QDVP.DE vs. VX6F.DE
QDVP.DE (iShares US Mortgage Backed Securities UCITS ETF) and VX6F.DE (Vanguard U.K. Gilt UCITS ETF GBP Accumulation) are both exchange-traded funds - QDVP.DE is a Mortgage Backed Securities fund tracking the Bloomberg US Mortgage Backed Securities Index, while VX6F.DE is a Government Bonds fund tracking the Bloomberg Sterling Gilt Float Adjusted Index. Both are passively managed. Over the past 5 years, QDVP.DE returned 1.05%/yr vs -2.47%/yr for VX6F.DE. At a 0.34 correlation, their price movements are largely independent. QDVP.DE charges 0.28%/yr vs 0.05%/yr for VX6F.DE.
Performance
QDVP.DE vs. VX6F.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 VX6F.DE's -0.49% 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%
VX6F.DE
- 1D
- 0.16%
- 1M
- 0.50%
- YTD
- -0.49%
- 6M
- -0.10%
- 1Y
- -0.59%
- 3Y*
- 2.12%
- 5Y*
- -2.47%
- 10Y*
- —
QDVP.DE vs. VX6F.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QDVP.DE iShares US Mortgage Backed Securities UCITS ETF | 1.51% | -3.56% | 7.02% | 0.27% | -6.06% | 6.72% | -5.61% | 6.59% |
VX6F.DE Vanguard U.K. Gilt UCITS ETF GBP Accumulation | -0.49% | 0.53% | -0.19% | 18.92% | -26.90% | -5.30% | 9.59% | 5.30% |
Correlation
The correlation between QDVP.DE and VX6F.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2019 | 0.34 |
The correlation between QDVP.DE and VX6F.DE shifts across timeframes, from 0.15 (1 year) to 0.45 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
QDVP.DE vs. VX6F.DE — Risk / Return Rank
QDVP.DE
VX6F.DE
QDVP.DE vs. VX6F.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 U.K. Gilt UCITS ETF GBP Accumulation (VX6F.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 | VX6F.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.99 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | -0.12 | +1.34 |
| Martin ratioReturn relative to average drawdown | 3.10 | -0.27 | +3.37 |
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 | VX6F.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | -0.08 | +0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | -0.19 | +0.32 |
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 | -0.06 | +0.15 |
Drawdowns
QDVP.DE vs. VX6F.DE - Drawdown Comparison
The maximum QDVP.DE drawdown since its inception was -16.57%, smaller than the maximum VX6F.DE drawdown of -38.93%. Use the drawdown chart below to compare losses from any high point for QDVP.DE and VX6F.DE.
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Drawdown Indicators
| QDVP.DE | VX6F.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.57% | -38.93% | +22.36% |
Max Drawdown (1Y)Largest decline over 1 year | -3.46% | -5.35% | +1.89% |
Max Drawdown (3Y)Largest decline over 3 years | -11.15% | -9.02% | -2.13% |
Max Drawdown (5Y)Largest decline over 5 years | -14.91% | -36.83% | +21.92% |
Max Drawdown (10Y)Largest decline over 10 years | -16.57% | — | — |
Current DrawdownCurrent decline from peak | -7.63% | -19.85% | +12.22% |
Average DrawdownAverage peak-to-trough decline | -7.72% | -14.82% | +7.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 2.34% | -0.97% |
Volatility
QDVP.DE vs. VX6F.DE - Volatility Comparison
The current volatility for iShares US Mortgage Backed Securities UCITS ETF (QDVP.DE) is 0.92%, while Vanguard U.K. Gilt UCITS ETF GBP Accumulation (VX6F.DE) has a volatility of 3.41%. This indicates that QDVP.DE experiences smaller price fluctuations and is considered to be less risky than VX6F.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 | VX6F.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.92% | 3.41% | -2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 4.07% | 6.21% | -2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.62% | 8.03% | -2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.15% | 12.92% | -4.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.56% | 12.09% | -4.53% |
QDVP.DE vs. VX6F.DE - Expense Ratio Comparison
QDVP.DE has a 0.28% expense ratio, which is higher than VX6F.DE's 0.05% expense ratio.
Dividends
QDVP.DE vs. VX6F.DE - Dividend Comparison
QDVP.DE's dividend yield for the trailing twelve months is around 3.58%, while VX6F.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% |
VX6F.DE Vanguard U.K. Gilt UCITS ETF GBP Accumulation | 0.00% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QDVP.DE and VX6F.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VX6F.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VX6F.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 VX6F.DE is Government Bonds. QDVP.DE tracks Bloomberg US Mortgage Backed Securities Index, while VX6F.DE tracks Bloomberg Sterling Gilt 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 VX6F.DE.
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