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LDCE.DE vs. QDVL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LDCE.DE vs. QDVL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in PIMCO Euro Low Duration Corporate Bond UCITS ETF Dist (LDCE.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.

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Returns By Period

In the year-to-date period, LDCE.DE achieves a 0.33% return, which is significantly lower than QDVL.DE's 0.74% return. Over the past 10 years, LDCE.DE has outperformed QDVL.DE with an annualized return of 1.27%, while QDVL.DE has yielded a comparatively lower 0.90% annualized return.


LDCE.DE

1D
0.27%
1M
0.57%
YTD
0.33%
6M
0.13%
1Y
2.14%
3Y*
4.78%
5Y*
1.27%
10Y*
1.27%

QDVL.DE

1D
0.04%
1M
0.35%
YTD
0.74%
6M
0.74%
1Y
1.95%
3Y*
3.75%
5Y*
1.61%
10Y*
0.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
LDCE.DE
PIMCO Euro Low Duration Corporate Bond UCITS ETF Dist
0.33%4.19%4.68%6.54%-8.43%0.32%1.14%2.80%-0.73%0.97%
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%-0.61%0.14%

Correlation

The correlation between LDCE.DE and QDVL.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

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

0.53

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2016

0.42

The correlation between LDCE.DE and QDVL.DE shifts across timeframes, from 0.37 (1 year) to 0.53 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

LDCE.DE
LDCE.DE Risk / Return Rank: 2020
Overall Rank
LDCE.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
LDCE.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
LDCE.DE Omega Ratio Rank: 2020
Omega Ratio Rank
LDCE.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
LDCE.DE Martin Ratio Rank: 2222
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.

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

This table presents a comparison of risk-adjusted performance metrics for PIMCO Euro Low Duration Corporate Bond UCITS ETF Dist (LDCE.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.


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

-0.98

Sortino ratioReturn per unit of downside risk

-1.58

Omega ratioGain probability vs. loss probability

1.13

1.33

-0.21

Calmar ratioReturn relative to maximum drawdown

0.81

2.08

-1.27

Martin ratioReturn relative to average drawdown

2.69

8.99

-6.30

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

The current LDCE.DE Sharpe Ratio is 0.67, which is lower than the QDVL.DE Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of LDCE.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.


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Sharpe Ratios by Period


LDCE.DEQDVL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

1.65

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

1.01

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.31

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.32

+0.28

Drawdowns

LDCE.DE vs. QDVL.DE - Drawdown Comparison

The maximum LDCE.DE drawdown since its inception was -11.07%, 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 LDCE.DE and QDVL.DE.


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Drawdown Indicators


LDCE.DEQDVL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-11.07%

-8.22%

-2.85%

Max Drawdown (1Y)

Largest decline over 1 year

-2.63%

-0.93%

-1.70%

Max Drawdown (3Y)

Largest decline over 3 years

-2.63%

-0.93%

-1.70%

Max Drawdown (5Y)

Largest decline over 5 years

-11.07%

-4.90%

-6.17%

Max Drawdown (10Y)

Largest decline over 10 years

-11.07%

-8.22%

-2.85%

Current Drawdown

Current decline from peak

-0.77%

-0.01%

-0.76%

Average Drawdown

Average peak-to-trough decline

-1.75%

-0.71%

-1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

0.22%

+0.57%

Volatility

LDCE.DE vs. QDVL.DE - Volatility Comparison

PIMCO Euro Low Duration Corporate Bond UCITS ETF Dist (LDCE.DE) has a higher volatility of 1.19% compared to iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (QDVL.DE) at 0.34%. This indicates that LDCE.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


LDCE.DEQDVL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

0.34%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

1.02%

+1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

3.18%

1.18%

+2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.88%

1.58%

+1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.45%

2.86%

-0.41%

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

LDCE.DE has a 0.49% expense ratio, which is higher than QDVL.DE's 0.12% expense ratio.


Dividends

LDCE.DE vs. QDVL.DE - Dividend Comparison

LDCE.DE's dividend yield for the trailing twelve months is around 3.37%, more than QDVL.DE's 2.91% yield.


PositionTTM20252024202320222021202020192018201720162015
LDCE.DE
PIMCO Euro Low Duration Corporate Bond UCITS ETF Dist
3.37%3.22%2.73%1.72%0.94%0.51%0.51%0.63%0.65%0.71%0.95%0.93%
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%0.00%

Frequently Asked Questions


LDCE.DE and QDVL.DE have a correlation of 0.37, 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 0.49% for LDCE.DE.

LDCE.DE tracks PIMCO Low Duration Euro Corporate Bond, while QDVL.DE tracks Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI. They also come from different issuers: PIMCO and iShares. Their fees differ too: 0.49% for LDCE.DE and 0.12% for QDVL.DE.

Portfolio Optimizer

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