QDVP.DE vs. VAGT.DE
QDVP.DE (iShares US Mortgage Backed Securities UCITS ETF) and VAGT.DE (Vanguard USD Treasury Bond UCITS ETF Accumulating) are both exchange-traded funds - QDVP.DE is a Mortgage Backed Securities fund tracking the Bloomberg US Mortgage Backed Securities Index, while VAGT.DE is a Government Bonds fund tracking the Bloomberg Global Aggregate US Treasury Float Adjusted Index. Both are passively managed. Over the past 3 years, QDVP.DE returned 1.34%/yr vs 0.08%/yr for VAGT.DE. Their correlation of 0.91 suggests significant overlap in exposure. QDVP.DE charges 0.28%/yr vs 0.05%/yr for VAGT.DE.
Performance
QDVP.DE vs. VAGT.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVP.DE achieves a 1.51% return, which is significantly higher than VAGT.DE's 1.07% 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%
VAGT.DE
- 1D
- 0.09%
- 1M
- 0.85%
- YTD
- 1.07%
- 6M
- 0.31%
- 1Y
- 1.96%
- 3Y*
- 0.08%
- 5Y*
- —
- 10Y*
- —
QDVP.DE vs. VAGT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
QDVP.DE iShares US Mortgage Backed Securities UCITS ETF | 1.51% | -3.56% | 7.02% | 0.08% |
VAGT.DE Vanguard USD Treasury Bond UCITS ETF Accumulating | 1.07% | -5.48% | 6.40% | -0.45% |
Correlation
The correlation between QDVP.DE and VAGT.DE is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.91 |
The correlation between QDVP.DE and VAGT.DE has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.
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Return for Risk
QDVP.DE vs. VAGT.DE — Risk / Return Rank
QDVP.DE
VAGT.DE
QDVP.DE vs. VAGT.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 Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.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 | VAGT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.05 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | 0.40 | +0.82 |
| Martin ratioReturn relative to average drawdown | 3.10 | 1.00 | +2.10 |
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 | VAGT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.29 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | — | — |
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 | 0.05 | +0.04 |
Drawdowns
QDVP.DE vs. VAGT.DE - Drawdown Comparison
The maximum QDVP.DE drawdown since its inception was -16.57%, which is greater than VAGT.DE's maximum drawdown of -11.03%. Use the drawdown chart below to compare losses from any high point for QDVP.DE and VAGT.DE.
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Drawdown Indicators
| QDVP.DE | VAGT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.57% | -11.03% | -5.54% |
Max Drawdown (1Y)Largest decline over 1 year | -3.46% | -4.00% | +0.54% |
Max Drawdown (3Y)Largest decline over 3 years | -11.15% | -11.03% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -14.91% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -16.57% | — | — |
Current DrawdownCurrent decline from peak | -7.63% | -7.21% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -7.72% | -5.04% | -2.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 1.61% | -0.24% |
Volatility
QDVP.DE vs. VAGT.DE - Volatility Comparison
iShares US Mortgage Backed Securities UCITS ETF (QDVP.DE) has a higher volatility of 0.92% compared to Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.DE) at 0.86%. This indicates that QDVP.DE's price experiences larger fluctuations and is considered to be riskier than VAGT.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 | VAGT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.92% | 0.86% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 4.07% | 3.76% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.62% | 5.49% | +0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.15% | 7.33% | +0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.56% | 7.33% | +0.23% |
QDVP.DE vs. VAGT.DE - Expense Ratio Comparison
QDVP.DE has a 0.28% expense ratio, which is higher than VAGT.DE's 0.05% expense ratio.
Dividends
QDVP.DE vs. VAGT.DE - Dividend Comparison
QDVP.DE's dividend yield for the trailing twelve months is around 3.58%, while VAGT.DE has not paid dividends to shareholders.
| Position | 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% |
VAGT.DE Vanguard USD Treasury Bond UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.93, QDVP.DE and VAGT.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, VAGT.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VAGT.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 VAGT.DE is Government Bonds. QDVP.DE tracks Bloomberg US Mortgage Backed Securities Index, while VAGT.DE tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.28% for QDVP.DE and 0.05% for VAGT.DE.
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