LDCE.DE vs. QDVL.DE
LDCE.DE (PIMCO Euro Low Duration Corporate Bond UCITS ETF Dist) and QDVL.DE (iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)) are both European Corporate Bonds funds - LDCE.DE tracks the PIMCO Low Duration Euro Corporate Bond while QDVL.DE tracks the Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI. Both are passively managed. Over the past 10 years, LDCE.DE returned 1.27%/yr vs 0.90%/yr for QDVL.DE. At a 0.42 correlation, their price movements are largely independent. LDCE.DE charges 0.49%/yr vs 0.12%/yr for QDVL.DE.
Performance
LDCE.DE vs. QDVL.DE - Performance Comparison
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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%
LDCE.DE vs. QDVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
LDCE.DE
QDVL.DE
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.DE | QDVL.DE | Difference | |
|---|---|---|---|
| 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 |
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
| LDCE.DE | QDVL.DE | Difference | |
|---|---|---|---|
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.DE | QDVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.77% | -0.01% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -1.75% | -0.71% | -1.04% |
Ulcer IndexDepth 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.DE | QDVL.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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