QDVL.DE vs. EL49.DE
QDVL.DE (iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)) and EL49.DE (Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF) are both European Corporate Bonds funds - QDVL.DE tracks the Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI while EL49.DE tracks the iBoxx® EUR Liquid Corporates Diversified. Both are passively managed. Over the past 10 years, QDVL.DE returned 0.90%/yr vs 0.63%/yr for EL49.DE. A 0.53 correlation means they provide meaningful diversification when combined. QDVL.DE charges 0.12%/yr vs 0.20%/yr for EL49.DE.
Performance
QDVL.DE vs. EL49.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 higher than EL49.DE's 0.49% return. Over the past 10 years, QDVL.DE has outperformed EL49.DE with an annualized return of 0.90%, while EL49.DE has yielded a comparatively lower 0.63% annualized 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%
EL49.DE
- 1D
- 0.02%
- 1M
- 0.71%
- YTD
- 0.49%
- 6M
- 0.04%
- 1Y
- 1.39%
- 3Y*
- 4.31%
- 5Y*
- -0.16%
- 10Y*
- 0.63%
QDVL.DE vs. EL49.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EL49.DE Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF | 0.49% | 2.66% | 4.06% | 7.13% | -13.01% | -1.51% | 1.80% | 5.80% | -1.28% | 0.93% |
Correlation
The correlation between QDVL.DE and EL49.DE is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2016 | 0.53 |
The correlation between QDVL.DE and EL49.DE shifts across timeframes, from 0.53 (all time) to 0.67 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
QDVL.DE vs. EL49.DE — Risk / Return Rank
QDVL.DE
EL49.DE
QDVL.DE vs. EL49.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 Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.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 | EL49.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.29 | ||
| Sortino ratioReturn per unit of downside risk | +1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.07 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.08 | 0.46 | +1.63 |
| Martin ratioReturn relative to average drawdown | 8.99 | 1.52 | +7.47 |
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 | EL49.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 0.36 | +1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | -0.03 | +1.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.12 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.47 | -0.15 |
Drawdowns
QDVL.DE vs. EL49.DE - Drawdown Comparison
The maximum QDVL.DE drawdown since its inception was -8.22%, smaller than the maximum EL49.DE drawdown of -16.77%. Use the drawdown chart below to compare losses from any high point for QDVL.DE and EL49.DE.
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Drawdown Indicators
| QDVL.DE | EL49.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.22% | -16.77% | +8.55% |
Max Drawdown (1Y)Largest decline over 1 year | -0.93% | -3.05% | +2.12% |
Max Drawdown (3Y)Largest decline over 3 years | -0.93% | -3.05% | +2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -4.90% | -16.77% | +11.87% |
Max Drawdown (10Y)Largest decline over 10 years | -8.22% | -16.77% | +8.55% |
Current DrawdownCurrent decline from peak | -0.01% | -1.87% | +1.86% |
Average DrawdownAverage peak-to-trough decline | -0.71% | -3.21% | +2.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.22% | 0.92% | -0.70% |
Volatility
QDVL.DE vs. EL49.DE - Volatility Comparison
The current volatility for iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (QDVL.DE) is 0.34%, while Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.DE) has a volatility of 1.28%. This indicates that QDVL.DE experiences smaller price fluctuations and is considered to be less risky than EL49.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDVL.DE | EL49.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.34% | 1.28% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 1.02% | 3.42% | -2.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.18% | 3.85% | -2.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.58% | 4.88% | -3.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.86% | 5.25% | -2.39% |
QDVL.DE vs. EL49.DE - Expense Ratio Comparison
QDVL.DE has a 0.12% expense ratio, which is lower than EL49.DE's 0.20% 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
QDVL.DE vs. EL49.DE - Dividend Comparison
QDVL.DE's dividend yield for the trailing twelve months is around 2.91%, less than EL49.DE's 3.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL49.DE Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF | 3.49% | 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) | 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
QDVL.DE and EL49.DE have a correlation of 0.65, 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 0.20% for EL49.DE.
QDVL.DE tracks Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI, while EL49.DE tracks iBoxx® EUR Liquid Corporates Diversified. They also come from different issuers: iShares and Deka. Their fees differ too: 0.12% for QDVL.DE and 0.20% for EL49.DE.
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