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FLO5.L vs. QDVY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLO5.L vs. QDVY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares USD Floating Rate Bond UCITS ETF (FLO5.L) and iShares USD Floating Rate Bond UCITS ETF (QDVY.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FLO5.L is traded in GBp, while QDVY.DE is traded in EUR. To make them comparable, the QDVY.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, FLO5.L achieves a -0.05% return, which is significantly lower than QDVY.DE's 0.09% return.


FLO5.L

1D
0.03%
1M
-0.74%
YTD
-0.05%
6M
-0.55%
1Y
1.25%
3Y*
-2.38%
5Y*
1.22%
10Y*

QDVY.DE

1D
-0.02%
1M
-0.79%
YTD
0.09%
6M
-0.70%
1Y
1.11%
3Y*
-0.44%
5Y*
3.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLO5.L vs. QDVY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLO5.L
iShares USD Floating Rate Bond UCITS ETF
-0.05%-6.83%1.88%-4.56%11.92%1.15%-4.18%-2.07%4.95%0.57%
QDVY.DE
iShares USD Floating Rate Bond UCITS ETF
0.09%-6.57%4.45%0.92%13.42%1.24%-2.90%1.14%7.49%1.34%

Correlation

The correlation between FLO5.L and QDVY.DE is 0.89, 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

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2017

0.88

The correlation between FLO5.L and QDVY.DE has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.

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Return for Risk

FLO5.L vs. QDVY.DE — Risk / Return Rank

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

FLO5.L
FLO5.L Risk / Return Rank: 1111
Overall Rank
FLO5.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FLO5.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
FLO5.L Omega Ratio Rank: 1111
Omega Ratio Rank
FLO5.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
FLO5.L Martin Ratio Rank: 1111
Martin Ratio Rank

QDVY.DE
QDVY.DE Risk / Return Rank: 66
Overall Rank
QDVY.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
QDVY.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
QDVY.DE Omega Ratio Rank: 66
Omega Ratio Rank
QDVY.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
QDVY.DE Martin Ratio Rank: 66
Martin Ratio Rank
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.

FLO5.L vs. QDVY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Floating Rate Bond UCITS ETF (FLO5.L) and iShares USD Floating Rate Bond UCITS ETF (QDVY.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.


FLO5.LQDVY.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.04

1.03

0.00

Calmar ratioReturn relative to maximum drawdown

0.19

0.16

+0.03

Martin ratioReturn relative to average drawdown

0.38

0.33

+0.05

FLO5.L vs. QDVY.DE - Sharpe Ratio Comparison

The current FLO5.L Sharpe Ratio is 0.17, which is comparable to the QDVY.DE Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of FLO5.L and QDVY.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FLO5.LQDVY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

0.15

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.36

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.18

-0.16

Drawdowns

FLO5.L vs. QDVY.DE - Drawdown Comparison

The maximum FLO5.L drawdown since its inception was -20.77%, which is greater than QDVY.DE's maximum drawdown of -14.49%. Use the drawdown chart below to compare losses from any high point for FLO5.L and QDVY.DE.


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Drawdown Indicators


FLO5.LQDVY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.77%

-14.49%

-6.28%

Max Drawdown (1Y)

Largest decline over 1 year

-6.65%

-6.88%

+0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-13.32%

-11.77%

-1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-20.77%

-14.49%

-6.28%

Current Drawdown

Current decline from peak

-19.14%

-11.67%

-7.47%

Average Drawdown

Average peak-to-trough decline

-9.77%

-6.70%

-3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

3.35%

-0.05%

Volatility

FLO5.L vs. QDVY.DE - Volatility Comparison

iShares USD Floating Rate Bond UCITS ETF (FLO5.L) has a higher volatility of 2.80% compared to iShares USD Floating Rate Bond UCITS ETF (QDVY.DE) at 2.51%. This indicates that FLO5.L's price experiences larger fluctuations and is considered to be riskier than QDVY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLO5.LQDVY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

2.51%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

5.01%

4.74%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

7.27%

7.17%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.03%

8.84%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.16%

9.17%

-0.01%

FLO5.L vs. QDVY.DE - Expense Ratio Comparison

Both FLO5.L and QDVY.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

FLO5.L vs. QDVY.DE - Dividend Comparison

FLO5.L's dividend yield for the trailing twelve months is around 0.05%, while QDVY.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
FLO5.L
iShares USD Floating Rate Bond UCITS ETF
0.05%0.05%0.06%0.06%0.01%0.01%0.02%0.03%0.02%0.00%
QDVY.DE
iShares USD Floating Rate Bond UCITS ETF
0.00%0.00%2.90%5.61%1.50%0.57%1.75%2.94%2.20%0.47%

Frequently Asked Questions


FLO5.L and QDVY.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

FLO5.L and QDVY.DE have the same expense ratio: 0.10% per year.

FLO5.L tracks Bloomberg US Corp Bond TR USD, while QDVY.DE tracks Bloomberg US Floating Rate Notes 1-5.

Portfolio Optimizer

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