ELFE.DE vs. QDVP.DE
ELFE.DE (Deka US Treasury 7-10 UCITS ETF ) and QDVP.DE (iShares US Mortgage Backed Securities UCITS ETF) are both exchange-traded funds - ELFE.DE is a Government Bonds fund tracking the Solactive US Treasury 7-10 Q Series 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, ELFE.DE returned 0.02%/yr vs 1.05%/yr for QDVP.DE. Their correlation of 0.85 suggests significant overlap in exposure. ELFE.DE charges 0.07%/yr vs 0.28%/yr for QDVP.DE.
Performance
ELFE.DE vs. QDVP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ELFE.DE achieves a 0.55% return, which is significantly lower than QDVP.DE's 1.51% return.
ELFE.DE
- 1D
- 0.13%
- 1M
- 0.62%
- YTD
- 0.55%
- 6M
- -0.26%
- 1Y
- 1.89%
- 3Y*
- -0.01%
- 5Y*
- 0.02%
- 10Y*
- —
QDVP.DE
- 1D
- 0.04%
- 1M
- 0.87%
- YTD
- 1.51%
- 6M
- 1.20%
- 1Y
- 4.26%
- 3Y*
- 1.34%
- 5Y*
- 1.05%
- 10Y*
- 0.86%
ELFE.DE vs. QDVP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ELFE.DE Deka US Treasury 7-10 UCITS ETF | 0.55% | -3.68% | 5.37% | 0.04% | -9.38% | 5.11% | -0.09% | -4.86% |
QDVP.DE iShares US Mortgage Backed Securities UCITS ETF | 1.51% | -3.56% | 7.02% | 0.27% | -6.06% | 6.72% | -5.61% | -1.56% |
Correlation
The correlation between ELFE.DE and QDVP.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2019 | 0.85 |
The correlation between ELFE.DE and QDVP.DE has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.
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Return for Risk
ELFE.DE vs. QDVP.DE — Risk / Return Rank
ELFE.DE
QDVP.DE
ELFE.DE vs. QDVP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka US Treasury 7-10 UCITS ETF (ELFE.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.
| ELFE.DE | QDVP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.14 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.42 | 1.23 | -0.81 |
| Martin ratioReturn relative to average drawdown | 1.04 | 3.10 | -2.06 |
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
| ELFE.DE | QDVP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.31 | 0.75 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.13 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.13 | 0.09 | -0.22 |
Drawdowns
ELFE.DE vs. QDVP.DE - Drawdown Comparison
The maximum ELFE.DE drawdown since its inception was -20.67%, 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 ELFE.DE and QDVP.DE.
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Drawdown Indicators
| ELFE.DE | QDVP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.67% | -16.57% | -4.10% |
Max Drawdown (1Y)Largest decline over 1 year | -4.53% | -3.46% | -1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -10.45% | -11.15% | +0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -15.39% | -14.91% | -0.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.57% | — |
Current DrawdownCurrent decline from peak | -15.66% | -7.63% | -8.03% |
Average DrawdownAverage peak-to-trough decline | -12.73% | -7.72% | -5.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 1.37% | +0.44% |
Volatility
ELFE.DE vs. QDVP.DE - Volatility Comparison
Deka US Treasury 7-10 UCITS ETF (ELFE.DE) has a higher volatility of 1.17% compared to iShares US Mortgage Backed Securities UCITS ETF (QDVP.DE) at 0.92%. This indicates that ELFE.DE'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.
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Volatility by Period
| ELFE.DE | QDVP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 0.92% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 4.19% | 4.07% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.08% | 5.62% | +0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.00% | 8.15% | +0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.73% | 7.56% | +1.17% |
ELFE.DE vs. QDVP.DE - Expense Ratio Comparison
ELFE.DE has a 0.07% expense ratio, which is lower than QDVP.DE's 0.28% expense ratio.
Dividends
ELFE.DE vs. QDVP.DE - Dividend Comparison
ELFE.DE's dividend yield for the trailing twelve months is around 4.36%, more than QDVP.DE's 3.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ELFE.DE Deka US Treasury 7-10 UCITS ETF | 4.36% | 3.84% | 2.83% | 2.04% | 1.74% | 2.27% | 1.81% | 0.24% | 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
ELFE.DE and QDVP.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ELFE.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ELFE.DE is cheaper with a 0.07% expense ratio, compared with 0.28% for QDVP.DE.
ELFE.DE is categorized as Government Bonds, while QDVP.DE is Mortgage Backed Securities. ELFE.DE tracks Solactive US Treasury 7-10 Q Series USD, while QDVP.DE tracks Bloomberg US Mortgage Backed Securities Index. They also come from different issuers: Deka Investment GmbH and iShares. Their fees differ too: 0.07% for ELFE.DE and 0.28% for QDVP.DE.
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