QDVL.DE vs. EFRN.DE
QDVL.DE (iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)) and EFRN.DE (iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist)) are both European Corporate Bonds funds from iShares - QDVL.DE tracks the Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI while EFRN.DE tracks the Bloomberg Euro Agg Corp 1-3 Yr TR EUR. Both are passively managed. Over the past 5 years, QDVL.DE returned 1.61%/yr vs 2.35%/yr for EFRN.DE. At a 0.10 correlation, their price movements are largely independent. QDVL.DE charges 0.12%/yr vs 0.10%/yr for EFRN.DE.
Performance
QDVL.DE vs. EFRN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVL.DE achieves a 0.74% return, which is significantly lower than EFRN.DE's 0.87% return.
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%
EFRN.DE
- 1D
- 0.05%
- 1M
- 0.18%
- YTD
- 0.87%
- 6M
- 1.22%
- 1Y
- 2.55%
- 3Y*
- 3.61%
- 5Y*
- 2.35%
- 10Y*
- —
QDVL.DE vs. EFRN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Correlation
The correlation between QDVL.DE and EFRN.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 QDVL.DE and EFRN.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
QDVL.DE vs. EFRN.DE — Risk / Return Rank
QDVL.DE
EFRN.DE
QDVL.DE vs. EFRN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (QDVL.DE) and iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.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.
| QDVL.DE | EFRN.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 | 1.33 | 1.55 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.08 | 8.25 | -6.17 |
| Martin ratioReturn relative to average drawdown | 8.99 | 32.61 | -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
| QDVL.DE | EFRN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 2.58 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 2.35 | -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 | 0.32 | 1.12 | -0.80 |
Drawdowns
QDVL.DE vs. EFRN.DE - Drawdown Comparison
The maximum QDVL.DE drawdown since its inception was -8.22%, which is greater than EFRN.DE's maximum drawdown of -5.68%. Use the drawdown chart below to compare losses from any high point for QDVL.DE and EFRN.DE.
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Drawdown Indicators
| QDVL.DE | EFRN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.22% | -5.68% | -2.54% |
Max Drawdown (1Y)Largest decline over 1 year | -0.93% | -0.31% | -0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -0.93% | -0.48% | -0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -4.90% | -1.13% | -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 | -0.71% | -0.33% | -0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.22% | 0.08% | +0.14% |
Volatility
QDVL.DE vs. EFRN.DE - Volatility Comparison
iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (QDVL.DE) and iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.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
| QDVL.DE | EFRN.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 | 1.02% | 0.80% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.18% | 0.98% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.58% | 0.99% | +0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.86% | 1.35% | +1.51% |
QDVL.DE vs. EFRN.DE - Expense Ratio Comparison
QDVL.DE has a 0.12% expense ratio, which is higher than EFRN.DE's 0.10% 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
QDVL.DE vs. EFRN.DE - Dividend Comparison
QDVL.DE's dividend yield for the trailing twelve months is around 2.91%, more than EFRN.DE's 2.50% 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
QDVL.DE and EFRN.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.
QDVL.DE tracks Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI, while EFRN.DE tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR. Their fees differ too: 0.12% for QDVL.DE and 0.10% for EFRN.DE.
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