PortfoliosLab logoPortfoliosLab logo
IS0R.DE vs. QDVQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0R.DE vs. QDVQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) and iShares Fallen Angels High Yield Corporate Bond UCITS ETF (QDVQ.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IS0R.DE achieves a 2.44% return, which is significantly higher than QDVQ.DE's 2.23% return.


IS0R.DE

1D
0.10%
1M
1.18%
YTD
2.44%
6M
2.00%
1Y
5.26%
3Y*
5.34%
5Y*
4.94%
10Y*
4.79%

QDVQ.DE

1D
0.06%
1M
1.45%
YTD
2.23%
6M
2.08%
1Y
5.63%
3Y*
5.48%
5Y*
3.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0R.DE vs. QDVQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS0R.DE
iShares USD High Yield Corporate Bond UCITS ETF USD (Dist)
2.44%-2.53%12.70%6.99%-3.38%12.70%-4.57%16.09%2.76%-7.28%
QDVQ.DE
iShares Fallen Angels High Yield Corporate Bond UCITS ETF
2.23%0.11%8.76%8.83%-9.03%10.74%7.49%18.50%-0.74%-1.27%

Correlation

The correlation between IS0R.DE and QDVQ.DE is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.66

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

0.77

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

0.82

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2016

0.85

The correlation between IS0R.DE and QDVQ.DE shifts across timeframes, from 0.66 (1 year) to 0.85 (all time), 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

IS0R.DE vs. QDVQ.DE — Risk / Return Rank

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

IS0R.DE
IS0R.DE Risk / Return Rank: 2929
Overall Rank
IS0R.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IS0R.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
IS0R.DE Omega Ratio Rank: 2626
Omega Ratio Rank
IS0R.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
IS0R.DE Martin Ratio Rank: 3434
Martin Ratio Rank

QDVQ.DE
QDVQ.DE Risk / Return Rank: 3636
Overall Rank
QDVQ.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
QDVQ.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
QDVQ.DE Omega Ratio Rank: 3131
Omega Ratio Rank
QDVQ.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
QDVQ.DE Martin Ratio Rank: 4444
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.

IS0R.DE vs. QDVQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) and iShares Fallen Angels High Yield Corporate Bond UCITS ETF (QDVQ.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.


IS0R.DEQDVQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.17

1.20

-0.04

Calmar ratioReturn relative to maximum drawdown

1.65

1.94

-0.28

Martin ratioReturn relative to average drawdown

5.16

6.98

-1.82

IS0R.DE vs. QDVQ.DE - Sharpe Ratio Comparison

The current IS0R.DE Sharpe Ratio is 0.92, which is comparable to the QDVQ.DE Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of IS0R.DE and QDVQ.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.


Loading charts...

Sharpe Ratios by Period


IS0R.DEQDVQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.15

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.54

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.65

-0.16

Drawdowns

IS0R.DE vs. QDVQ.DE - Drawdown Comparison

The maximum IS0R.DE drawdown since its inception was -22.05%, roughly equal to the maximum QDVQ.DE drawdown of -22.94%. Use the drawdown chart below to compare losses from any high point for IS0R.DE and QDVQ.DE.


Loading charts...

Drawdown Indicators


IS0R.DEQDVQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.05%

-22.94%

+0.89%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

-2.90%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-11.44%

-9.27%

-2.17%

Max Drawdown (5Y)

Largest decline over 5 years

-11.44%

-11.15%

-0.29%

Max Drawdown (10Y)

Largest decline over 10 years

-22.05%

Current Drawdown

Current decline from peak

-3.26%

-0.24%

-3.02%

Average Drawdown

Average peak-to-trough decline

-4.74%

-2.84%

-1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.81%

+0.19%

Volatility

IS0R.DE vs. QDVQ.DE - Volatility Comparison

The current volatility for iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) is 0.84%, while iShares Fallen Angels High Yield Corporate Bond UCITS ETF (QDVQ.DE) has a volatility of 1.21%. This indicates that IS0R.DE experiences smaller price fluctuations and is considered to be less risky than QDVQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IS0R.DEQDVQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

1.21%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

3.65%

3.53%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

5.59%

4.87%

+0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.66%

6.40%

+1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.84%

8.33%

+0.51%

IS0R.DE vs. QDVQ.DE - Expense Ratio Comparison

Both IS0R.DE and QDVQ.DE have an expense ratio of 0.50%.


Dividends

IS0R.DE vs. QDVQ.DE - Dividend Comparison

IS0R.DE's dividend yield for the trailing twelve months is around 6.21%, less than QDVQ.DE's 7.11% yield.


PositionTTM20252024202320222021202020192018201720162015
IS0R.DE
iShares USD High Yield Corporate Bond UCITS ETF USD (Dist)
6.21%6.34%6.27%5.74%4.94%4.18%5.22%5.46%5.65%5.88%5.32%6.00%
QDVQ.DE
iShares Fallen Angels High Yield Corporate Bond UCITS ETF
7.11%5.73%5.78%5.26%4.47%3.82%4.44%4.56%4.96%4.65%2.13%0.00%

Frequently Asked Questions


IS0R.DE and QDVQ.DE have a correlation of 0.66, 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 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IS0R.DE and QDVQ.DE have the same expense ratio: 0.50% per year.

IS0R.DE tracks iBoxx® USD Liquid High Yield Capped, while QDVQ.DE tracks Bloomberg Global Corporate ex EM Fallen Angels 3% Capped.

Portfolio Optimizer

Find the right allocation for IS0R.DE and QDVQ.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