PortfoliosLab logoPortfoliosLab logo
ECR3.DE vs. QDVL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ECR3.DE vs. QDVL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF (ECR3.DE) and iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (QDVL.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ECR3.DE achieves a 0.60% return, which is significantly lower than QDVL.DE's 0.74% return.


ECR3.DE

1D
0.04%
1M
0.24%
YTD
0.60%
6M
0.69%
1Y
1.99%
3Y*
3.72%
5Y*
1.57%
10Y*

QDVL.DE

1D
0.04%
1M
0.17%
YTD
0.74%
6M
0.78%
1Y
1.97%
3Y*
3.75%
5Y*
1.61%
10Y*
0.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECR3.DE vs. QDVL.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ECR3.DE
Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF
0.60%2.97%4.19%4.18%-3.69%-0.14%0.37%0.00%
QDVL.DE
iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)
0.74%2.81%4.24%4.30%-3.63%-0.34%0.56%-0.06%

Correlation

The correlation between ECR3.DE and QDVL.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

0.60

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

0.62

Correlation (All Time)
Calculated using the full available price history since Dec 30, 2019

0.53

The correlation between ECR3.DE and QDVL.DE shifts across timeframes, from 0.52 (1 year) to 0.62 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ECR3.DE vs. QDVL.DE — Risk / Return Rank

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

ECR3.DE
ECR3.DE Risk / Return Rank: 5656
Overall Rank
ECR3.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ECR3.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
ECR3.DE Omega Ratio Rank: 6666
Omega Ratio Rank
ECR3.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
ECR3.DE Martin Ratio Rank: 5353
Martin Ratio Rank

QDVL.DE
QDVL.DE Risk / Return Rank: 5151
Overall Rank
QDVL.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
QDVL.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
QDVL.DE Omega Ratio Rank: 5555
Omega Ratio Rank
QDVL.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
QDVL.DE Martin Ratio Rank: 5353
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.

ECR3.DE vs. QDVL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF (ECR3.DE) and iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (QDVL.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.


ECR3.DEQDVL.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.39

1.33

+0.06

Calmar ratioReturn relative to maximum drawdown

2.16

2.08

+0.08

Martin ratioReturn relative to average drawdown

8.95

8.99

-0.04

ECR3.DE vs. QDVL.DE - Sharpe Ratio Comparison

The current ECR3.DE Sharpe Ratio is 1.79, which is comparable to the QDVL.DE Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of ECR3.DE and QDVL.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.


Loading charts...

Sharpe Ratios by Period


ECR3.DEQDVL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.65

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

1.01

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.32

+0.49

Drawdowns

ECR3.DE vs. QDVL.DE - Drawdown Comparison

The maximum ECR3.DE drawdown since its inception was -5.04%, smaller than the maximum QDVL.DE drawdown of -8.22%. Use the drawdown chart below to compare losses from any high point for ECR3.DE and QDVL.DE.


Loading charts...

Drawdown Indicators


ECR3.DEQDVL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-5.04%

-8.22%

+3.18%

Max Drawdown (1Y)

Largest decline over 1 year

-0.88%

-0.93%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-0.88%

-0.93%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-5.04%

-4.90%

-0.14%

Max Drawdown (10Y)

Largest decline over 10 years

-8.22%

Current Drawdown

Current decline from peak

-0.10%

-0.01%

-0.09%

Average Drawdown

Average peak-to-trough decline

-1.05%

-0.71%

-0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

0.22%

-0.01%

Volatility

ECR3.DE vs. QDVL.DE - Volatility Comparison

Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF (ECR3.DE) has a higher volatility of 0.38% compared to iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (QDVL.DE) at 0.34%. This indicates that ECR3.DE's price experiences larger fluctuations and is considered to be riskier than QDVL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ECR3.DEQDVL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.38%

0.34%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

0.96%

1.02%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

1.06%

1.18%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.39%

1.58%

-0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.74%

2.86%

-1.12%

ECR3.DE vs. QDVL.DE - Expense Ratio Comparison

Both ECR3.DE and QDVL.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

ECR3.DE vs. QDVL.DE - Dividend Comparison

ECR3.DE has not paid dividends to shareholders, while QDVL.DE's dividend yield for the trailing twelve months is around 2.91%.


PositionTTM2025202420232022202120202019201820172016
ECR3.DE
Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QDVL.DE
iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)
2.91%3.04%2.95%1.95%0.31%0.13%0.23%0.27%0.13%0.12%0.17%

Frequently Asked Questions


ECR3.DE and QDVL.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.

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ECR3.DE and QDVL.DE have the same expense ratio: 0.12% per year.

ECR3.DE tracks Bloomberg MSCI Euro Corporate ESG BB+ Sustainability SRI 0-3 Year, while QDVL.DE tracks Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI. They also come from different issuers: Amundi and iShares.

Portfolio Optimizer

Find the right allocation for ECR3.DE and QDVL.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer