QDVQ.DE vs. SXR8.DE
QDVQ.DE (iShares Fallen Angels High Yield Corporate Bond UCITS ETF) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - QDVQ.DE is a High Yield Bonds fund tracking the Bloomberg Global Corporate ex EM Fallen Angels 3% Capped, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, QDVQ.DE returned 3.51%/yr vs 14.77%/yr for SXR8.DE. A 0.62 correlation means they provide meaningful diversification when combined. QDVQ.DE charges 0.50%/yr vs 0.07%/yr for SXR8.DE.
Performance
QDVQ.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVQ.DE achieves a 2.23% return, which is significantly lower than SXR8.DE's 11.37% return.
QDVQ.DE
- 1D
- 0.06%
- 1M
- 1.02%
- YTD
- 2.23%
- 6M
- 1.76%
- 1Y
- 5.75%
- 3Y*
- 5.48%
- 5Y*
- 3.51%
- 10Y*
- —
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
QDVQ.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QDVQ.DE iShares Fallen Angels High Yield Corporate Bond UCITS ETF | 2.23% | 0.11% | 8.76% | 8.83% | -9.03% | 10.74% | 7.49% | 18.50% | -0.74% | -1.27% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between QDVQ.DE and SXR8.DE is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 2016 | 0.62 |
The correlation between QDVQ.DE and SXR8.DE has been stable across timeframes, ranging from 0.53 to 0.62 - a consistent structural relationship.
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Return for Risk
QDVQ.DE vs. SXR8.DE — Risk / Return Rank
QDVQ.DE
SXR8.DE
QDVQ.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Fallen Angels High Yield Corporate Bond UCITS ETF (QDVQ.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.
| QDVQ.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.41 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 3.58 | -1.64 |
| Martin ratioReturn relative to average drawdown | 6.98 | 12.71 | -5.73 |
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
| QDVQ.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 2.21 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.96 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.79 | -0.14 |
Drawdowns
QDVQ.DE vs. SXR8.DE - Drawdown Comparison
The maximum QDVQ.DE drawdown since its inception was -22.94%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for QDVQ.DE and SXR8.DE.
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Drawdown Indicators
| QDVQ.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.94% | -33.78% | +10.84% |
Max Drawdown (1Y)Largest decline over 1 year | -2.90% | -7.13% | +4.23% |
Max Drawdown (3Y)Largest decline over 3 years | -9.27% | -23.32% | +14.05% |
Max Drawdown (5Y)Largest decline over 5 years | -11.15% | -23.32% | +12.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -0.24% | -0.45% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -2.84% | -5.17% | +2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.81% | 2.01% | -1.20% |
Volatility
QDVQ.DE vs. SXR8.DE - Volatility Comparison
The current volatility for iShares Fallen Angels High Yield Corporate Bond UCITS ETF (QDVQ.DE) is 1.21%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 2.65%. This indicates that QDVQ.DE experiences smaller price fluctuations and is considered to be less risky than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDVQ.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.21% | 2.65% | -1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 3.53% | 7.57% | -4.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.87% | 11.56% | -6.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.40% | 15.16% | -8.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.33% | 16.09% | -7.76% |
QDVQ.DE vs. SXR8.DE - Expense Ratio Comparison
QDVQ.DE has a 0.50% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
QDVQ.DE vs. SXR8.DE - Dividend Comparison
QDVQ.DE's dividend yield for the trailing twelve months is around 7.11%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
QDVQ.DE iShares Fallen Angels High Yield Corporate Bond UCITS ETF | 7.11% | 5.73% | 5.78% | 5.26% | 4.47% | 3.82% | 4.44% | 4.56% | 4.96% | 4.65% | 2.13% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 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
QDVQ.DE and SXR8.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.50% for QDVQ.DE.
QDVQ.DE is categorized as High Yield Bonds, while SXR8.DE is S&P 500. QDVQ.DE tracks Bloomberg Global Corporate ex EM Fallen Angels 3% Capped, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.50% for QDVQ.DE and 0.07% for SXR8.DE.
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