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We study composition series of derived module categories in the sense of Angeleri Hügel, König & Liu for quasi-hereditary algebras. More precisely, we show that having a composition series with all factors being derived categories of vector spaces does not characterise derived categories of quasi-hereditay algebras. This gives a negative answer to a question of Liu & Yang and the proof also confirms part of a conjecture of Bobinski & Malicki. In another direction, we show that derived categories of quasi-hereditary algebras can have composition series with lots of different lengths and composition factors. In other words, there is no Jordan–Hölder property for composition series of derived categories of quasi-hereditary algebras.