OM3M.DE vs. QDVP.DE
OM3M.DE (iShares USD Treasury Bond 3-7 UCITS ETF USD Dist) and QDVP.DE (iShares US Mortgage Backed Securities UCITS ETF) are both exchange-traded funds - OM3M.DE is a Government Bonds fund tracking the ICE US Treasury 3-7 Year Bond Index, 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, OM3M.DE returned 1.52%/yr vs 1.22%/yr for QDVP.DE. A 0.75 correlation means they provide meaningful diversification when combined. OM3M.DE charges 0.07%/yr vs 0.28%/yr for QDVP.DE.
Performance
OM3M.DE vs. QDVP.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, OM3M.DE achieves a 3.44% return, which is significantly lower than QDVP.DE's 4.16% return.
OM3M.DE
- 1D
- 0.00%
- 1M
- 2.90%
- YTD
- 3.44%
- 6M
- 3.94%
- 1Y
- 5.25%
- 3Y*
- 2.57%
- 5Y*
- 1.52%
- 10Y*
- —
QDVP.DE
- 1D
- -0.27%
- 1M
- 3.02%
- YTD
- 4.16%
- 6M
- 4.75%
- 1Y
- 7.86%
- 3Y*
- 2.71%
- 5Y*
- 1.22%
- 10Y*
- 0.76%
OM3M.DE vs. QDVP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
OM3M.DE iShares USD Treasury Bond 3-7 UCITS ETF USD Dist | 3.44% | -4.57% | 7.89% | 0.78% | -3.80% | 5.96% | -2.61% | 8.61% | 4.10% |
QDVP.DE iShares US Mortgage Backed Securities UCITS ETF | 4.16% | -3.57% | 7.18% | 0.06% | -5.92% | 6.57% | -5.44% | 9.03% | 3.81% |
Correlation
The correlation between OM3M.DE and QDVP.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 | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 2018 | 0.75 |
The correlation between OM3M.DE and QDVP.DE shifts across timeframes, from 0.66 (1 year) to 0.79 (5 years), 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
OM3M.DE vs. QDVP.DE — Risk / Return Rank
OM3M.DE
QDVP.DE
OM3M.DE vs. QDVP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 3-7 UCITS ETF USD Dist (OM3M.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.
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.
| OM3M.DE | QDVP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.26 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.40 | 2.20 | -0.80 |
| Martin ratioReturn relative to average drawdown | 3.71 | 6.13 | -2.42 |
Loading charts...
Drawdowns
OM3M.DE vs. QDVP.DE - Drawdown Comparison
The maximum OM3M.DE drawdown since its inception was -13.26%, smaller than the maximum QDVP.DE drawdown of -21.26%. Use the drawdown chart below to compare losses from any high point for OM3M.DE and QDVP.DE.
Loading charts...
Drawdown Indicators
| OM3M.DE | QDVP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.26% | -21.26% | +8.00% |
Max Drawdown (1Y)Largest decline over 1 year | -3.74% | -3.55% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -9.98% | -11.18% | +1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -12.04% | -14.99% | +2.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.26% | — |
Current DrawdownCurrent decline from peak | -3.88% | -5.25% | +1.37% |
Average DrawdownAverage peak-to-trough decline | -6.12% | -9.66% | +3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.41% | 1.28% | +0.13% |
Volatility
OM3M.DE vs. QDVP.DE - Volatility Comparison
The current volatility for iShares USD Treasury Bond 3-7 UCITS ETF USD Dist (OM3M.DE) is 1.53%, while iShares US Mortgage Backed Securities UCITS ETF (QDVP.DE) has a volatility of 1.64%. This indicates that OM3M.DE experiences smaller price fluctuations and is considered to be less risky than QDVP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| OM3M.DE | QDVP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.53% | 1.64% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 4.03% | 4.43% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.71% | 6.02% | -0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.72% | 8.32% | -0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.41% | 10.90% | -3.49% |
OM3M.DE vs. QDVP.DE - Expense Ratio Comparison
OM3M.DE has a 0.07% expense ratio, which is lower than QDVP.DE's 0.28% expense ratio.
Dividends
OM3M.DE vs. QDVP.DE - Dividend Comparison
OM3M.DE's dividend yield for the trailing twelve months is around 3.86%, more than QDVP.DE's 3.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
OM3M.DE iShares USD Treasury Bond 3-7 UCITS ETF USD Dist | 3.86% | 4.15% | 3.47% | 2.79% | 1.40% | 0.99% | 2.03% | 2.33% | 0.12% | 0.00% | 0.00% |
QDVP.DE iShares US Mortgage Backed Securities UCITS ETF | 3.64% | 3.63% | 3.50% | 3.27% | 2.45% | 2.19% | 2.69% | 2.99% | 3.03% | 3.04% | 1.54% |
Frequently Asked Questions
OM3M.DE and QDVP.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.
On fees, OM3M.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OM3M.DE is cheaper with a 0.07% expense ratio, compared with 0.28% for QDVP.DE.
OM3M.DE is categorized as Government Bonds, while QDVP.DE is Mortgage Backed Securities. OM3M.DE tracks ICE US Treasury 3-7 Year Bond Index, while QDVP.DE tracks Bloomberg US Mortgage Backed Securities Index. Their fees differ too: 0.07% for OM3M.DE and 0.28% for QDVP.DE.
Find the right allocation for OM3M.DE and QDVP.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