QDVP.DE vs. 36BD.DE
QDVP.DE (iShares US Mortgage Backed Securities UCITS ETF) and 36BD.DE (iShares USD Development Bank Bonds UCITS ETF USD Acc) are both exchange-traded funds - QDVP.DE is a Mortgage Backed Securities fund tracking the Bloomberg US Mortgage Backed Securities Index, while 36BD.DE is a Government Bonds fund tracking the FTSE World Broad Investment-Grade USD Multilateral Development Bank Bond Capped. Both are passively managed. Over the past 5 years, QDVP.DE returned 1.05%/yr vs 1.94%/yr for 36BD.DE. Their correlation of 0.82 suggests significant overlap in exposure. QDVP.DE charges 0.28%/yr vs 0.15%/yr for 36BD.DE.
Performance
QDVP.DE vs. 36BD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVP.DE achieves a 1.51% return, which is significantly higher than 36BD.DE's 1.33% return.
QDVP.DE
- 1D
- 0.04%
- 1M
- 0.99%
- YTD
- 1.51%
- 6M
- 1.08%
- 1Y
- 4.47%
- 3Y*
- 1.34%
- 5Y*
- 1.05%
- 10Y*
- 0.86%
36BD.DE
- 1D
- 0.05%
- 1M
- 0.81%
- YTD
- 1.33%
- 6M
- 0.62%
- 1Y
- 2.03%
- 3Y*
- 1.18%
- 5Y*
- 1.94%
- 10Y*
- —
QDVP.DE vs. 36BD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
QDVP.DE iShares US Mortgage Backed Securities UCITS ETF | 1.51% | -3.56% | 7.02% | 0.27% | -6.06% | 3.41% |
36BD.DE iShares USD Development Bank Bonds UCITS ETF USD Acc | 1.33% | -5.15% | 8.61% | 0.84% | -1.81% | 3.54% |
Correlation
The correlation between QDVP.DE and 36BD.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Apr 6, 2021 | 0.82 |
The correlation between QDVP.DE and 36BD.DE has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.
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Return for Risk
QDVP.DE vs. 36BD.DE — Risk / Return Rank
QDVP.DE
36BD.DE
QDVP.DE vs. 36BD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares US Mortgage Backed Securities UCITS ETF (QDVP.DE) and iShares USD Development Bank Bonds UCITS ETF USD Acc (36BD.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.
| QDVP.DE | 36BD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.06 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | 0.47 | +0.76 |
| Martin ratioReturn relative to average drawdown | 3.10 | 1.13 | +1.98 |
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
| QDVP.DE | 36BD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.32 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.27 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.18 | -0.09 |
Drawdowns
QDVP.DE vs. 36BD.DE - Drawdown Comparison
The maximum QDVP.DE drawdown since its inception was -16.57%, which is greater than 36BD.DE's maximum drawdown of -11.97%. Use the drawdown chart below to compare losses from any high point for QDVP.DE and 36BD.DE.
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Drawdown Indicators
| QDVP.DE | 36BD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.57% | -11.97% | -4.60% |
Max Drawdown (1Y)Largest decline over 1 year | -3.46% | -3.71% | +0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -11.15% | -10.13% | -1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -14.91% | -11.97% | -2.94% |
Max Drawdown (10Y)Largest decline over 10 years | -16.57% | — | — |
Current DrawdownCurrent decline from peak | -7.63% | -6.13% | -1.50% |
Average DrawdownAverage peak-to-trough decline | -7.72% | -4.97% | -2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 1.55% | -0.18% |
Volatility
QDVP.DE vs. 36BD.DE - Volatility Comparison
iShares US Mortgage Backed Securities UCITS ETF (QDVP.DE) has a higher volatility of 0.92% compared to iShares USD Development Bank Bonds UCITS ETF USD Acc (36BD.DE) at 0.74%. This indicates that QDVP.DE's price experiences larger fluctuations and is considered to be riskier than 36BD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDVP.DE | 36BD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.92% | 0.74% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 4.07% | 3.65% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.62% | 5.39% | +0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.15% | 7.21% | +0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.56% | 7.16% | +0.40% |
QDVP.DE vs. 36BD.DE - Expense Ratio Comparison
QDVP.DE has a 0.28% expense ratio, which is higher than 36BD.DE's 0.15% expense ratio.
Dividends
QDVP.DE vs. 36BD.DE - Dividend Comparison
QDVP.DE's dividend yield for the trailing twelve months is around 3.58%, while 36BD.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
36BD.DE iShares USD Development Bank Bonds UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QDVP.DE iShares US Mortgage Backed Securities UCITS ETF | 3.58% | 3.63% | 3.51% | 3.27% | 2.45% | 2.19% | 2.69% | 2.99% | 3.03% | 3.04% | 1.54% |
Frequently Asked Questions
QDVP.DE and 36BD.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 36BD.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
36BD.DE is cheaper with a 0.15% expense ratio, compared with 0.28% for QDVP.DE.
QDVP.DE is categorized as Mortgage Backed Securities, while 36BD.DE is Government Bonds. QDVP.DE tracks Bloomberg US Mortgage Backed Securities Index, while 36BD.DE tracks FTSE World Broad Investment-Grade USD Multilateral Development Bank Bond Capped. Their fees differ too: 0.28% for QDVP.DE and 0.15% for 36BD.DE.
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