QDVL.DE vs. IS3N.DE
QDVL.DE (iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)) and IS3N.DE (iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)) are both exchange-traded funds - QDVL.DE is a European Corporate Bonds fund tracking the Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI, while IS3N.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Investable Market (IMI). Both are passively managed. Over the past 10 years, QDVL.DE returned 0.90%/yr vs 10.00%/yr for IS3N.DE. At a 0.17 correlation, their price movements are largely independent. QDVL.DE charges 0.12%/yr vs 0.18%/yr for IS3N.DE.
Performance
QDVL.DE vs. IS3N.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 lower than IS3N.DE's 25.82% return. Over the past 10 years, QDVL.DE has underperformed IS3N.DE with an annualized return of 0.90%, while IS3N.DE has yielded a comparatively higher 10.00% 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%
IS3N.DE
- 1D
- -1.45%
- 1M
- 5.25%
- YTD
- 25.82%
- 6M
- 27.45%
- 1Y
- 46.76%
- 3Y*
- 19.99%
- 5Y*
- 8.61%
- 10Y*
- 10.00%
QDVL.DE vs. IS3N.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% |
IS3N.DE iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 25.82% | 17.14% | 13.87% | 7.20% | -14.09% | 7.38% | 7.07% | 21.01% | -11.06% | 20.43% |
Correlation
The correlation between QDVL.DE and IS3N.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2016 | 0.17 |
Over the past year, QDVL.DE and IS3N.DE have become more correlated (0.41) than their long-term average of 0.17, meaning their price movements have been converging.
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Return for Risk
QDVL.DE vs. IS3N.DE — Risk / Return Rank
QDVL.DE
IS3N.DE
QDVL.DE vs. IS3N.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 Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.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 | IS3N.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.49 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.08 | 4.42 | -2.34 |
| Martin ratioReturn relative to average drawdown | 8.99 | 16.00 | -7.02 |
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 | IS3N.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 2.69 | -1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.53 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.55 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.44 | -0.12 |
Drawdowns
QDVL.DE vs. IS3N.DE - Drawdown Comparison
The maximum QDVL.DE drawdown since its inception was -8.22%, smaller than the maximum IS3N.DE drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for QDVL.DE and IS3N.DE.
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Drawdown Indicators
| QDVL.DE | IS3N.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.22% | -35.06% | +26.84% |
Max Drawdown (1Y)Largest decline over 1 year | -0.93% | -10.52% | +9.59% |
Max Drawdown (3Y)Largest decline over 3 years | -0.93% | -19.17% | +18.24% |
Max Drawdown (5Y)Largest decline over 5 years | -4.90% | -22.01% | +17.11% |
Max Drawdown (10Y)Largest decline over 10 years | -8.22% | -32.51% | +24.29% |
Current DrawdownCurrent decline from peak | -0.01% | -2.49% | +2.48% |
Average DrawdownAverage peak-to-trough decline | -0.71% | -9.30% | +8.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.22% | 2.91% | -2.69% |
Volatility
QDVL.DE vs. IS3N.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 Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) has a volatility of 7.16%. This indicates that QDVL.DE experiences smaller price fluctuations and is considered to be less risky than IS3N.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 | IS3N.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.34% | 7.16% | -6.82% |
Volatility (6M)Calculated over the trailing 6-month period | 1.02% | 14.69% | -13.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.18% | 17.32% | -16.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.58% | 16.19% | -14.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.86% | 18.04% | -15.18% |
QDVL.DE vs. IS3N.DE - Expense Ratio Comparison
QDVL.DE has a 0.12% expense ratio, which is lower than IS3N.DE's 0.18% 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. IS3N.DE - Dividend Comparison
QDVL.DE's dividend yield for the trailing twelve months is around 2.91%, while IS3N.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IS3N.DE iShares Core MSCI Emerging Markets IMI 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 IS3N.DE have a correlation of 0.41, 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 0.18% for IS3N.DE.
QDVL.DE is categorized as European Corporate Bonds, while IS3N.DE is Emerging Markets Equities. QDVL.DE tracks Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI, while IS3N.DE tracks MSCI Emerging Markets Investable Market (IMI). Their fees differ too: 0.12% for QDVL.DE and 0.18% for IS3N.DE.
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