IS0R.DE vs. QDVQ.DE
IS0R.DE (iShares USD High Yield Corporate Bond UCITS ETF USD (Dist)) and QDVQ.DE (iShares Fallen Angels High Yield Corporate Bond UCITS ETF) are both High Yield Bonds funds from iShares - IS0R.DE tracks the iBoxx® USD Liquid High Yield Capped while QDVQ.DE tracks the Bloomberg Global Corporate ex EM Fallen Angels 3% Capped. Both are passively managed. Over the past 5 years, IS0R.DE returned 4.94%/yr vs 3.51%/yr for QDVQ.DE. Their correlation of 0.85 suggests significant overlap in exposure. Both charge a 0.50% expense ratio.
Performance
IS0R.DE vs. QDVQ.DE - Performance Comparison
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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*
- —
IS0R.DE vs. QDVQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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Return for Risk
IS0R.DE vs. QDVQ.DE — Risk / Return Rank
IS0R.DE
QDVQ.DE
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.DE | QDVQ.DE | Difference | |
|---|---|---|---|
| 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 |
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
| IS0R.DE | QDVQ.DE | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| IS0R.DE | QDVQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.26% | -0.24% | -3.02% |
Average DrawdownAverage peak-to-trough decline | -4.74% | -2.84% | -1.90% |
Ulcer IndexDepth 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.
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Volatility by Period
| IS0R.DE | QDVQ.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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