QDVP.DE vs. UEFI.DE
QDVP.DE (iShares US Mortgage Backed Securities UCITS ETF) and UEFI.DE (UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis) are both exchange-traded funds - QDVP.DE is a Mortgage Backed Securities fund tracking the Bloomberg US Mortgage Backed Securities Index, while UEFI.DE is a Government Bonds fund tracking the Bloomberg US 7-10 Year Treasury Bond Index. Both are passively managed. Over the past 10 years, QDVP.DE returned 0.86%/yr vs 0.15%/yr for UEFI.DE. A 0.77 correlation means they provide meaningful diversification when combined. QDVP.DE charges 0.28%/yr vs 0.05%/yr for UEFI.DE.
Performance
QDVP.DE vs. UEFI.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QDVP.DE achieves a 1.51% return, which is significantly higher than UEFI.DE's 1.01% return. Over the past 10 years, QDVP.DE has outperformed UEFI.DE with an annualized return of 0.86%, while UEFI.DE has yielded a comparatively lower 0.15% annualized return.
QDVP.DE
- 1D
- 0.04%
- 1M
- 0.99%
- YTD
- 1.51%
- 6M
- 1.08%
- 1Y
- 4.47%
- 3Y*
- 1.34%
- 5Y*
- 1.05%
- 10Y*
- 0.86%
UEFI.DE
- 1D
- 0.03%
- 1M
- 0.90%
- YTD
- 1.01%
- 6M
- 0.27%
- 1Y
- 1.25%
- 3Y*
- -0.59%
- 5Y*
- -0.43%
- 10Y*
- 0.15%
QDVP.DE vs. UEFI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
UEFI.DE UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis | 1.01% | -5.01% | 4.87% | -0.30% | -9.82% | 4.88% | -0.27% | 10.89% | 5.09% | -10.40% |
Correlation
The correlation between QDVP.DE and UEFI.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since May 30, 2016 | 0.77 |
The correlation between QDVP.DE and UEFI.DE shifts across timeframes, from 0.77 (10 years) to 0.93 (3 years), reflecting how their relationship changes across market environments.
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. UEFI.DE — Risk / Return Rank
QDVP.DE
UEFI.DE
QDVP.DE vs. UEFI.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 UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UEFI.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 | UEFI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.07 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | 0.05 | +1.17 |
| Martin ratioReturn relative to average drawdown | 3.10 | 0.08 | +3.02 |
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 | UEFI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.04 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | -0.03 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.01 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | -0.00 | +0.09 |
Drawdowns
QDVP.DE vs. UEFI.DE - Drawdown Comparison
The maximum QDVP.DE drawdown since its inception was -16.57%, smaller than the maximum UEFI.DE drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for QDVP.DE and UEFI.DE.
Loading charts...
Drawdown Indicators
| QDVP.DE | UEFI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.57% | -32.63% | +16.06% |
Max Drawdown (1Y)Largest decline over 1 year | -3.46% | -16.26% | +12.80% |
Max Drawdown (3Y)Largest decline over 3 years | -11.15% | -16.26% | +5.11% |
Max Drawdown (5Y)Largest decline over 5 years | -14.91% | -16.26% | +1.35% |
Max Drawdown (10Y)Largest decline over 10 years | -16.57% | -22.99% | +6.42% |
Current DrawdownCurrent decline from peak | -7.63% | -17.90% | +10.27% |
Average DrawdownAverage peak-to-trough decline | -7.72% | -14.47% | +6.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 10.93% | -9.56% |
Volatility
QDVP.DE vs. UEFI.DE - Volatility Comparison
iShares US Mortgage Backed Securities UCITS ETF (QDVP.DE) has a higher volatility of 0.92% compared to UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UEFI.DE) at 0.74%. This indicates that QDVP.DE's price experiences larger fluctuations and is considered to be riskier than UEFI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| QDVP.DE | UEFI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.92% | 0.74% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 4.07% | 3.69% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.62% | 21.96% | -16.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.15% | 13.03% | -4.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.56% | 16.60% | -9.04% |
QDVP.DE vs. UEFI.DE - Expense Ratio Comparison
QDVP.DE has a 0.28% expense ratio, which is higher than UEFI.DE's 0.05% expense ratio.
Dividends
QDVP.DE vs. UEFI.DE - Dividend Comparison
QDVP.DE's dividend yield for the trailing twelve months is around 3.58%, more than UEFI.DE's 2.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
UEFI.DE UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis | 2.64% | 1.93% | 2.25% | 2.54% | 1.33% | 0.82% | 1.66% | 1.68% | 2.29% | 1.74% | 0.76% | 0.80% |
Frequently Asked Questions
QDVP.DE and UEFI.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UEFI.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UEFI.DE is cheaper with a 0.05% expense ratio, compared with 0.28% for QDVP.DE.
QDVP.DE is categorized as Mortgage Backed Securities, while UEFI.DE is Government Bonds. QDVP.DE tracks Bloomberg US Mortgage Backed Securities Index, while UEFI.DE tracks Bloomberg US 7-10 Year Treasury Bond Index. They also come from different issuers: iShares and UBS. Their fees differ too: 0.28% for QDVP.DE and 0.05% for UEFI.DE.
Find the right allocation for QDVP.DE and UEFI.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