ETF | 1.51% | -3.56% | 7.02% | 0.27% | -6.06% | 6.72% | -5.61% | 3.76% |
Correlation
The correlation between BBTR.DE and QDVP.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since May 7, 2019 | 0.80 |
The correlation between BBTR.DE and QDVP.DE shifts across timeframes, from 0.80 (all time) to 0.93 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BBTR.DE vs. QDVP.DE — Risk / Return Rank
BBTR.DE
QDVP.DE
BBTR.DE vs. QDVP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) (BBTR.DE) 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.
| BBTR.DE | QDVP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.14 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 1.23 | -0.81 |
| Martin ratioReturn relative to average drawdown | 1.02 | 3.10 | -2.08 |
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
| BBTR.DE | QDVP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 0.75 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.13 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.09 | -0.04 |
Drawdowns
BBTR.DE vs. QDVP.DE - Drawdown Comparison
The maximum BBTR.DE drawdown since its inception was -17.63%, which is greater than QDVP.DE's maximum drawdown of -16.57%. Use the drawdown chart below to compare losses from any high point for BBTR.DE and QDVP.DE.
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Drawdown Indicators
| BBTR.DE | QDVP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.63% | -16.57% | -1.06% |
Max Drawdown (1Y)Largest decline over 1 year | -4.05% | -3.46% | -0.59% |
Max Drawdown (3Y)Largest decline over 3 years | -11.14% | -11.15% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -13.20% | -14.91% | +1.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.57% | — |
Current DrawdownCurrent decline from peak | -13.35% | -7.63% | -5.72% |
Average DrawdownAverage peak-to-trough decline | -10.31% | -7.72% | -2.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 1.37% | +0.26% |
Volatility
BBTR.DE vs. QDVP.DE - Volatility Comparison
JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) (BBTR.DE) and iShares US Mortgage Backed Securities UCITS ETF (QDVP.DE) have volatilities of 0.94% and 0.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBTR.DE | QDVP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.94% | 0.92% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 3.82% | 4.07% | -0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.52% | 5.62% | -0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.19% | 8.15% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.07% | 7.56% | +0.51% |
BBTR.DE vs. QDVP.DE - Expense Ratio Comparison
BBTR.DE has a 0.07% expense ratio, which is lower than QDVP.DE's 0.28% expense ratio.
Dividends
BBTR.DE vs. QDVP.DE - Dividend Comparison
BBTR.DE has not paid dividends to shareholders, while QDVP.DE's dividend yield for the trailing twelve months is around 3.58%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BBTR.DE JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
With a correlation of 0.93, BBTR.DE and QDVP.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, BBTR.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BBTR.DE is cheaper with a 0.07% expense ratio, compared with 0.28% for QDVP.DE.
BBTR.DE is categorized as Government Bonds, while QDVP.DE is Mortgage Backed Securities. BBTR.DE tracks J.P. Morgan Government Bond US Index, while QDVP.DE tracks Bloomberg US Mortgage Backed Securities Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.07% for BBTR.DE and 0.28% for QDVP.DE.
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