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

Performance

QDVL.DE vs. EUNT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (QDVL.DE) and iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (EUNT.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
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%
EUNT.DE
iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist)
-0.59%3.43%4.33%5.81%-7.80%-0.22%0.98%2.64%-0.65%0.82%

Returns By Period

In the year-to-date period, QDVL.DE achieves a -0.07% return, which is significantly higher than EUNT.DE's -0.59% return. Over the past 10 years, QDVL.DE has underperformed EUNT.DE with an annualized return of 0.82%, while EUNT.DE has yielded a comparatively higher 0.93% annualized return.


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%

EUNT.DE

1D
0.38%
1M
-0.84%
YTD
-0.59%
6M
-0.26%
1Y
2.03%
3Y*
3.94%
5Y*
0.85%
10Y*
0.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

QDVL.DE has a 0.12% expense ratio, which is lower than EUNT.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%.


Return for Risk

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

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

QDVL.DE
QDVL.DE Risk / Return Rank: 8080
Overall Rank
QDVL.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
QDVL.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
QDVL.DE Omega Ratio Rank: 8686
Omega Ratio Rank
QDVL.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
QDVL.DE Martin Ratio Rank: 7575
Martin Ratio Rank

EUNT.DE
EUNT.DE Risk / Return Rank: 4242
Overall Rank
EUNT.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EUNT.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
EUNT.DE Omega Ratio Rank: 4141
Omega Ratio Rank
EUNT.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
EUNT.DE Martin Ratio Rank: 3939
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.

QDVL.DE vs. EUNT.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 Corporate Bond 1-5yr UCITS ETF EUR (Dist) (EUNT.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.DEEUNT.DEDifference

Sharpe ratio

Return per unit of total volatility

1.80

0.96

+0.84

Sortino ratio

Return per unit of downside risk

2.60

1.39

+1.21

Omega ratio

Gain probability vs. loss probability

1.36

1.17

+0.19

Calmar ratio

Return relative to maximum drawdown

2.05

1.02

+1.03

Martin ratio

Return relative to average drawdown

9.77

4.54

+5.23

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

The current QDVL.DE Sharpe Ratio is 1.80, which is higher than the EUNT.DE Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of QDVL.DE and EUNT.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.


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Sharpe Ratios by Period


QDVL.DEEUNT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

0.96

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.30

+0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.29

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.42

-0.12

Correlation

The correlation between QDVL.DE and EUNT.DE is 0.49, 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

QDVL.DE vs. EUNT.DE - Dividend Comparison

QDVL.DE's dividend yield for the trailing twelve months is around 3.04%, which matches EUNT.DE's 3.06% yield.


TTM20252024202320222021202020192018201720162015
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%
EUNT.DE
iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist)
3.06%2.91%2.50%1.41%0.51%0.57%0.59%0.62%0.62%0.68%0.90%0.56%

Drawdowns

QDVL.DE vs. EUNT.DE - Drawdown Comparison

The maximum QDVL.DE drawdown since its inception was -8.22%, smaller than the maximum EUNT.DE drawdown of -10.16%. Use the drawdown chart below to compare losses from any high point for QDVL.DE and EUNT.DE.


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Drawdown Indicators


QDVL.DEEUNT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.22%

-10.16%

+1.94%

Max Drawdown (1Y)

Largest decline over 1 year

-0.93%

-1.96%

+1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-4.90%

-10.16%

+5.26%

Max Drawdown (10Y)

Largest decline over 10 years

-8.22%

-10.16%

+1.94%

Current Drawdown

Current decline from peak

-0.67%

-1.36%

+0.69%

Average Drawdown

Average peak-to-trough decline

-0.74%

-1.54%

+0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.20%

0.44%

-0.24%

Volatility

QDVL.DE vs. EUNT.DE - Volatility Comparison

The current volatility for iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (QDVL.DE) is 0.62%, while iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (EUNT.DE) has a volatility of 1.13%. This indicates that QDVL.DE experiences smaller price fluctuations and is considered to be less risky than EUNT.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.DEEUNT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

1.13%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

0.79%

1.61%

-0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

1.11%

2.12%

-1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.55%

2.81%

-1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.88%

3.22%

-0.34%