QDVP.DE vs. CEMF.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares US Mortgage Backed Securities UCITS ETF (QDVP.DE) and iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc (CEMF.DE).

QDVP.DE and CEMF.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QDVP.DE is a passively managed fund by iShares that tracks the performance of the Bloomberg US Mortgage Backed Securities. It was launched on May 23, 2016. CEMF.DE is a passively managed fund by iShares that tracks the performance of the ICE US Treasury 7-10 Year Bond Index. It was launched on Mar 28, 2024. Both QDVP.DE and CEMF.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

QDVP.DE vs. CEMF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares US Mortgage Backed Securities UCITS ETF (QDVP.DE) and iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc (CEMF.DE). The values are adjusted to include any dividend payments, if applicable.

QDVP.DE vs. CEMF.DE - Yearly Performance Comparison

	2026 (YTD)	2025
QDVP.DE iShares US Mortgage Backed Securities UCITS ETF	1.49%	2.55%
CEMF.DE iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc	-0.73%	2.59%

Returns By Period

In the year-to-date period, QDVP.DE achieves a 1.49% return, which is significantly higher than CEMF.DE's -0.73% return.

QDVP.DE

• 1D: -0.65%
• 1M: -0.61%
• YTD: 1.49%
• 6M: 2.75%
• 1Y: -2.25%
• 3Y*: 1.63%
• 5Y*: 0.40%
• 10Y*: —

CEMF.DE

• 1D: 0.29%
• 1M: -1.76%
• YTD: -0.73%
• 6M: -0.21%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVP.DE vs. CEMF.DE - Expense Ratio Comparison

QDVP.DE has a 0.28% expense ratio, which is higher than CEMF.DE's 0.10% expense ratio.

QDVP.DE

iShares US Mortgage Backed Securities UCITS ETF

CEMF.DE

iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc

Return for Risk

QDVP.DE vs. CEMF.DE — Risk / Return Rank

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

QDVP.DE

QDVP.DE Risk / Return Rank: 7
QDVP.DE Sharpe Ratio Rank: 7
QDVP.DE Sortino Ratio Rank: 6
QDVP.DE Omega Ratio Rank: 6
QDVP.DE Calmar Ratio Rank: 8
QDVP.DE Martin Ratio Rank: 9

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.

QDVP.DE vs. CEMF.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 $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc (CEMF.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	CEMF.DE	Difference
Sharpe ratio Return per unit of total volatility	-0.28	—	—
Sortino ratio Return per unit of downside risk	-0.31	—	—
Omega ratio Gain probability vs. loss probability	0.96	—	—
Calmar ratio Return relative to maximum drawdown	-0.22	—	—
Martin ratio Return relative to average drawdown	-0.39	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	QDVP.DE	CEMF.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.28	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.05	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	0.62	-0.53

Correlation

The correlation between QDVP.DE and CEMF.DE is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

QDVP.DE vs. CEMF.DE - Dividend Comparison

QDVP.DE's dividend yield for the trailing twelve months is around 3.58%, while CEMF.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
CEMF.DE iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

QDVP.DE vs. CEMF.DE - Drawdown Comparison

The maximum QDVP.DE drawdown since its inception was -16.57%, which is greater than CEMF.DE's maximum drawdown of -3.14%. Use the drawdown chart below to compare losses from any high point for QDVP.DE and CEMF.DE.

Drawdown Indicators

	QDVP.DE	CEMF.DE	Difference
Max Drawdown Largest peak-to-trough decline	-16.57%	-3.14%	-13.43%
Max Drawdown (1Y) Largest decline over 1 year	-7.70%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-14.91%	—	—
Current Drawdown Current decline from peak	-7.65%	-2.29%	-5.36%
Average Drawdown Average peak-to-trough decline	-7.71%	-0.81%	-6.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.17%	—	—

Volatility

Volatility by Period

	QDVP.DE	CEMF.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.04%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.09%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	8.10%	4.42%	+3.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.18%	4.42%	+3.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.61%	4.42%	+3.19%