QDVY.DE vs. 5MVL.DE
QDVY.DE (iShares USD Floating Rate Bond UCITS ETF) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both exchange-traded funds - QDVY.DE is a Corporate Bonds fund tracking the Bloomberg US Floating Rate Notes 1-5, while 5MVL.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, QDVY.DE returned 3.10%/yr vs 17.27%/yr for 5MVL.DE. At a correlation of -0.00, they often move in opposite directions. QDVY.DE charges 0.10%/yr vs 0.40%/yr for 5MVL.DE.
Performance
QDVY.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVY.DE achieves a 0.88% return, which is significantly lower than 5MVL.DE's 45.83% 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*
- —
5MVL.DE
- 1D
- -2.48%
- 1M
- 9.31%
- YTD
- 45.83%
- 6M
- 46.38%
- 1Y
- 81.35%
- 3Y*
- 33.99%
- 5Y*
- 17.27%
- 10Y*
- —
QDVY.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QDVY.DE iShares USD Floating Rate Bond UCITS ETF | 0.88% | -11.19% | 9.21% | 2.97% | 7.53% | 8.93% | -8.09% | 6.69% | -1.55% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 45.83% | 27.25% | 21.00% | 14.58% | -10.54% | 13.07% | -2.40% | 20.39% | -2.61% |
Correlation
The correlation between QDVY.DE and 5MVL.DE is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2018 | -0.00 |
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Return for Risk
QDVY.DE vs. 5MVL.DE — Risk / Return Rank
QDVY.DE
5MVL.DE
QDVY.DE vs. 5MVL.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 Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.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.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.54 | ||
| Sortino ratioReturn per unit of downside risk | -5.42 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.73 | -0.76 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 8.86 | -9.14 |
| Martin ratioReturn relative to average drawdown | -0.59 | 28.83 | -29.42 |
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
| QDVY.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.23 | 4.31 | -4.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 1.02 | -0.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.83 | -0.56 |
Drawdowns
QDVY.DE vs. 5MVL.DE - Drawdown Comparison
The maximum QDVY.DE drawdown since its inception was -14.81%, smaller than the maximum 5MVL.DE drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for QDVY.DE and 5MVL.DE.
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Drawdown Indicators
| QDVY.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.81% | -32.25% | +17.44% |
Max Drawdown (1Y)Largest decline over 1 year | -5.67% | -9.30% | +3.63% |
Max Drawdown (3Y)Largest decline over 3 years | -14.81% | -19.15% | +4.34% |
Max Drawdown (5Y)Largest decline over 5 years | -14.81% | -20.60% | +5.79% |
Current DrawdownCurrent decline from peak | -12.65% | -3.88% | -8.77% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -6.27% | +1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.87% | -0.24% |
Volatility
QDVY.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for iShares USD Floating Rate Bond UCITS ETF (QDVY.DE) is 2.20%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 8.71%. This indicates that QDVY.DE experiences smaller price fluctuations and is considered to be less risky than 5MVL.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.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.20% | 8.71% | -6.51% |
Volatility (6M)Calculated over the trailing 6-month period | 4.35% | 15.83% | -11.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.84% | 19.13% | -12.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.90% | 16.78% | -8.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.71% | 18.84% | -11.13% |
QDVY.DE vs. 5MVL.DE - Expense Ratio Comparison
QDVY.DE has a 0.10% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Dividends
QDVY.DE vs. 5MVL.DE - Dividend Comparison
Neither QDVY.DE nor 5MVL.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 5MVL.DE have a correlation of -0.05, 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 0.40% for 5MVL.DE.
QDVY.DE is categorized as Corporate Bonds, while 5MVL.DE is Emerging Markets Equities. QDVY.DE tracks Bloomberg US Floating Rate Notes 1-5, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. Their fees differ too: 0.10% for QDVY.DE and 0.40% for 5MVL.DE.
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