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

Performance

XZBU.DE vs. QDVY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.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, XZBU.DE achieves a 1.33% return, which is significantly higher than QDVY.DE's 0.88% return.


XZBU.DE

1D
0.15%
1M
1.09%
YTD
1.33%
6M
0.54%
1Y
3.92%
3Y*
2.09%
5Y*
0.68%
10Y*

QDVY.DE

1D
-0.14%
1M
-0.63%
YTD
0.88%
6M
0.12%
1Y
-1.37%
3Y*
-0.58%
5Y*
3.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
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%
QDVY.DE
iShares USD Floating Rate Bond UCITS ETF
0.88%-11.19%9.21%2.97%7.53%8.93%-3.50%

Correlation

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

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Return for Risk

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

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

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

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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.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.


XZBU.DEQDVY.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

1.10

0.97

+0.13

Calmar ratioReturn relative to maximum drawdown

0.91

-0.27

+1.18

Martin ratioReturn relative to average drawdown

2.28

-0.59

+2.87

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

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


XZBU.DEQDVY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

-0.23

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.39

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.27

-0.28

Drawdowns

XZBU.DE vs. QDVY.DE - Drawdown Comparison

The maximum XZBU.DE drawdown since its inception was -17.79%, 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 XZBU.DE and QDVY.DE.


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Drawdown Indicators


XZBU.DEQDVY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.79%

-14.81%

-2.98%

Max Drawdown (1Y)

Largest decline over 1 year

-3.73%

-5.67%

+1.94%

Max Drawdown (3Y)

Largest decline over 3 years

-12.28%

-14.81%

+2.53%

Max Drawdown (5Y)

Largest decline over 5 years

-17.79%

-14.81%

-2.98%

Current Drawdown

Current decline from peak

-6.99%

-12.65%

+5.66%

Average Drawdown

Average peak-to-trough decline

-7.99%

-5.01%

-2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.48%

2.63%

-1.15%

Volatility

XZBU.DE vs. QDVY.DE - Volatility Comparison

The current volatility for Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.DE) is 1.25%, while iShares USD Floating Rate Bond UCITS ETF (QDVY.DE) has a volatility of 2.20%. This indicates that XZBU.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


XZBU.DEQDVY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

2.20%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

4.28%

4.35%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

6.18%

6.84%

-0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.15%

7.90%

+1.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.95%

7.71%

+1.24%

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

XZBU.DE has a 0.16% expense ratio, which is higher than QDVY.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XZBU.DE vs. QDVY.DE - Dividend Comparison

Neither XZBU.DE nor QDVY.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


XZBU.DE and QDVY.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.

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

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