QDVL.DE vs. NQSE.DE
QDVL.DE (iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - QDVL.DE is a European Corporate Bonds fund tracking the Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, QDVL.DE returned 1.61%/yr vs 14.91%/yr for NQSE.DE. At a 0.19 correlation, their price movements are largely independent. QDVL.DE charges 0.12%/yr vs 0.33%/yr for NQSE.DE.
Performance
QDVL.DE vs. NQSE.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 NQSE.DE's 17.82% 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%
NQSE.DE
- 1D
- -0.77%
- 1M
- 8.32%
- YTD
- 17.82%
- 6M
- 17.54%
- 1Y
- 36.74%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
QDVL.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -0.26% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.23% | 35.67% | -15.98% |
Correlation
The correlation between QDVL.DE and NQSE.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.19 |
The correlation between QDVL.DE and NQSE.DE shifts across timeframes, from 0.19 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
QDVL.DE vs. NQSE.DE — Risk / Return Rank
QDVL.DE
NQSE.DE
QDVL.DE vs. NQSE.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 NASDAQ 100 UCITS ETF (NQSE.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 | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.39 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.08 | 3.08 | -1.00 |
| Martin ratioReturn relative to average drawdown | 8.99 | 10.77 | -1.78 |
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 | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 2.28 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.71 | +0.31 |
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 | 0.82 | -0.50 |
Drawdowns
QDVL.DE vs. NQSE.DE - Drawdown Comparison
The maximum QDVL.DE drawdown since its inception was -8.22%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for QDVL.DE and NQSE.DE.
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Drawdown Indicators
| QDVL.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.22% | -37.67% | +29.45% |
Max Drawdown (1Y)Largest decline over 1 year | -0.93% | -11.87% | +10.94% |
Max Drawdown (3Y)Largest decline over 3 years | -0.93% | -22.40% | +21.47% |
Max Drawdown (5Y)Largest decline over 5 years | -4.90% | -37.67% | +32.77% |
Max Drawdown (10Y)Largest decline over 10 years | -8.22% | — | — |
Current DrawdownCurrent decline from peak | -0.01% | -0.84% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -0.71% | -8.56% | +7.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.22% | 3.40% | -3.18% |
Volatility
QDVL.DE vs. NQSE.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 NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that QDVL.DE experiences smaller price fluctuations and is considered to be less risky than NQSE.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 | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.34% | 4.75% | -4.41% |
Volatility (6M)Calculated over the trailing 6-month period | 1.02% | 11.99% | -10.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.18% | 16.05% | -14.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.58% | 20.91% | -19.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.86% | 21.54% | -18.68% |
QDVL.DE vs. NQSE.DE - Expense Ratio Comparison
QDVL.DE has a 0.12% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
QDVL.DE vs. NQSE.DE - Dividend Comparison
QDVL.DE's dividend yield for the trailing twelve months is around 2.91%, while NQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
NQSE.DE iShares NASDAQ 100 UCITS ETF | 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 NQSE.DE have a correlation of 0.33, 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 0.33% for NQSE.DE.
QDVL.DE is categorized as European Corporate Bonds, while NQSE.DE is Nasdaq-100. QDVL.DE tracks Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.12% for QDVL.DE and 0.33% for NQSE.DE.
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