SNA2.DE vs. QDVP.DE
SNA2.DE (iShares USD Treasury Bond UCITS ETF USD Dist) and QDVP.DE (iShares US Mortgage Backed Securities UCITS ETF) are both exchange-traded funds - SNA2.DE is a Government Bonds fund tracking the ICE US Treasury Core Bond, while QDVP.DE is a Mortgage Backed Securities fund tracking the Bloomberg US Mortgage Backed Securities Index. Both are passively managed. Over the past 5 years, SNA2.DE returned 0.24%/yr vs 1.05%/yr for QDVP.DE. Their correlation of 0.86 suggests significant overlap in exposure. SNA2.DE charges 0.07%/yr vs 0.28%/yr for QDVP.DE.
Performance
SNA2.DE vs. QDVP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SNA2.DE achieves a 0.82% return, which is significantly lower than QDVP.DE's 1.51% return.
SNA2.DE
- 1D
- 0.08%
- 1M
- 0.93%
- YTD
- 0.82%
- 6M
- 0.09%
- 1Y
- 1.39%
- 3Y*
- -0.30%
- 5Y*
- 0.24%
- 10Y*
- —
QDVP.DE
- 1D
- 0.04%
- 1M
- 0.99%
- YTD
- 1.51%
- 6M
- 1.08%
- 1Y
- 4.47%
- 3Y*
- 1.34%
- 5Y*
- 1.05%
- 10Y*
- 0.86%
SNA2.DE vs. QDVP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SNA2.DE iShares USD Treasury Bond UCITS ETF USD Dist | 0.82% | -5.92% | 6.08% | 0.13% | -6.90% | 5.64% | -2.06% | -3.72% |
QDVP.DE iShares US Mortgage Backed Securities UCITS ETF | 1.51% | -3.56% | 7.02% | 0.27% | -6.06% | 6.72% | -5.61% | -1.42% |
Correlation
The correlation between SNA2.DE and QDVP.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Sep 3, 2019 | 0.86 |
The correlation between SNA2.DE and QDVP.DE has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.
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Return for Risk
SNA2.DE vs. QDVP.DE — Risk / Return Rank
SNA2.DE
QDVP.DE
SNA2.DE vs. QDVP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond UCITS ETF USD Dist (SNA2.DE) and iShares US Mortgage Backed Securities UCITS ETF (QDVP.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.
| SNA2.DE | QDVP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.14 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | 1.23 | -0.95 |
| Martin ratioReturn relative to average drawdown | 0.65 | 3.10 | -2.45 |
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
| SNA2.DE | QDVP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.20 | 0.75 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.13 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.12 | 0.09 | -0.21 |
Drawdowns
SNA2.DE vs. QDVP.DE - Drawdown Comparison
The maximum SNA2.DE drawdown since its inception was -17.70%, which is greater than QDVP.DE's maximum drawdown of -16.57%. Use the drawdown chart below to compare losses from any high point for SNA2.DE and QDVP.DE.
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Drawdown Indicators
| SNA2.DE | QDVP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.70% | -16.57% | -1.13% |
Max Drawdown (1Y)Largest decline over 1 year | -3.97% | -3.46% | -0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -11.19% | -11.15% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -13.01% | -14.91% | +1.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.57% | — |
Current DrawdownCurrent decline from peak | -14.15% | -7.63% | -6.52% |
Average DrawdownAverage peak-to-trough decline | -11.16% | -7.72% | -3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.69% | 1.37% | +0.32% |
Volatility
SNA2.DE vs. QDVP.DE - Volatility Comparison
iShares USD Treasury Bond UCITS ETF USD Dist (SNA2.DE) and iShares US Mortgage Backed Securities UCITS ETF (QDVP.DE) have volatilities of 0.96% and 0.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNA2.DE | QDVP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.96% | 0.92% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 3.78% | 4.07% | -0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.49% | 5.62% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.06% | 8.15% | -0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.95% | 7.56% | +0.39% |
SNA2.DE vs. QDVP.DE - Expense Ratio Comparison
SNA2.DE has a 0.07% expense ratio, which is lower than QDVP.DE's 0.28% expense ratio.
Dividends
SNA2.DE vs. QDVP.DE - Dividend Comparison
SNA2.DE's dividend yield for the trailing twelve months is around 3.50%, less than QDVP.DE's 3.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
QDVP.DE iShares US Mortgage Backed Securities UCITS ETF | 3.58% | 3.63% | 3.51% | 3.27% | 2.45% | 2.19% | 2.69% | 2.99% | 3.03% | 3.04% | 1.54% |
SNA2.DE iShares USD Treasury Bond UCITS ETF USD Dist | 3.50% | 3.74% | 3.48% | 3.07% | 1.40% | 0.72% | 1.32% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, SNA2.DE and QDVP.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SNA2.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SNA2.DE is cheaper with a 0.07% expense ratio, compared with 0.28% for QDVP.DE.
SNA2.DE is categorized as Government Bonds, while QDVP.DE is Mortgage Backed Securities. SNA2.DE tracks ICE US Treasury Core Bond, while QDVP.DE tracks Bloomberg US Mortgage Backed Securities Index. Their fees differ too: 0.07% for SNA2.DE and 0.28% for QDVP.DE.
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