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QDVL.DE vs. IG35.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QDVL.DE vs. IG35.DE

Last updated Jun 5, 2026

QDVL.DE (iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)) and IG35.DE (iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc)) are both European Corporate Bonds funds from iShares - QDVL.DE tracks the Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI while IG35.DE tracks the Bloomberg MSCI December 2035 Maturity EUR Corporate ESG Screened Index. Both are passively managed. A 0.62 correlation means they provide meaningful diversification when combined. Both charge a 0.12% expense ratio.

Performance

QDVL.DE vs. IG35.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 iBonds December 2035 Term EUR Corporate UCITS ETF (Acc) (IG35.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 lower than IG35.DE's 0.90% 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%

IG35.DE

1D
0.25%
1M
1.23%
YTD
0.90%
6M
0.47%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVL.DE vs. IG35.DE - Yearly Performance Comparison

2026 (YTD)2025
QDVL.DE
iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)		0.74%0.22%
IG35.DE
iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc)		0.90%-0.54%

Correlation

The correlation between QDVL.DE and IG35.DE is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 15, 2025

0.62

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iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)

iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc)

Often compared with QDVL.DE:
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Often compared with IG35.DE:
IG35.DE vs. IBCS.DEIG35.DE vs. EUN5.DEIG35.DE vs. JREB.DEIG35.DE vs. COVR.DEIG35.DE vs. PR1C.DEIG35.DE vs. SYBD.DEIG35.DE vs. EFRN.DE

Return for Risk

QDVL.DE vs. IG35.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
IG35.DE
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. IG35.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 iBonds December 2035 Term EUR Corporate UCITS ETF (Acc) (IG35.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.DEIG35.DEDifference
Sharpe ratioReturn per unit of total volatility
1.65

—

—

Sortino ratioReturn per unit of downside risk
2.55

—

—

Omega ratioGain probability vs. loss probability

1.33

—

—

Calmar ratioReturn relative to maximum drawdown

2.08

—

—

Martin ratioReturn relative to average drawdown

8.99

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QDVL.DE vs. IG35.DE - Sharpe Ratio Comparison

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Sharpe Ratios by Period

QDVL.DEIG35.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

—

—

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

0.11

+0.21

Drawdowns

QDVL.DE vs. IG35.DE - Drawdown Comparison

The maximum QDVL.DE drawdown since its inception was -8.22%, which is greater than IG35.DE's maximum drawdown of -4.08%. Use the drawdown chart below to compare losses from any high point for QDVL.DE and IG35.DE.

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Drawdown Indicators

QDVL.DEIG35.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.22%

-4.08%

-4.14%

Max Drawdown (1Y)

Largest decline over 1 year

-0.93%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-0.93%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-4.90%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-8.22%

—

—

Current Drawdown

Current decline from peak

-0.01%

-1.08%

+1.07%

Average Drawdown

Average peak-to-trough decline

-0.71%

-1.38%

+0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

—

—

Volatility

QDVL.DE vs. IG35.DE - Volatility Comparison

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Volatility by Period

QDVL.DEIG35.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.34%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

1.02%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

1.18%

5.22%

-4.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.58%

5.22%

-3.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.86%

5.22%

-2.36%

QDVL.DE vs. IG35.DE - Expense Ratio Comparison

Both QDVL.DE and IG35.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

QDVL.DE vs. IG35.DE - Dividend Comparison

QDVL.DE's dividend yield for the trailing twelve months is around 2.91%, while IG35.DE has not paid dividends to shareholders.

PositionTTM2025202420232022202120202019201820172016
IG35.DE
iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc)		0.00%0.00%0.00%0.00%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 IG35.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

QDVL.DE and IG35.DE have the same expense ratio: 0.12% per year.

QDVL.DE tracks Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI, while IG35.DE tracks Bloomberg MSCI December 2035 Maturity EUR Corporate ESG Screened Index.

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