QDVP.DE vs. TRD7.DE
Compare and contrast key facts about iShares US Mortgage Backed Securities UCITS ETF (QDVP.DE) and Invesco US Treasury Bond 3-7 Year UCITS ETF A (TRD7.DE).
QDVP.DE and TRD7.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. TRD7.DE is a passively managed fund by Invesco that tracks the performance of the Bloomberg US 3-7 Year Treasury Bond. It was launched on Jan 11, 2019. Both QDVP.DE and TRD7.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. TRD7.DE - Performance Comparison
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QDVP.DE vs. TRD7.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QDVP.DE iShares US Mortgage Backed Securities UCITS ETF | 1.49% | -3.56% | 7.02% | 0.27% | -6.06% | 6.72% | -5.61% | 5.46% |
TRD7.DE Invesco US Treasury Bond 3-7 Year UCITS ETF A | 1.47% | -5.07% | 9.77% | 4.23% | -2.71% | 6.61% | -1.37% | 6.86% |
Returns By Period
The year-to-date returns for both stocks are quite close, with QDVP.DE having a 1.49% return and TRD7.DE slightly lower at 1.47%.
QDVP.DE
- 1D
- -0.65%
- 1M
- -0.61%
- YTD
- 1.49%
- 6M
- 2.75%
- 1Y
- -2.25%
- 3Y*
- 1.63%
- 5Y*
- 0.40%
- 10Y*
- —
TRD7.DE
- 1D
- -0.30%
- 1M
- -0.15%
- YTD
- 1.47%
- 6M
- 2.09%
- 1Y
- -3.48%
- 3Y*
- 2.84%
- 5Y*
- 2.20%
- 10Y*
- —
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QDVP.DE vs. TRD7.DE - Expense Ratio Comparison
QDVP.DE has a 0.28% expense ratio, which is higher than TRD7.DE's 0.06% expense ratio.
Return for Risk
QDVP.DE vs. TRD7.DE — Risk / Return Rank
QDVP.DE
TRD7.DE
QDVP.DE vs. TRD7.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 Invesco US Treasury Bond 3-7 Year UCITS ETF A (TRD7.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 | TRD7.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.28 | -0.50 | +0.22 |
Sortino ratioReturn per unit of downside risk | -0.31 | -0.61 | +0.31 |
Omega ratioGain probability vs. loss probability | 0.96 | 0.92 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | -0.22 | -0.40 | +0.18 |
Martin ratioReturn relative to average drawdown | -0.39 | -0.63 | +0.24 |
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 | TRD7.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.28 | -0.50 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.28 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.36 | -0.27 |
Correlation
The correlation between QDVP.DE and TRD7.DE is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
QDVP.DE vs. TRD7.DE - Dividend Comparison
QDVP.DE's dividend yield for the trailing twelve months is around 3.58%, more than TRD7.DE's 3.52% yield.
| 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% |
TRD7.DE Invesco US Treasury Bond 3-7 Year UCITS ETF A | 3.52% | 3.67% | 5.86% | 7.13% | 2.92% | 1.54% | 2.59% | 3.26% | 0.00% | 0.00% | 0.00% |
Drawdowns
QDVP.DE vs. TRD7.DE - Drawdown Comparison
The maximum QDVP.DE drawdown since its inception was -16.57%, which is greater than TRD7.DE's maximum drawdown of -12.09%. Use the drawdown chart below to compare losses from any high point for QDVP.DE and TRD7.DE.
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Drawdown Indicators
| QDVP.DE | TRD7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.57% | -12.09% | -4.48% |
Max Drawdown (1Y)Largest decline over 1 year | -7.70% | -7.20% | -0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -14.91% | -10.30% | -4.61% |
Current DrawdownCurrent decline from peak | -7.65% | -6.19% | -1.46% |
Average DrawdownAverage peak-to-trough decline | -7.71% | -5.12% | -2.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 4.57% | -0.40% |
Volatility
QDVP.DE vs. TRD7.DE - Volatility Comparison
iShares US Mortgage Backed Securities UCITS ETF (QDVP.DE) has a higher volatility of 2.04% compared to Invesco US Treasury Bond 3-7 Year UCITS ETF A (TRD7.DE) at 1.62%. This indicates that QDVP.DE's price experiences larger fluctuations and is considered to be riskier than TRD7.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 | TRD7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.04% | 1.62% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 4.09% | 3.89% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.10% | 7.01% | +1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.18% | 7.70% | +0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.61% | 7.37% | +0.24% |