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QDVY.DE vs. 36BA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVY.DE vs. 36BA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Floating Rate Bond UCITS ETF (QDVY.DE) and iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist) (36BA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QDVY.DE achieves a 0.88% return, which is significantly higher than 36BA.DE's -0.71% return.


QDVY.DE

1D
-0.14%
1M
-0.63%
YTD
0.88%
6M
0.12%
1Y
-1.37%
3Y*
-0.58%
5Y*
3.10%
10Y*

36BA.DE

1D
0.27%
1M
-0.26%
YTD
-0.71%
6M
-0.32%
1Y
2.95%
3Y*
2.93%
5Y*
-1.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVY.DE vs. 36BA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
QDVY.DE
iShares USD Floating Rate Bond UCITS ETF
0.88%-11.19%9.21%2.97%7.53%8.93%-10.39%
36BA.DE
iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist)
-0.71%5.40%0.20%5.45%-17.07%-2.51%7.23%

Correlation

The correlation between QDVY.DE and 36BA.DE is -0.36, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.36

Correlation (3Y)
Calculated over the trailing 3-year period

-0.34

Correlation (5Y)
Calculated over the trailing 5-year period

-0.32

Correlation (All Time)
Calculated using the full available price history since May 15, 2020

-0.29

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Return for Risk

QDVY.DE vs. 36BA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QDVY.DE
QDVY.DE Risk / Return Rank: 66
Overall Rank
QDVY.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
QDVY.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
QDVY.DE Omega Ratio Rank: 66
Omega Ratio Rank
QDVY.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
QDVY.DE Martin Ratio Rank: 66
Martin Ratio Rank

36BA.DE
36BA.DE Risk / Return Rank: 1919
Overall Rank
36BA.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
36BA.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
36BA.DE Omega Ratio Rank: 1717
Omega Ratio Rank
36BA.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
36BA.DE Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QDVY.DE vs. 36BA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Floating Rate Bond UCITS ETF (QDVY.DE) and iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist) (36BA.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.


QDVY.DE36BA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-1.11

Omega ratioGain probability vs. loss probability

0.97

1.10

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.27

0.92

-1.19

Martin ratioReturn relative to average drawdown

-0.59

2.43

-3.02

QDVY.DE vs. 36BA.DE - Sharpe Ratio Comparison

The current QDVY.DE Sharpe Ratio is -0.23, which is lower than the 36BA.DE Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of QDVY.DE and 36BA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QDVY.DE36BA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.23

0.59

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

-0.22

+0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

-0.10

+0.37

Drawdowns

QDVY.DE vs. 36BA.DE - Drawdown Comparison

The maximum QDVY.DE drawdown since its inception was -14.81%, smaller than the maximum 36BA.DE drawdown of -23.68%. Use the drawdown chart below to compare losses from any high point for QDVY.DE and 36BA.DE.


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Drawdown Indicators


QDVY.DE36BA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.81%

-23.68%

+8.87%

Max Drawdown (1Y)

Largest decline over 1 year

-5.67%

-3.02%

-2.65%

Max Drawdown (3Y)

Largest decline over 3 years

-14.81%

-6.31%

-8.50%

Max Drawdown (5Y)

Largest decline over 5 years

-14.81%

-23.18%

+8.37%

Current Drawdown

Current decline from peak

-12.65%

-10.87%

-1.78%

Average Drawdown

Average peak-to-trough decline

-5.01%

-11.35%

+6.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

1.14%

+1.49%

Volatility

QDVY.DE vs. 36BA.DE - Volatility Comparison

iShares USD Floating Rate Bond UCITS ETF (QDVY.DE) has a higher volatility of 2.20% compared to iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist) (36BA.DE) at 1.83%. This indicates that QDVY.DE's price experiences larger fluctuations and is considered to be riskier than 36BA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVY.DE36BA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

1.83%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

4.35%

3.63%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

6.84%

4.67%

+2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.90%

7.09%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.71%

6.86%

+0.85%

QDVY.DE vs. 36BA.DE - Expense Ratio Comparison

QDVY.DE has a 0.10% expense ratio, which is lower than 36BA.DE's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

QDVY.DE vs. 36BA.DE - Dividend Comparison

QDVY.DE has not paid dividends to shareholders, while 36BA.DE's dividend yield for the trailing twelve months is around 4.95%.


PositionTTM202520242023202220212020201920182017
36BA.DE
iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist)
4.95%4.73%4.75%4.15%2.94%1.76%0.87%0.00%0.00%0.00%
QDVY.DE
iShares USD Floating Rate Bond UCITS ETF
0.00%0.00%2.90%5.61%1.50%0.57%1.75%2.94%2.20%0.47%

Frequently Asked Questions


QDVY.DE and 36BA.DE have a correlation of -0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QDVY.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDVY.DE is cheaper with a 0.10% expense ratio, compared with 0.17% for 36BA.DE.

QDVY.DE tracks Bloomberg US Floating Rate Notes 1-5, while 36BA.DE tracks Bloomberg MSCI US Corporate Sustainable SRI Index (EUR Hedged). Their fees differ too: 0.10% for QDVY.DE and 0.17% for 36BA.DE.

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