EFQ8.DE vs. QDVL.DE
EFQ8.DE (Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF) and QDVL.DE (iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)) are both European Corporate Bonds funds - EFQ8.DE tracks the iBoxx® EUR Liquid Non-Financials Diversified while QDVL.DE tracks the Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI. Both are passively managed. Over the past 10 years, EFQ8.DE returned 0.12%/yr vs 0.89%/yr for QDVL.DE. At a 0.36 correlation, their price movements are largely independent. EFQ8.DE charges 0.20%/yr vs 0.12%/yr for QDVL.DE.
Performance
EFQ8.DE vs. QDVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EFQ8.DE achieves a -0.06% return, which is significantly lower than QDVL.DE's 0.99% return. Over the past 10 years, EFQ8.DE has underperformed QDVL.DE with an annualized return of 0.12%, while QDVL.DE has yielded a comparatively higher 0.89% annualized return.
EFQ8.DE
- 1D
- 0.00%
- 1M
- -0.94%
- 6M
- -0.55%
- YTD
- -0.06%
- 1Y
- 0.66%
- 3Y*
- 3.44%
- 5Y*
- -1.07%
- 10Y*
- 0.12%
QDVL.DE
- 1D
- 0.20%
- 1M
- -0.00%
- 6M
- 0.59%
- YTD
- 0.99%
- 1Y
- 1.70%
- 3Y*
- 3.66%
- 5Y*
- 1.63%
- 10Y*
- 0.89%
EFQ8.DE vs. QDVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFQ8.DE Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF | -0.06% | 2.57% | 2.98% | 7.44% | -15.12% | -1.44% | 2.82% | 7.39% | -2.10% | 1.39% |
QDVL.DE iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) | 0.99% | 2.86% | 4.05% | 4.32% | -3.50% | -0.47% | 0.63% | 0.88% | -0.67% | 0.12% |
Correlation
The correlation between EFQ8.DE and QDVL.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jan 7, 2016 | 0.36 |
The correlation between EFQ8.DE and QDVL.DE shifts across timeframes, from 0.36 (all time) to 0.48 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EFQ8.DE vs. QDVL.DE — Risk / Return Rank
EFQ8.DE
QDVL.DE
EFQ8.DE vs. QDVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF (EFQ8.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EFQ8.DE | QDVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.26 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.21 | 2.11 | -1.90 |
| Martin ratioReturn relative to average drawdown | 0.61 | 7.75 | -7.14 |
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Drawdowns
EFQ8.DE vs. QDVL.DE - Drawdown Comparison
The maximum EFQ8.DE drawdown since its inception was -19.42%, which is greater than QDVL.DE's maximum drawdown of -8.18%. Use the drawdown chart below to compare losses from any high point for EFQ8.DE and QDVL.DE.
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Drawdown Indicators
| EFQ8.DE | QDVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.42% | -8.18% | -11.24% |
Max Drawdown (1Y)Largest decline over 1 year | -3.12% | -0.80% | -2.32% |
Max Drawdown (3Y)Largest decline over 3 years | -3.12% | -0.80% | -2.32% |
Max Drawdown (5Y)Largest decline over 5 years | -19.42% | -4.91% | -14.51% |
Max Drawdown (10Y)Largest decline over 10 years | -19.42% | -8.18% | -11.24% |
Current DrawdownCurrent decline from peak | -5.98% | -0.20% | -5.78% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -0.72% | -3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 0.22% | +0.85% |
Volatility
EFQ8.DE vs. QDVL.DE - Volatility Comparison
Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF (EFQ8.DE) has a higher volatility of 1.01% compared to iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (QDVL.DE) at 0.66%. This indicates that EFQ8.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.
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Volatility by Period
| EFQ8.DE | QDVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 0.66% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 3.51% | 1.41% | +2.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.08% | 1.74% | +2.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.90% | 2.03% | +3.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.36% | 3.10% | +2.26% |
EFQ8.DE vs. QDVL.DE - Expense Ratio Comparison
EFQ8.DE has a 0.20% expense ratio, which is higher than QDVL.DE's 0.12% 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
EFQ8.DE vs. QDVL.DE - Dividend Comparison
EFQ8.DE's dividend yield for the trailing twelve months is around 3.57%, more than QDVL.DE's 2.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFQ8.DE Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF | 3.57% | 3.18% | 2.61% | 2.33% | 1.18% | 0.92% | 0.90% | 0.96% | 0.67% | 1.17% | 1.70% | 2.59% |
QDVL.DE iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) | 2.91% | 3.04% | 2.95% | 1.94% | 0.31% | 0.13% | 0.23% | 0.27% | 0.13% | 0.12% | 0.17% | 0.00% |
Frequently Asked Questions
EFQ8.DE and QDVL.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVL.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVL.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for EFQ8.DE.
EFQ8.DE tracks iBoxx® EUR Liquid Non-Financials Diversified, while QDVL.DE tracks Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI. They also come from different issuers: Deka and iShares. Their fees differ too: 0.20% for EFQ8.DE and 0.12% for QDVL.DE.
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