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QDVY.DE vs. LYEB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVY.DE vs. LYEB.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 Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.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 5.04% return, which is significantly higher than LYEB.DE's 0.37% return.


QDVY.DE

1D
0.00%
1M
1.61%
6M
3.59%
YTD
5.04%
1Y
5.96%
3Y*
4.93%
5Y*
4.99%
10Y*

LYEB.DE

1D
-0.03%
1M
-0.53%
6M
-0.03%
YTD
0.37%
1Y
1.15%
3Y*
4.04%
5Y*
-0.29%
10Y*
0.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVY.DE vs. LYEB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QDVY.DE
iShares USD Floating Rate Bond UCITS ETF
5.04%-6.57%12.71%2.90%7.46%9.00%-8.10%6.74%5.86%-15.81%
LYEB.DE
Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc)
0.37%2.75%4.14%7.04%-13.33%-1.08%2.45%6.00%-1.38%1.29%

Correlation

The correlation between QDVY.DE and LYEB.DE is -0.26, 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

-0.26

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

-0.13

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

-0.15

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2017

-0.06

Over the past year, the inverse relationship between QDVY.DE and LYEB.DE has strengthened: their correlation has moved from -0.06 to -0.26, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

QDVY.DE vs. LYEB.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: 3737
Overall Rank
QDVY.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
QDVY.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
QDVY.DE Omega Ratio Rank: 3232
Omega Ratio Rank
QDVY.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
QDVY.DE Martin Ratio Rank: 3737
Martin Ratio Rank

LYEB.DE
LYEB.DE Risk / Return Rank: 1717
Overall Rank
LYEB.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
LYEB.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
LYEB.DE Omega Ratio Rank: 1515
Omega Ratio Rank
LYEB.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
LYEB.DE Martin Ratio Rank: 1919
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. LYEB.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 Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

+0.62

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.18

1.07

+0.11

Calmar ratioReturn relative to maximum drawdown

1.85

0.43

+1.42

Martin ratioReturn relative to average drawdown

4.49

1.40

+3.09

QDVY.DE vs. LYEB.DE - Sharpe Ratio Comparison

The current QDVY.DE Sharpe Ratio is 0.99, which is higher than the LYEB.DE Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of QDVY.DE and LYEB.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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Drawdowns

QDVY.DE vs. LYEB.DE - Drawdown Comparison

The maximum QDVY.DE drawdown since its inception was -19.19%, which is greater than LYEB.DE's maximum drawdown of -17.06%. Use the drawdown chart below to compare losses from any high point for QDVY.DE and LYEB.DE.


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Drawdown Indicators


QDVY.DELYEB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.19%

-17.06%

-2.13%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

-2.67%

-0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-11.29%

-2.67%

-8.62%

Max Drawdown (5Y)

Largest decline over 5 years

-11.29%

-17.06%

+5.77%

Max Drawdown (10Y)

Largest decline over 10 years

-17.06%

Current Drawdown

Current decline from peak

-4.24%

-2.02%

-2.22%

Average Drawdown

Average peak-to-trough decline

-7.34%

-2.74%

-4.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.32%

0.82%

+0.50%

Volatility

QDVY.DE vs. LYEB.DE - Volatility Comparison

iShares USD Floating Rate Bond UCITS ETF (QDVY.DE) has a higher volatility of 1.50% compared to Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.DE) at 0.84%. This indicates that QDVY.DE's price experiences larger fluctuations and is considered to be riskier than LYEB.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.DELYEB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

0.84%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

4.35%

2.69%

+1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

6.07%

3.06%

+3.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.84%

4.35%

+3.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.01%

4.32%

+4.69%

QDVY.DE vs. LYEB.DE - Expense Ratio Comparison

QDVY.DE has a 0.10% expense ratio, which is lower than LYEB.DE's 0.14% 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. LYEB.DE - Dividend Comparison

QDVY.DE's dividend yield for the trailing twelve months is around 4.61%, while LYEB.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
LYEB.DE
Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (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
4.61%5.18%5.89%5.61%1.50%0.57%1.75%2.94%2.20%0.47%

Frequently Asked Questions


QDVY.DE and LYEB.DE have a correlation of -0.26, 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 0.14% for LYEB.DE.

QDVY.DE tracks Bloomberg US Floating Rate Notes 1-5, while LYEB.DE tracks Bloomberg MSCI Euro Corporate Paris Aligned Green Tilted Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for QDVY.DE and 0.14% for LYEB.DE.

Portfolio Optimizer

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