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

Performance

QDVL.DE vs. IBCS.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 Euro Corporate Bond Large Cap UCITS ETF (IBCS.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, QDVL.DE achieves a 0.74% return, which is significantly higher than IBCS.DE's 0.64% return. Over the past 10 years, QDVL.DE has outperformed IBCS.DE with an annualized return of 0.90%, while IBCS.DE has yielded a comparatively lower 0.73% 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%

IBCS.DE

1D
0.12%
1M
0.70%
YTD
0.64%
6M
0.33%
1Y
1.73%
3Y*
4.29%
5Y*
-0.27%
10Y*
0.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
IBCS.DE
iShares Euro Corporate Bond Large Cap UCITS ETF
0.64%2.84%3.66%7.36%-14.02%-1.42%2.71%6.17%-1.32%1.59%

Correlation

The correlation between QDVL.DE and IBCS.DE is 0.56, 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

0.56

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

0.62

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

0.65

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

0.51

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

0.50

The correlation between QDVL.DE and IBCS.DE shifts across timeframes, from 0.50 (all time) to 0.65 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

QDVL.DE vs. IBCS.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: 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

IBCS.DE
IBCS.DE Risk / Return Rank: 1717
Overall Rank
IBCS.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
IBCS.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
IBCS.DE Omega Ratio Rank: 1616
Omega Ratio Rank
IBCS.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
IBCS.DE Martin Ratio Rank: 1919
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. IBCS.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 Euro Corporate Bond Large Cap UCITS ETF (IBCS.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.DEIBCS.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.14

Sortino ratioReturn per unit of downside risk

+1.77

Omega ratioGain probability vs. loss probability

1.33

1.10

+0.24

Calmar ratioReturn relative to maximum drawdown

2.08

0.62

+1.46

Martin ratioReturn relative to average drawdown

8.99

2.13

+6.86

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

The current QDVL.DE Sharpe Ratio is 1.65, which is higher than the IBCS.DE Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of QDVL.DE and IBCS.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


QDVL.DEIBCS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

0.51

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

-0.06

+1.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.16

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.16

+0.15

Drawdowns

QDVL.DE vs. IBCS.DE - Drawdown Comparison

The maximum QDVL.DE drawdown since its inception was -8.22%, smaller than the maximum IBCS.DE drawdown of -31.12%. Use the drawdown chart below to compare losses from any high point for QDVL.DE and IBCS.DE.


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Drawdown Indicators


QDVL.DEIBCS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.22%

-31.12%

+22.90%

Max Drawdown (1Y)

Largest decline over 1 year

-0.93%

-2.79%

+1.86%

Max Drawdown (3Y)

Largest decline over 3 years

-0.93%

-2.79%

+1.86%

Max Drawdown (5Y)

Largest decline over 5 years

-4.90%

-17.87%

+12.97%

Max Drawdown (10Y)

Largest decline over 10 years

-8.22%

-17.87%

+9.65%

Current Drawdown

Current decline from peak

-0.01%

-2.79%

+2.78%

Average Drawdown

Average peak-to-trough decline

-0.71%

-8.35%

+7.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

0.81%

-0.59%

Volatility

QDVL.DE vs. IBCS.DE - Volatility Comparison

The current volatility for iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (QDVL.DE) is 0.34%, while iShares Euro Corporate Bond Large Cap UCITS ETF (IBCS.DE) has a volatility of 1.18%. This indicates that QDVL.DE experiences smaller price fluctuations and is considered to be less risky than IBCS.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.DEIBCS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.34%

1.18%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

1.02%

2.88%

-1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

1.18%

3.38%

-2.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.58%

4.74%

-3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.86%

4.47%

-1.61%

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

QDVL.DE has a 0.12% expense ratio, which is lower than IBCS.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. IBCS.DE - Dividend Comparison

QDVL.DE's dividend yield for the trailing twelve months is around 2.91%, less than IBCS.DE's 3.07% yield.


PositionTTM20252024202320222021202020192018201720162015
IBCS.DE
iShares Euro Corporate Bond Large Cap UCITS ETF
3.07%3.03%2.74%2.31%1.05%0.73%0.85%0.99%1.10%1.09%1.27%1.57%
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 IBCS.DE have a correlation of 0.56, 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 IBCS.DE.

QDVL.DE tracks Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI, while IBCS.DE tracks iBoxx® EUR Liquid Corporates Large Cap. Their fees differ too: 0.12% for QDVL.DE and 0.20% for IBCS.DE.

Portfolio Optimizer

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