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QDVY.DE vs. NATO.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVY.DE vs. NATO.L - 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 HANetf Future of Defence UCITS ETF - Accumulating (NATO.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

QDVY.DE is traded in EUR, while NATO.L is traded in USD. To make them comparable, the NATO.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, QDVY.DE achieves a 5.28% return, which is significantly lower than NATO.L's 8.39% return.


QDVY.DE

1D
0.00%
1M
2.55%
YTD
5.28%
6M
5.53%
1Y
7.68%
3Y*
4.24%
5Y*
5.28%
10Y*

NATO.L

1D
0.00%
1M
-3.51%
YTD
8.39%
6M
7.42%
1Y
10.50%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVY.DE vs. NATO.L - Yearly Performance Comparison


2026 (YTD)202520242023
QDVY.DE
iShares USD Floating Rate Bond UCITS ETF
5.28%-6.57%12.71%1.72%
NATO.L
HANetf Future of Defence UCITS ETF - Accumulating
8.39%36.45%40.70%15.33%

Correlation

The correlation between QDVY.DE and NATO.L is 0.10, 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

0.10

Correlation (All Time)
Calculated using the full available price history since Jul 3, 2023

0.10

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Return for Risk

QDVY.DE vs. NATO.L — 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: 4343
Overall Rank
QDVY.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
QDVY.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
QDVY.DE Omega Ratio Rank: 3939
Omega Ratio Rank
QDVY.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
QDVY.DE Martin Ratio Rank: 4040
Martin Ratio Rank

NATO.L
NATO.L Risk / Return Rank: 1414
Overall Rank
NATO.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
NATO.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
NATO.L Omega Ratio Rank: 1313
Omega Ratio Rank
NATO.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
NATO.L Martin Ratio Rank: 1515
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. NATO.L - 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 HANetf Future of Defence UCITS ETF - Accumulating (NATO.L). 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.DENATO.LDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

1.23

1.10

+0.13

Calmar ratioReturn relative to maximum drawdown

2.38

0.84

+1.54

Martin ratioReturn relative to average drawdown

5.76

1.86

+3.90

QDVY.DE vs. NATO.L - Sharpe Ratio Comparison

The current QDVY.DE Sharpe Ratio is 1.26, which is higher than the NATO.L Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of QDVY.DE and NATO.L, 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. NATO.L - Drawdown Comparison

The maximum QDVY.DE drawdown since its inception was -19.19%, which is greater than NATO.L's maximum drawdown of -13.59%. Use the drawdown chart below to compare losses from any high point for QDVY.DE and NATO.L.


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Drawdown Indicators


QDVY.DENATO.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.19%

-13.59%

-5.60%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

-12.37%

+9.16%

Max Drawdown (3Y)

Largest decline over 3 years

-11.29%

Max Drawdown (5Y)

Largest decline over 5 years

-11.29%

Current Drawdown

Current decline from peak

-4.03%

-6.96%

+2.93%

Average Drawdown

Average peak-to-trough decline

-7.37%

-2.56%

-4.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

5.63%

-4.30%

Volatility

QDVY.DE vs. NATO.L - Volatility Comparison

The current volatility for iShares USD Floating Rate Bond UCITS ETF (QDVY.DE) is 1.84%, while HANetf Future of Defence UCITS ETF - Accumulating (NATO.L) has a volatility of 5.28%. This indicates that QDVY.DE experiences smaller price fluctuations and is considered to be less risky than NATO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVY.DENATO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.84%

5.28%

-3.44%

Volatility (6M)

Calculated over the trailing 6-month period

4.29%

16.43%

-12.14%

Volatility (1Y)

Calculated over the trailing 1-year period

6.10%

20.82%

-14.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.83%

19.30%

-11.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.03%

19.30%

-10.27%

QDVY.DE vs. NATO.L - Expense Ratio Comparison

QDVY.DE has a 0.10% expense ratio, which is lower than NATO.L's 0.49% expense ratio.


Dividends

QDVY.DE vs. NATO.L - Dividend Comparison

QDVY.DE's dividend yield for the trailing twelve months is around 4.60%, while NATO.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
NATO.L
HANetf Future of Defence UCITS ETF - Accumulating
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
4.60%5.18%5.89%5.61%1.50%0.57%1.75%2.94%2.20%0.47%

Frequently Asked Questions


QDVY.DE and NATO.L have a correlation of 0.10, 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 0.49% for NATO.L.

QDVY.DE is categorized as Corporate Bonds, while NATO.L is Aerospace & Defense. QDVY.DE tracks Bloomberg US Floating Rate Notes 1-5, while NATO.L tracks EQM Future of Defence Index. They also come from different issuers: iShares and HANetf. Their fees differ too: 0.10% for QDVY.DE and 0.49% for NATO.L.

Portfolio Optimizer

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