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

Performance

QDVY.DE vs. XZBU.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 Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.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 lower than XZBU.DE's 1.33% 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*

XZBU.DE

1D
0.15%
1M
1.09%
YTD
1.33%
6M
0.54%
1Y
3.92%
3Y*
2.09%
5Y*
0.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVY.DE vs. XZBU.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%-3.50%
XZBU.DE
Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C
1.33%-3.98%6.63%5.34%-13.42%6.21%-1.19%

Correlation

The correlation between QDVY.DE and XZBU.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

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

0.44

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

0.44

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2020

0.47

The correlation between QDVY.DE and XZBU.DE has been stable across timeframes, ranging from 0.44 to 0.52 - a consistent structural relationship.

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Return for Risk

QDVY.DE vs. XZBU.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

XZBU.DE
XZBU.DE Risk / Return Rank: 1919
Overall Rank
XZBU.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
XZBU.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
XZBU.DE Omega Ratio Rank: 1717
Omega Ratio Rank
XZBU.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
XZBU.DE Martin Ratio Rank: 2020
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. XZBU.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 Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.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.DEXZBU.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

0.97

1.10

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.27

0.91

-1.18

Martin ratioReturn relative to average drawdown

-0.59

2.28

-2.87

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

The current QDVY.DE Sharpe Ratio is -0.23, which is lower than the XZBU.DE Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of QDVY.DE and XZBU.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.DEXZBU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.23

0.55

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.07

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

-0.01

+0.28

Drawdowns

QDVY.DE vs. XZBU.DE - Drawdown Comparison

The maximum QDVY.DE drawdown since its inception was -14.81%, smaller than the maximum XZBU.DE drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for QDVY.DE and XZBU.DE.


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Drawdown Indicators


QDVY.DEXZBU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.81%

-17.79%

+2.98%

Max Drawdown (1Y)

Largest decline over 1 year

-5.67%

-3.73%

-1.94%

Max Drawdown (3Y)

Largest decline over 3 years

-14.81%

-12.28%

-2.53%

Max Drawdown (5Y)

Largest decline over 5 years

-14.81%

-17.79%

+2.98%

Current Drawdown

Current decline from peak

-12.65%

-6.99%

-5.66%

Average Drawdown

Average peak-to-trough decline

-5.01%

-7.99%

+2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

1.48%

+1.15%

Volatility

QDVY.DE vs. XZBU.DE - Volatility Comparison

iShares USD Floating Rate Bond UCITS ETF (QDVY.DE) has a higher volatility of 2.20% compared to Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.DE) at 1.25%. This indicates that QDVY.DE's price experiences larger fluctuations and is considered to be riskier than XZBU.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.DEXZBU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

1.25%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

4.35%

4.28%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

6.84%

6.18%

+0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.90%

9.15%

-1.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.71%

8.95%

-1.24%

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

QDVY.DE has a 0.10% expense ratio, which is lower than XZBU.DE's 0.16% 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. XZBU.DE - Dividend Comparison

Neither QDVY.DE nor XZBU.DE has paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
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%
XZBU.DE
Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QDVY.DE and XZBU.DE have a correlation of 0.52, 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 0.16% for XZBU.DE.

QDVY.DE tracks Bloomberg US Floating Rate Notes 1-5, while XZBU.DE tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.10% for QDVY.DE and 0.16% for XZBU.DE.

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