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

Performance

VGTY.DE vs. QDVY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) and iShares USD Floating Rate Bond UCITS ETF (QDVY.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, VGTY.DE achieves a 0.80% return, which is significantly lower than QDVY.DE's 0.88% return.


VGTY.DE

1D
0.08%
1M
0.76%
YTD
0.80%
6M
0.01%
1Y
1.03%
3Y*
-0.33%
5Y*
0.20%
10Y*

QDVY.DE

1D
-0.14%
1M
-1.01%
YTD
0.88%
6M
0.27%
1Y
-1.55%
3Y*
-0.58%
5Y*
3.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
VGTY.DE
Vanguard USD Treasury Bond UCITS ETF Distributing
0.80%-5.99%6.16%0.04%-6.98%5.64%-2.09%9.36%5.00%-2.11%
QDVY.DE
iShares USD Floating Rate Bond UCITS ETF
0.88%-11.19%9.21%2.97%7.53%8.93%-8.09%6.69%5.99%-2.24%

Correlation

The correlation between VGTY.DE and QDVY.DE is 0.76, 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

0.76

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

0.69

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

0.68

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.72

The correlation between VGTY.DE and QDVY.DE has been stable across timeframes, ranging from 0.68 to 0.76 - a consistent structural relationship.

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Return for Risk

VGTY.DE vs. QDVY.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VGTY.DE
VGTY.DE Risk / Return Rank: 1212
Overall Rank
VGTY.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
VGTY.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
VGTY.DE Omega Ratio Rank: 1111
Omega Ratio Rank
VGTY.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
VGTY.DE Martin Ratio Rank: 1212
Martin Ratio Rank

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
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.

VGTY.DE vs. QDVY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) and iShares USD Floating Rate Bond UCITS ETF (QDVY.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.


VGTY.DEQDVY.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.55

Omega ratioGain probability vs. loss probability

1.04

0.97

+0.07

Calmar ratioReturn relative to maximum drawdown

0.25

-0.27

+0.52

Martin ratioReturn relative to average drawdown

0.62

-0.59

+1.20

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

The current VGTY.DE Sharpe Ratio is 0.19, which is higher than the QDVY.DE Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of VGTY.DE and QDVY.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


VGTY.DEQDVY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.19

-0.23

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.39

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.27

-0.14

Drawdowns

VGTY.DE vs. QDVY.DE - Drawdown Comparison

The maximum VGTY.DE drawdown since its inception was -17.97%, which is greater than QDVY.DE's maximum drawdown of -14.81%. Use the drawdown chart below to compare losses from any high point for VGTY.DE and QDVY.DE.


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Drawdown Indicators


VGTY.DEQDVY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.97%

-14.81%

-3.16%

Max Drawdown (1Y)

Largest decline over 1 year

-4.08%

-5.67%

+1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-11.23%

-14.81%

+3.58%

Max Drawdown (5Y)

Largest decline over 5 years

-13.16%

-14.81%

+1.65%

Current Drawdown

Current decline from peak

-14.45%

-12.65%

-1.80%

Average Drawdown

Average peak-to-trough decline

-9.48%

-5.01%

-4.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

2.63%

-0.96%

Volatility

VGTY.DE vs. QDVY.DE - Volatility Comparison

The current volatility for Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) is 0.85%, while iShares USD Floating Rate Bond UCITS ETF (QDVY.DE) has a volatility of 2.20%. This indicates that VGTY.DE experiences smaller price fluctuations and is considered to be less risky than QDVY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGTY.DEQDVY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

2.20%

-1.35%

Volatility (6M)

Calculated over the trailing 6-month period

3.73%

4.35%

-0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

5.44%

6.84%

-1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.99%

7.90%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.63%

7.71%

-0.08%

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

VGTY.DE has a 0.05% expense ratio, which is lower than QDVY.DE's 0.10% 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

VGTY.DE vs. QDVY.DE - Dividend Comparison

VGTY.DE's dividend yield for the trailing twelve months is around 3.65%, while QDVY.DE has not 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%
VGTY.DE
Vanguard USD Treasury Bond UCITS ETF Distributing
3.65%3.99%3.65%3.21%2.05%0.99%1.48%2.10%1.94%0.26%

Frequently Asked Questions


VGTY.DE and QDVY.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGTY.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGTY.DE is cheaper with a 0.05% expense ratio, compared with 0.10% for QDVY.DE.

VGTY.DE is categorized as Government Bonds, while QDVY.DE is Corporate Bonds. VGTY.DE tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index, while QDVY.DE tracks Bloomberg US Floating Rate Notes 1-5. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for VGTY.DE and 0.10% for QDVY.DE.

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