QDVP.DE vs. NQSE.DE
QDVP.DE (iShares US Mortgage Backed Securities UCITS ETF) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - QDVP.DE is a Mortgage Backed Securities fund tracking the Bloomberg US Mortgage Backed Securities Index, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, QDVP.DE returned 1.05%/yr vs 14.91%/yr for NQSE.DE. At a correlation of -0.14, they often move in opposite directions. QDVP.DE charges 0.28%/yr vs 0.33%/yr for NQSE.DE.
Performance
QDVP.DE vs. NQSE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QDVP.DE achieves a 1.51% return, which is significantly lower than NQSE.DE's 17.82% 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%
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
QDVP.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | 2.62% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.23% | 35.67% | -15.98% |
Correlation
The correlation between QDVP.DE and NQSE.DE is -0.10, 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 | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | -0.14 |
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. NQSE.DE — Risk / Return Rank
QDVP.DE
NQSE.DE
QDVP.DE vs. NQSE.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 NASDAQ 100 UCITS ETF (NQSE.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 | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -2.02 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.39 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | 3.08 | -1.85 |
| Martin ratioReturn relative to average drawdown | 3.10 | 10.77 | -7.67 |
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 charts...
Sharpe Ratios by Period
| QDVP.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 2.28 | -1.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.71 | -0.58 |
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 | 0.82 | -0.73 |
Drawdowns
QDVP.DE vs. NQSE.DE - Drawdown Comparison
The maximum QDVP.DE drawdown since its inception was -16.57%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for QDVP.DE and NQSE.DE.
Loading charts...
Drawdown Indicators
| QDVP.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.57% | -37.67% | +21.10% |
Max Drawdown (1Y)Largest decline over 1 year | -3.46% | -11.87% | +8.41% |
Max Drawdown (3Y)Largest decline over 3 years | -11.15% | -22.40% | +11.25% |
Max Drawdown (5Y)Largest decline over 5 years | -14.91% | -37.67% | +22.76% |
Max Drawdown (10Y)Largest decline over 10 years | -16.57% | — | — |
Current DrawdownCurrent decline from peak | -7.63% | -0.84% | -6.79% |
Average DrawdownAverage peak-to-trough decline | -7.72% | -8.56% | +0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 3.40% | -2.03% |
Volatility
QDVP.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares US Mortgage Backed Securities UCITS ETF (QDVP.DE) is 0.92%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that QDVP.DE experiences smaller price fluctuations and is considered to be less risky than NQSE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| QDVP.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.92% | 4.75% | -3.83% |
Volatility (6M)Calculated over the trailing 6-month period | 4.07% | 11.99% | -7.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.62% | 16.05% | -10.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.15% | 20.91% | -12.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.56% | 21.54% | -13.98% |
QDVP.DE vs. NQSE.DE - Expense Ratio Comparison
QDVP.DE has a 0.28% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
QDVP.DE vs. NQSE.DE - Dividend Comparison
QDVP.DE's dividend yield for the trailing twelve months is around 3.58%, while NQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
NQSE.DE iShares NASDAQ 100 UCITS ETF | 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 NQSE.DE have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVP.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVP.DE is cheaper with a 0.28% expense ratio, compared with 0.33% for NQSE.DE.
QDVP.DE is categorized as Mortgage Backed Securities, while NQSE.DE is Nasdaq-100. QDVP.DE tracks Bloomberg US Mortgage Backed Securities Index, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.28% for QDVP.DE and 0.33% for NQSE.DE.
Find the right allocation for QDVP.DE and NQSE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer