QDVY.DE vs. 6PSC.DE
QDVY.DE (iShares USD Floating Rate Bond UCITS ETF) and 6PSC.DE (Invesco FTSE RAFI Europe UCITS ETF) are both exchange-traded funds - QDVY.DE is a Corporate Bonds fund tracking the Bloomberg US Floating Rate Notes 1-5, while 6PSC.DE is a Europe Equities fund tracking the FTSE RAFI Europe. Both are passively managed. Over the past 5 years, QDVY.DE returned 3.10%/yr vs 12.72%/yr for 6PSC.DE. At a correlation of -0.11, they often move in opposite directions. QDVY.DE charges 0.10%/yr vs 0.39%/yr for 6PSC.DE.
Performance
QDVY.DE vs. 6PSC.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 6PSC.DE's 8.79% 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*
- —
6PSC.DE
- 1D
- 0.50%
- 1M
- 1.19%
- YTD
- 8.79%
- 6M
- 11.76%
- 1Y
- 21.88%
- 3Y*
- 18.36%
- 5Y*
- 12.72%
- 10Y*
- 10.23%
QDVY.DE vs. 6PSC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 5.99% | -2.13% |
6PSC.DE Invesco FTSE RAFI Europe UCITS ETF | 8.79% | 28.47% | 10.65% | 16.01% | -4.18% | 26.14% | -8.74% | 22.28% | -11.68% | 4.79% |
Correlation
The correlation between QDVY.DE and 6PSC.DE is -0.19, 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 | -0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.24 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2017 | -0.11 |
The correlation between QDVY.DE and 6PSC.DE shifts across timeframes, from -0.24 (5 years) to -0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QDVY.DE vs. 6PSC.DE — Risk / Return Rank
QDVY.DE
6PSC.DE
QDVY.DE vs. 6PSC.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 Invesco FTSE RAFI Europe UCITS ETF (6PSC.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 | 6PSC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.15 | ||
| Sortino ratioReturn per unit of downside risk | -2.86 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.35 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 2.66 | -2.93 |
| Martin ratioReturn relative to average drawdown | -0.59 | 9.93 | -10.51 |
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 | 6PSC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.23 | 1.92 | -2.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.87 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.52 | -0.26 |
Drawdowns
QDVY.DE vs. 6PSC.DE - Drawdown Comparison
The maximum QDVY.DE drawdown since its inception was -14.81%, smaller than the maximum 6PSC.DE drawdown of -39.52%. Use the drawdown chart below to compare losses from any high point for QDVY.DE and 6PSC.DE.
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Drawdown Indicators
| QDVY.DE | 6PSC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.81% | -39.52% | +24.71% |
Max Drawdown (1Y)Largest decline over 1 year | -5.67% | -8.23% | +2.56% |
Max Drawdown (3Y)Largest decline over 3 years | -14.81% | -15.44% | +0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -14.81% | -17.94% | +3.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.52% | — |
Current DrawdownCurrent decline from peak | -12.65% | -1.23% | -11.42% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -6.73% | +1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.21% | +0.42% |
Volatility
QDVY.DE vs. 6PSC.DE - Volatility Comparison
The current volatility for iShares USD Floating Rate Bond UCITS ETF (QDVY.DE) is 2.20%, while Invesco FTSE RAFI Europe UCITS ETF (6PSC.DE) has a volatility of 3.45%. This indicates that QDVY.DE experiences smaller price fluctuations and is considered to be less risky than 6PSC.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 | 6PSC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.20% | 3.45% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 4.35% | 9.05% | -4.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.84% | 11.39% | -4.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.90% | 14.40% | -6.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.71% | 17.34% | -9.63% |
QDVY.DE vs. 6PSC.DE - Expense Ratio Comparison
QDVY.DE has a 0.10% expense ratio, which is lower than 6PSC.DE's 0.39% expense ratio.
Dividends
QDVY.DE vs. 6PSC.DE - Dividend Comparison
QDVY.DE has not paid dividends to shareholders, while 6PSC.DE's dividend yield for the trailing twelve months is around 2.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
6PSC.DE Invesco FTSE RAFI Europe UCITS ETF | 2.75% | 3.05% | 3.57% | 3.59% | 3.41% | 2.75% | 2.06% | 3.55% | 3.67% | 2.80% | 2.83% | 2.73% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
QDVY.DE and 6PSC.DE have a correlation of -0.19, 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 0.39% for 6PSC.DE.
QDVY.DE is categorized as Corporate Bonds, while 6PSC.DE is Europe Equities. QDVY.DE tracks Bloomberg US Floating Rate Notes 1-5, while 6PSC.DE tracks FTSE RAFI Europe. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.10% for QDVY.DE and 0.39% for 6PSC.DE.
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