QDVL.DE vs. IBCS.DE
QDVL.DE (iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)) and IBCS.DE (iShares Euro Corporate Bond Large Cap UCITS ETF) are both European Corporate Bonds funds from iShares - QDVL.DE tracks the Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI while IBCS.DE tracks the iBoxx® EUR Liquid Corporates Large Cap. Both are passively managed. Over the past 10 years, QDVL.DE returned 0.90%/yr vs 0.73%/yr for IBCS.DE. A 0.50 correlation means they provide meaningful diversification when combined. QDVL.DE charges 0.12%/yr vs 0.20%/yr for IBCS.DE.
Performance
QDVL.DE vs. IBCS.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 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%
QDVL.DE vs. IBCS.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% |
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
QDVL.DE
IBCS.DE
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.DE | IBCS.DE | Difference | |
|---|---|---|---|
| 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 |
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 | IBCS.DE | Difference | |
|---|---|---|---|
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.DE | IBCS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.01% | -2.79% | +2.78% |
Average DrawdownAverage peak-to-trough decline | -0.71% | -8.35% | +7.64% |
Ulcer IndexDepth 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.DE | IBCS.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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