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PR1P.DE vs. QDVY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PR1P.DE vs. QDVY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime US Corporates UCITS ETF DR (D) (PR1P.DE) 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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Returns By Period

In the year-to-date period, PR1P.DE achieves a 1.50% return, which is significantly higher than QDVY.DE's 0.88% return.


PR1P.DE

1D
0.19%
1M
1.14%
YTD
1.50%
6M
0.65%
1Y
4.13%
3Y*
2.36%
5Y*
1.40%
10Y*

QDVY.DE

1D
-0.14%
1M
-0.63%
YTD
0.88%
6M
0.12%
1Y
-1.37%
3Y*
-0.58%
5Y*
3.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PR1P.DE vs. QDVY.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PR1P.DE
Amundi Prime US Corporates UCITS ETF DR (D)
1.50%-3.91%7.65%4.71%-10.23%6.47%0.59%-0.61%
QDVY.DE
iShares USD Floating Rate Bond UCITS ETF
0.88%-11.19%9.21%2.97%7.53%8.93%-8.09%-1.34%

Correlation

The correlation between PR1P.DE and QDVY.DE is 0.53, 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

0.53

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

0.51

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

0.54

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

0.56

The correlation between PR1P.DE and QDVY.DE has been stable across timeframes, ranging from 0.51 to 0.56 - a consistent structural relationship.

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Return for Risk

PR1P.DE vs. QDVY.DE — Risk / Return Rank

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

PR1P.DE
PR1P.DE Risk / Return Rank: 2020
Overall Rank
PR1P.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
PR1P.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
PR1P.DE Omega Ratio Rank: 1818
Omega Ratio Rank
PR1P.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
PR1P.DE Martin Ratio Rank: 2121
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.

PR1P.DE vs. QDVY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime US Corporates UCITS ETF DR (D) (PR1P.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.


PR1P.DEQDVY.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+1.16

Omega ratioGain probability vs. loss probability

1.11

0.97

+0.14

Calmar ratioReturn relative to maximum drawdown

1.03

-0.27

+1.30

Martin ratioReturn relative to average drawdown

2.57

-0.59

+3.16

PR1P.DE vs. QDVY.DE - Sharpe Ratio Comparison

The current PR1P.DE Sharpe Ratio is 0.60, which is higher than the QDVY.DE Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of PR1P.DE 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


PR1P.DEQDVY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

-0.23

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.39

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.27

-0.19

Drawdowns

PR1P.DE vs. QDVY.DE - Drawdown Comparison

The maximum PR1P.DE drawdown since its inception was -14.46%, roughly equal to the maximum QDVY.DE drawdown of -14.81%. Use the drawdown chart below to compare losses from any high point for PR1P.DE and QDVY.DE.


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Drawdown Indicators


PR1P.DEQDVY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.46%

-14.81%

+0.35%

Max Drawdown (1Y)

Largest decline over 1 year

-3.57%

-5.67%

+2.10%

Max Drawdown (3Y)

Largest decline over 3 years

-11.79%

-14.81%

+3.02%

Max Drawdown (5Y)

Largest decline over 5 years

-13.45%

-14.81%

+1.36%

Current Drawdown

Current decline from peak

-5.24%

-12.65%

+7.41%

Average Drawdown

Average peak-to-trough decline

-5.81%

-5.01%

-0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

2.63%

-1.20%

Volatility

PR1P.DE vs. QDVY.DE - Volatility Comparison

The current volatility for Amundi Prime US Corporates UCITS ETF DR (D) (PR1P.DE) is 1.24%, while iShares USD Floating Rate Bond UCITS ETF (QDVY.DE) has a volatility of 2.20%. This indicates that PR1P.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


PR1P.DEQDVY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

2.20%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

4.24%

4.35%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

6.10%

6.84%

-0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.34%

7.90%

+0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.27%

7.71%

+1.56%

PR1P.DE vs. QDVY.DE - Expense Ratio Comparison

PR1P.DE has a 0.05% expense ratio, which is lower than QDVY.DE's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

PR1P.DE vs. QDVY.DE - Dividend Comparison

PR1P.DE's dividend yield for the trailing twelve months is around 4.67%, while QDVY.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
PR1P.DE
Amundi Prime US Corporates UCITS ETF DR (D)
4.67%4.74%4.35%4.15%4.21%3.32%3.35%0.00%0.00%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


PR1P.DE and QDVY.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PR1P.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PR1P.DE is cheaper with a 0.05% expense ratio, compared with 0.10% for QDVY.DE.

PR1P.DE tracks Solactive USD Investment Grade Corporate, while QDVY.DE tracks Bloomberg US Floating Rate Notes 1-5. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.05% for PR1P.DE and 0.10% for QDVY.DE.

Portfolio Optimizer

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