EFRN.DE vs. QDVL.DE
EFRN.DE (iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist)) and QDVL.DE (iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)) are both European Corporate Bonds funds from iShares - EFRN.DE tracks the Bloomberg Euro Agg Corp 1-3 Yr TR EUR while QDVL.DE tracks the Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI. Both are passively managed. Over the past 5 years, EFRN.DE returned 2.35%/yr vs 1.61%/yr for QDVL.DE. At a 0.10 correlation, their price movements are largely independent. EFRN.DE charges 0.10%/yr vs 0.12%/yr for QDVL.DE.
Performance
EFRN.DE vs. QDVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EFRN.DE achieves a 0.87% return, which is significantly higher than QDVL.DE's 0.74% return.
EFRN.DE
- 1D
- 0.05%
- 1M
- 0.17%
- YTD
- 0.87%
- 6M
- 1.29%
- 1Y
- 2.55%
- 3Y*
- 3.61%
- 5Y*
- 2.35%
- 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%
EFRN.DE vs. QDVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EFRN.DE iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) | 0.87% | 2.94% | 4.31% | 3.97% | -0.03% | -0.22% | -0.04% | 1.18% | -0.78% |
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% | 0.80% | -0.34% |
Correlation
The correlation between EFRN.DE and QDVL.DE is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jul 3, 2018 | 0.10 |
The correlation between EFRN.DE and QDVL.DE shifts across timeframes, from -0.04 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EFRN.DE vs. QDVL.DE — Risk / Return Rank
EFRN.DE
QDVL.DE
EFRN.DE vs. QDVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.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.
| EFRN.DE | QDVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.93 | ||
| Sortino ratioReturn per unit of downside risk | +1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.33 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 8.25 | 2.08 | +6.17 |
| Martin ratioReturn relative to average drawdown | 32.61 | 8.99 | +23.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EFRN.DE | QDVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.58 | 1.65 | +0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.35 | 1.01 | +1.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.12 | 0.32 | +0.80 |
Drawdowns
EFRN.DE vs. QDVL.DE - Drawdown Comparison
The maximum EFRN.DE drawdown since its inception was -5.68%, smaller than the maximum QDVL.DE drawdown of -8.22%. Use the drawdown chart below to compare losses from any high point for EFRN.DE and QDVL.DE.
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Drawdown Indicators
| EFRN.DE | QDVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.68% | -8.22% | +2.54% |
Max Drawdown (1Y)Largest decline over 1 year | -0.31% | -0.93% | +0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -0.48% | -0.93% | +0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -1.13% | -4.90% | +3.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -8.22% | — |
Current DrawdownCurrent decline from peak | -0.01% | -0.01% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -0.33% | -0.71% | +0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.08% | 0.22% | -0.14% |
Volatility
EFRN.DE vs. QDVL.DE - Volatility Comparison
iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.DE) and iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (QDVL.DE) have volatilities of 0.34% and 0.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFRN.DE | QDVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.34% | 0.34% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 0.80% | 1.02% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.98% | 1.18% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.99% | 1.58% | -0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.35% | 2.86% | -1.51% |
EFRN.DE vs. QDVL.DE - Expense Ratio Comparison
EFRN.DE has a 0.10% expense ratio, which is lower than QDVL.DE's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EFRN.DE vs. QDVL.DE - Dividend Comparison
EFRN.DE's dividend yield for the trailing twelve months is around 2.50%, less than QDVL.DE's 2.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EFRN.DE iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) | 2.50% | 2.88% | 4.22% | 2.93% | 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
EFRN.DE and QDVL.DE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EFRN.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EFRN.DE is cheaper with a 0.10% expense ratio, compared with 0.12% for QDVL.DE.
EFRN.DE tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR, while QDVL.DE tracks Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI. Their fees differ too: 0.10% for EFRN.DE and 0.12% for QDVL.DE.
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