EL49.DE vs. QDVL.DE

Last updated Apr 3, 2026

Compare and contrast key facts about Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.DE) and iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (QDVL.DE).

EL49.DE and QDVL.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EL49.DE is a passively managed fund by Deka that tracks the performance of the iBoxx® EUR Liquid Corporates Diversified. It was launched on Feb 17, 2010. QDVL.DE is a passively managed fund by iShares that tracks the performance of the Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI. It was launched on Jan 7, 2016. Both EL49.DE and QDVL.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EL49.DE vs. QDVL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.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.

EL49.DE vs. QDVL.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EL49.DE Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF	-0.66%	2.66%	4.06%	7.13%	-13.01%	-1.51%	1.80%	5.80%	-1.28%	0.93%
QDVL.DE iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)	-0.07%	2.81%	4.24%	4.30%	-3.56%	-0.41%	0.56%	0.80%	-0.61%	0.14%

Returns By Period

In the year-to-date period, EL49.DE achieves a -0.66% return, which is significantly lower than QDVL.DE's -0.07% return. Over the past 10 years, EL49.DE has underperformed QDVL.DE with an annualized return of 0.54%, while QDVL.DE has yielded a comparatively higher 0.82% annualized return.

EL49.DE

• 1D: -0.20%
• 1M: -1.21%
• YTD: -0.66%
• 6M: -0.95%
• 1Y: 2.05%
• 3Y*: 3.76%
• 5Y*: -0.43%
• 10Y*: 0.54%

QDVL.DE

• 1D: -0.03%
• 1M: -0.46%
• YTD: -0.07%
• 6M: 0.28%
• 1Y: 2.00%
• 3Y*: 3.49%
• 5Y*: 1.44%
• 10Y*: 0.82%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EL49.DE vs. QDVL.DE - Expense Ratio Comparison

EL49.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%.

EL49.DE

Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF

QDVL.DE

iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)

Return for Risk

EL49.DE vs. QDVL.DE — Risk / Return Rank

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

EL49.DE

EL49.DE Risk / Return Rank: 25
EL49.DE Sharpe Ratio Rank: 28
EL49.DE Sortino Ratio Rank: 25
EL49.DE Omega Ratio Rank: 25
EL49.DE Calmar Ratio Rank: 22
EL49.DE Martin Ratio Rank: 26

QDVL.DE

QDVL.DE Risk / Return Rank: 80
QDVL.DE Sharpe Ratio Rank: 85
QDVL.DE Sortino Ratio Rank: 89
QDVL.DE Omega Ratio Rank: 86
QDVL.DE Calmar Ratio Rank: 64
QDVL.DE Martin Ratio Rank: 75

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.

EL49.DE vs. QDVL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.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.

	EL49.DE	QDVL.DE	Difference
Sharpe ratio Return per unit of total volatility	0.57	1.80	-1.23
Sortino ratio Return per unit of downside risk	0.82	2.60	-1.78
Omega ratio Gain probability vs. loss probability	1.11	1.36	-0.25
Calmar ratio Return relative to maximum drawdown	0.67	2.05	-1.38
Martin ratio Return relative to average drawdown	2.74	9.77	-7.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EL49.DE vs. QDVL.DE - Sharpe Ratio Comparison

The current EL49.DE Sharpe Ratio is 0.57, which is lower than the QDVL.DE Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of EL49.DE and QDVL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EL49.DE	QDVL.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.57	1.80	-1.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.09	0.91	-1.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.10	0.29	-0.18
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.30	+0.16

Correlation

The correlation between EL49.DE and QDVL.DE is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

EL49.DE vs. QDVL.DE - Dividend Comparison

EL49.DE's dividend yield for the trailing twelve months is around 3.55%, more than QDVL.DE's 3.04% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EL49.DE Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF	3.55%	3.50%	3.24%	3.04%	0.75%	0.69%	0.69%	0.88%	0.75%	1.15%	1.52%	1.82%
QDVL.DE iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)	3.04%	3.04%	2.95%	1.95%	0.31%	0.13%	0.23%	0.27%	0.13%	0.12%	0.17%	0.00%

Drawdowns

EL49.DE vs. QDVL.DE - Drawdown Comparison

The maximum EL49.DE drawdown since its inception was -16.77%, which is greater than QDVL.DE's maximum drawdown of -8.22%. Use the drawdown chart below to compare losses from any high point for EL49.DE and QDVL.DE.

Drawdown Indicators

	EL49.DE	QDVL.DE	Difference
Max Drawdown Largest peak-to-trough decline	-16.77%	-8.22%	-8.55%
Max Drawdown (1Y) Largest decline over 1 year	-3.05%	-0.93%	-2.12%
Max Drawdown (5Y) Largest decline over 5 years	-16.77%	-4.90%	-11.87%
Max Drawdown (10Y) Largest decline over 10 years	-16.77%	-8.22%	-8.55%
Current Drawdown Current decline from peak	-2.99%	-0.67%	-2.32%
Average Drawdown Average peak-to-trough decline	-3.22%	-0.74%	-2.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.75%	0.20%	+0.55%

Volatility

EL49.DE vs. QDVL.DE - Volatility Comparison

Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.DE) has a higher volatility of 2.11% compared to iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (QDVL.DE) at 0.62%. This indicates that EL49.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.

Volatility by Period

	EL49.DE	QDVL.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.11%	0.62%	+1.49%
Volatility (6M) Calculated over the trailing 6-month period	2.64%	0.79%	+1.85%
Volatility (1Y) Calculated over the trailing 1-year period	3.59%	1.11%	+2.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.78%	1.55%	+3.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.21%	2.88%	+2.33%