SXRM.DE vs. QDVP.DE
SXRM.DE (iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)) and QDVP.DE (iShares US Mortgage Backed Securities UCITS ETF) are both exchange-traded funds - SXRM.DE is a Government Bonds fund tracking the ICE US Treasury 7-10 Year, while QDVP.DE is a Mortgage Backed Securities fund tracking the Bloomberg US Mortgage Backed Securities Index. Both are passively managed. Over the past 10 years, SXRM.DE returned 0.77%/yr vs 1.09%/yr for QDVP.DE. A 0.53 correlation means they provide meaningful diversification when combined. SXRM.DE charges 0.07%/yr vs 0.28%/yr for QDVP.DE.
Performance
SXRM.DE vs. QDVP.DE - Performance Comparison
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Different Trading Currencies
SXRM.DE is traded in USD, while QDVP.DE is traded in EUR. To make them comparable, the QDVP.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SXRM.DE achieves a -0.65% return, which is significantly lower than QDVP.DE's 0.35% return. Over the past 10 years, SXRM.DE has underperformed QDVP.DE with an annualized return of 0.77%, while QDVP.DE has yielded a comparatively higher 1.09% annualized return.
SXRM.DE
- 1D
- 0.24%
- 1M
- -0.48%
- YTD
- -0.65%
- 6M
- -0.41%
- 1Y
- 3.87%
- 3Y*
- 2.71%
- 5Y*
- -0.94%
- 10Y*
- 0.77%
QDVP.DE
- 1D
- 0.16%
- 1M
- -0.18%
- YTD
- 0.35%
- 6M
- 0.81%
- 1Y
- 6.01%
- 3Y*
- 4.11%
- 5Y*
- 0.12%
- 10Y*
- 1.09%
SXRM.DE vs. QDVP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) | -0.65% | 8.56% | -0.51% | 3.57% | -14.85% | -3.03% | 9.74% | 9.02% | 0.38% | 2.66% |
QDVP.DE iShares US Mortgage Backed Securities UCITS ETF | 0.33% | 8.87% | 0.90% | 3.44% | -11.23% | -1.70% | 3.62% | 6.75% | 0.05% | 2.71% |
Correlation
The correlation between SXRM.DE and QDVP.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since May 30, 2016 | 0.53 |
The correlation between SXRM.DE and QDVP.DE shifts across timeframes, from 0.53 (10 years) to 0.76 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SXRM.DE vs. QDVP.DE — Risk / Return Rank
SXRM.DE
QDVP.DE
SXRM.DE vs. QDVP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.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.
| SXRM.DE | QDVP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.20 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | 2.03 | -1.09 |
| Martin ratioReturn relative to average drawdown | 2.93 | 6.32 | -3.38 |
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
| SXRM.DE | QDVP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.12 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.02 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.17 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.17 | +0.07 |
Drawdowns
SXRM.DE vs. QDVP.DE - Drawdown Comparison
The maximum SXRM.DE drawdown since its inception was -23.31%, which is greater than QDVP.DE's maximum drawdown of -18.19%. Use the drawdown chart below to compare losses from any high point for SXRM.DE and QDVP.DE.
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Drawdown Indicators
| SXRM.DE | QDVP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.31% | -18.19% | -5.12% |
Max Drawdown (1Y)Largest decline over 1 year | -4.02% | -2.96% | -1.06% |
Max Drawdown (3Y)Largest decline over 3 years | -7.24% | -7.69% | +0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -20.90% | -17.58% | -3.32% |
Max Drawdown (10Y)Largest decline over 10 years | -23.31% | -18.19% | -5.12% |
Current DrawdownCurrent decline from peak | -10.40% | -1.59% | -8.81% |
Average DrawdownAverage peak-to-trough decline | -6.91% | -4.47% | -2.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.29% | 0.95% | +0.34% |
Volatility
SXRM.DE vs. QDVP.DE - Volatility Comparison
iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) has a higher volatility of 1.83% compared to iShares US Mortgage Backed Securities UCITS ETF (QDVP.DE) at 1.39%. This indicates that SXRM.DE's price experiences larger fluctuations and is considered to be riskier than QDVP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRM.DE | QDVP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.83% | 1.39% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 3.40% | 3.79% | -0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.64% | 5.40% | -0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.37% | 7.61% | -0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.30% | 6.43% | -0.13% |
SXRM.DE vs. QDVP.DE - Expense Ratio Comparison
SXRM.DE has a 0.07% expense ratio, which is lower than QDVP.DE's 0.28% expense ratio.
Dividends
SXRM.DE vs. QDVP.DE - Dividend Comparison
SXRM.DE has not paid dividends to shareholders, while QDVP.DE's dividend yield for the trailing twelve months is around 3.58%.
| 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% |
SXRM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SXRM.DE and QDVP.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRM.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRM.DE is cheaper with a 0.07% expense ratio, compared with 0.28% for QDVP.DE.
SXRM.DE is categorized as Government Bonds, while QDVP.DE is Mortgage Backed Securities. SXRM.DE tracks ICE US Treasury 7-10 Year, while QDVP.DE tracks Bloomberg US Mortgage Backed Securities Index. Their fees differ too: 0.07% for SXRM.DE and 0.28% for QDVP.DE.
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