QDVP.DE vs. IVR
Compare and contrast key facts about iShares US Mortgage Backed Securities UCITS ETF (QDVP.DE) and Invesco Mortgage Capital Inc. (IVR).
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.
Performance
QDVP.DE vs. IVR - Performance Comparison
Loading graphics...
QDVP.DE vs. IVR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QDVP.DE iShares US Mortgage Backed Securities UCITS ETF | 2.16% | -3.56% | 7.02% | 0.27% | -6.06% | 6.72% | -5.61% | 9.05% | 4.99% | -10.02% |
IVR Invesco Mortgage Capital Inc. | 1.90% | 10.05% | 16.22% | -16.87% | -41.13% | -2.56% | -74.80% | 31.88% | -2.44% | 18.06% |
Different Trading Currencies
QDVP.DE is traded in EUR, while IVR is traded in USD. To make them comparable, the IVR values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, QDVP.DE achieves a 2.16% return, which is significantly higher than IVR's 1.90% return.
QDVP.DE
- 1D
- -0.39%
- 1M
- 0.78%
- YTD
- 2.16%
- 6M
- 3.47%
- 1Y
- -1.17%
- 3Y*
- 1.85%
- 5Y*
- 0.54%
- 10Y*
- —
IVR
- 1D
- 2.42%
- 1M
- -0.47%
- YTD
- 1.90%
- 6M
- 23.58%
- 1Y
- 19.56%
- 3Y*
- 6.23%
- 5Y*
- -13.52%
- 10Y*
- -10.41%
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
QDVP.DE vs. IVR — Risk / Return Rank
QDVP.DE
IVR
QDVP.DE vs. IVR - 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 Invesco Mortgage Capital Inc. (IVR). 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 | IVR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.14 | 0.70 | -0.84 |
Sortino ratioReturn per unit of downside risk | -0.14 | 1.09 | -1.22 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.15 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | -0.21 | 0.90 | -1.11 |
Martin ratioReturn relative to average drawdown | -0.37 | 2.70 | -3.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| QDVP.DE | IVR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.14 | 0.70 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | -0.38 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | -0.05 | +0.15 |
Correlation
The correlation between QDVP.DE and IVR is 0.17, 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. IVR - Dividend Comparison
QDVP.DE's dividend yield for the trailing twelve months is around 3.55%, less than IVR's 21.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDVP.DE iShares US Mortgage Backed Securities UCITS ETF | 3.55% | 3.63% | 3.51% | 3.27% | 2.45% | 2.19% | 2.69% | 2.99% | 3.03% | 3.04% | 1.54% | 0.00% |
IVR Invesco Mortgage Capital Inc. | 21.53% | 16.41% | 19.88% | 25.40% | 26.32% | 12.59% | 31.66% | 11.11% | 14.95% | 9.14% | 10.96% | 13.72% |
Drawdowns
QDVP.DE vs. IVR - Drawdown Comparison
The maximum QDVP.DE drawdown since its inception was -16.57%, smaller than the maximum IVR drawdown of -92.39%. Use the drawdown chart below to compare losses from any high point for QDVP.DE and IVR.
Loading graphics...
Drawdown Indicators
| QDVP.DE | IVR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.57% | -92.55% | +75.98% |
Max Drawdown (1Y)Largest decline over 1 year | -8.28% | -17.41% | +9.13% |
Max Drawdown (5Y)Largest decline over 5 years | -14.91% | -77.65% | +62.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -92.55% | — |
Current DrawdownCurrent decline from peak | -7.04% | -85.27% | +78.23% |
Average DrawdownAverage peak-to-trough decline | -7.71% | -35.31% | +27.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.37% | 5.69% | -1.32% |
Volatility
QDVP.DE vs. IVR - Volatility Comparison
The current volatility for iShares US Mortgage Backed Securities UCITS ETF (QDVP.DE) is 2.08%, while Invesco Mortgage Capital Inc. (IVR) has a volatility of 9.43%. This indicates that QDVP.DE experiences smaller price fluctuations and is considered to be less risky than IVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| QDVP.DE | IVR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.08% | 9.43% | -7.35% |
Volatility (6M)Calculated over the trailing 6-month period | 4.04% | 18.04% | -14.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.09% | 28.20% | -20.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.17% | 35.81% | -27.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.61% | 55.48% | -47.87% |