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QDVP.DE vs. IS3N.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVP.DE vs. IS3N.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 Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.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, QDVP.DE achieves a 1.51% return, which is significantly lower than IS3N.DE's 25.82% return. Over the past 10 years, QDVP.DE has underperformed IS3N.DE with an annualized return of 0.86%, while IS3N.DE has yielded a comparatively higher 10.00% annualized return.


QDVP.DE

1D
0.04%
1M
0.87%
YTD
1.51%
6M
1.20%
1Y
4.26%
3Y*
1.34%
5Y*
1.05%
10Y*
0.86%

IS3N.DE

1D
-1.45%
1M
3.11%
YTD
25.82%
6M
26.34%
1Y
45.77%
3Y*
19.99%
5Y*
8.61%
10Y*
10.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVP.DE vs. IS3N.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QDVP.DE
iShares US Mortgage Backed Securities UCITS ETF
1.51%-3.56%7.02%0.27%-6.06%6.72%-5.61%9.05%4.99%-10.02%
IS3N.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
25.82%17.14%13.87%7.20%-14.09%7.38%7.07%21.01%-11.06%20.43%

Correlation

The correlation between QDVP.DE and IS3N.DE is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

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

0.06

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

0.00

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since May 30, 2016

0.05

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Return for Risk

QDVP.DE vs. IS3N.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: 2323
Overall Rank
QDVP.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
QDVP.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
QDVP.DE Omega Ratio Rank: 2121
Omega Ratio Rank
QDVP.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
QDVP.DE Martin Ratio Rank: 2424
Martin Ratio Rank

IS3N.DE
IS3N.DE Risk / Return Rank: 8282
Overall Rank
IS3N.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IS3N.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
IS3N.DE Omega Ratio Rank: 8282
Omega Ratio Rank
IS3N.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
IS3N.DE Martin Ratio Rank: 8282
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.

QDVP.DE vs. IS3N.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 Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.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.DEIS3N.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.93

Sortino ratioReturn per unit of downside risk

-2.44

Omega ratioGain probability vs. loss probability

1.14

1.49

-0.35

Calmar ratioReturn relative to maximum drawdown

1.23

4.42

-3.20

Martin ratioReturn relative to average drawdown

3.10

16.00

-12.90

QDVP.DE vs. IS3N.DE - Sharpe Ratio Comparison

The current QDVP.DE Sharpe Ratio is 0.75, which is lower than the IS3N.DE Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of QDVP.DE and IS3N.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


QDVP.DEIS3N.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

2.69

-1.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.53

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.55

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.44

-0.35

Drawdowns

QDVP.DE vs. IS3N.DE - Drawdown Comparison

The maximum QDVP.DE drawdown since its inception was -16.57%, smaller than the maximum IS3N.DE drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for QDVP.DE and IS3N.DE.


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Drawdown Indicators


QDVP.DEIS3N.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.57%

-35.06%

+18.49%

Max Drawdown (1Y)

Largest decline over 1 year

-3.46%

-10.52%

+7.06%

Max Drawdown (3Y)

Largest decline over 3 years

-11.15%

-19.17%

+8.02%

Max Drawdown (5Y)

Largest decline over 5 years

-14.91%

-22.01%

+7.10%

Max Drawdown (10Y)

Largest decline over 10 years

-16.57%

-32.51%

+15.94%

Current Drawdown

Current decline from peak

-7.63%

-2.49%

-5.14%

Average Drawdown

Average peak-to-trough decline

-7.72%

-9.30%

+1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

2.91%

-1.54%

Volatility

QDVP.DE vs. IS3N.DE - Volatility Comparison

The current volatility for iShares US Mortgage Backed Securities UCITS ETF (QDVP.DE) is 0.92%, while iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) has a volatility of 7.16%. This indicates that QDVP.DE experiences smaller price fluctuations and is considered to be less risky than IS3N.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.DEIS3N.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.92%

7.16%

-6.24%

Volatility (6M)

Calculated over the trailing 6-month period

4.07%

14.69%

-10.62%

Volatility (1Y)

Calculated over the trailing 1-year period

5.62%

17.32%

-11.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.15%

16.19%

-8.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.56%

18.04%

-10.48%

QDVP.DE vs. IS3N.DE - Expense Ratio Comparison

QDVP.DE has a 0.28% expense ratio, which is higher than IS3N.DE's 0.18% expense ratio.


Dividends

QDVP.DE vs. IS3N.DE - Dividend Comparison

QDVP.DE's dividend yield for the trailing twelve months is around 3.58%, while IS3N.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
IS3N.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF (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 IS3N.DE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS3N.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3N.DE is cheaper with a 0.18% expense ratio, compared with 0.28% for QDVP.DE.

QDVP.DE is categorized as Mortgage Backed Securities, while IS3N.DE is Emerging Markets Equities. QDVP.DE tracks Bloomberg US Mortgage Backed Securities Index, while IS3N.DE tracks MSCI Emerging Markets Investable Market (IMI). Their fees differ too: 0.28% for QDVP.DE and 0.18% for IS3N.DE.

Portfolio Optimizer

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