Deep ultra-violet (DUV) light emitting diodes (LED) are expected to be the next generation of UV sources, offering significant advantages such as compactness, low consumption and long lifetimes. Yet, improvements of their performances are still required and the potential of AlyGa1-yN quantum dots as DUV emitters is investigated in this study. Using a stress induced growth mode transition, quantum dots (QD) are spontaneously formed on Al0.7Ga0.3N/AlN heterostructures grown on sapphire substrates by molecular beam epitaxy. By increasing the QD Al composition, a large shift of the QD photoluminescence in the UV range is observed, going from an emission in the near UV for GaN QD down to the UVC region for Al0.4Ga0.6N QD. A similar behavior is observed for electroluminescence (EL) measurements performed on LED structures and an emission ranging from the UVA (320-340 nm) down to the UVC (265-280 nm) has been obtained. The main performances of Al0.7Ga0.3N based QD LED are presented in terms of electrical and optical characteristics. In particular, the emission dependence on the input current density, including the emitted wavelength, the optical power and the external quantum efficiency are shown and discussed.