OM3F.DE vs. QDVY.DE
OM3F.DE (iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist)) and QDVY.DE (iShares USD Floating Rate Bond UCITS ETF) are both Corporate Bonds funds from iShares - OM3F.DE tracks the Bloomberg MSCI Euro Corporate Sustainable SRI Index while QDVY.DE tracks the Bloomberg US Floating Rate Notes 1-5. Both are passively managed. Over the past 5 years, OM3F.DE returned -0.12%/yr vs 4.99%/yr for QDVY.DE. At a correlation of -0.07, they often move in opposite directions. OM3F.DE charges 0.15%/yr vs 0.10%/yr for QDVY.DE.
Performance
OM3F.DE vs. QDVY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, OM3F.DE achieves a 0.56% return, which is significantly lower than QDVY.DE's 5.04% return.
OM3F.DE
- 1D
- 0.00%
- 1M
- -0.42%
- 6M
- 0.13%
- YTD
- 0.56%
- 1Y
- 1.34%
- 3Y*
- 4.41%
- 5Y*
- -0.12%
- 10Y*
- —
QDVY.DE
- 1D
- 0.00%
- 1M
- 1.61%
- 6M
- 4.07%
- YTD
- 5.04%
- 1Y
- 6.21%
- 3Y*
- 4.93%
- 5Y*
- 4.99%
- 10Y*
- —
OM3F.DE vs. QDVY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
OM3F.DE iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist) | 0.56% | 3.04% | 4.13% | 7.20% | -13.24% | -1.05% | 2.51% | 6.06% | -0.50% |
QDVY.DE iShares USD Floating Rate Bond UCITS ETF | 5.04% | -6.57% | 12.71% | 2.90% | 7.46% | 9.00% | -8.10% | 6.74% | 2.00% |
Correlation
The correlation between OM3F.DE and QDVY.DE is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.13 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2018 | -0.07 |
The correlation between OM3F.DE and QDVY.DE shifts across timeframes, from -0.24 (1 year) to -0.07 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
OM3F.DE vs. QDVY.DE — Risk / Return Rank
OM3F.DE
QDVY.DE
OM3F.DE vs. QDVY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist) (OM3F.DE) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| OM3F.DE | QDVY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.18 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | 1.92 | -1.43 |
| Martin ratioReturn relative to average drawdown | 1.62 | 4.65 | -3.03 |
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Drawdowns
OM3F.DE vs. QDVY.DE - Drawdown Comparison
The maximum OM3F.DE drawdown since its inception was -16.89%, smaller than the maximum QDVY.DE drawdown of -19.19%. Use the drawdown chart below to compare losses from any high point for OM3F.DE and QDVY.DE.
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Drawdown Indicators
| OM3F.DE | QDVY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.89% | -19.19% | +2.30% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | -3.21% | +0.50% |
Max Drawdown (3Y)Largest decline over 3 years | -2.71% | -11.29% | +8.58% |
Max Drawdown (5Y)Largest decline over 5 years | -16.89% | -11.29% | -5.60% |
Current DrawdownCurrent decline from peak | -1.13% | -4.24% | +3.11% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -7.35% | +2.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.83% | 1.33% | -0.50% |
Volatility
OM3F.DE vs. QDVY.DE - Volatility Comparison
The current volatility for iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist) (OM3F.DE) is 0.81%, while iShares USD Floating Rate Bond UCITS ETF (QDVY.DE) has a volatility of 1.87%. This indicates that OM3F.DE experiences smaller price fluctuations and is considered to be less risky 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
| OM3F.DE | QDVY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 1.87% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 3.13% | 4.36% | -1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.64% | 6.14% | -2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.82% | 7.84% | -3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.39% | 9.01% | -3.62% |
OM3F.DE vs. QDVY.DE - Expense Ratio Comparison
OM3F.DE has a 0.15% expense ratio, which is higher than QDVY.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
OM3F.DE vs. QDVY.DE - Dividend Comparison
OM3F.DE's dividend yield for the trailing twelve months is around 3.28%, less than QDVY.DE's 4.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
OM3F.DE iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist) | 3.28% | 3.23% | 3.19% | 2.52% | 0.82% | 0.47% | 0.57% | 0.77% | 0.30% | 0.00% |
QDVY.DE iShares USD Floating Rate Bond UCITS ETF | 4.61% | 5.18% | 5.89% | 5.61% | 1.50% | 0.57% | 1.75% | 2.94% | 2.20% | 0.47% |
Frequently Asked Questions
OM3F.DE and QDVY.DE have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVY.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVY.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for OM3F.DE.
OM3F.DE tracks Bloomberg MSCI Euro Corporate Sustainable SRI Index, while QDVY.DE tracks Bloomberg US Floating Rate Notes 1-5. Their fees differ too: 0.15% for OM3F.DE and 0.10% for QDVY.DE.
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