PortfoliosLab logoPortfoliosLab logo
QDVL.DE vs. TCC4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVL.DE vs. TCC4.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 Amundi Index Euro Corporate SRI UCITS ETF 2 EUR (TCC4.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, QDVL.DE achieves a 0.74% return, which is significantly higher than TCC4.DE's 0.56% return. Over the past 10 years, QDVL.DE has outperformed TCC4.DE with an annualized return of 0.90%, while TCC4.DE has yielded a comparatively lower 0.71% 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%

TCC4.DE

1D
0.13%
1M
0.74%
YTD
0.56%
6M
0.41%
1Y
1.84%
3Y*
4.45%
5Y*
-0.05%
10Y*
0.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVL.DE vs. TCC4.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%
TCC4.DE
Amundi Index Euro Corporate SRI UCITS ETF 2 EUR
0.56%2.94%4.15%7.08%-13.31%-1.58%2.57%5.49%-1.30%1.13%

Correlation

The correlation between QDVL.DE and TCC4.DE is 0.61, 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

0.61

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

0.64

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

0.66

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

0.52

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

0.52

The correlation between QDVL.DE and TCC4.DE shifts across timeframes, from 0.52 (all time) to 0.66 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

QDVL.DE vs. TCC4.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

TCC4.DE
TCC4.DE Risk / Return Rank: 2020
Overall Rank
TCC4.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TCC4.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
TCC4.DE Omega Ratio Rank: 2020
Omega Ratio Rank
TCC4.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
TCC4.DE Martin Ratio Rank: 2121
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. TCC4.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 Amundi Index Euro Corporate SRI UCITS ETF 2 EUR (TCC4.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.DETCC4.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.01

Sortino ratioReturn per unit of downside risk

+1.57

Omega ratioGain probability vs. loss probability

1.33

1.12

+0.21

Calmar ratioReturn relative to maximum drawdown

2.08

0.72

+1.36

Martin ratioReturn relative to average drawdown

8.99

2.41

+6.58

QDVL.DE vs. TCC4.DE - Sharpe Ratio Comparison

The current QDVL.DE Sharpe Ratio is 1.65, which is higher than the TCC4.DE Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of QDVL.DE and TCC4.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.


Loading charts...

Sharpe Ratios by Period


QDVL.DETCC4.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

0.64

+1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

-0.01

+1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.13

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.44

-0.12

Drawdowns

QDVL.DE vs. TCC4.DE - Drawdown Comparison

The maximum QDVL.DE drawdown since its inception was -8.22%, smaller than the maximum TCC4.DE drawdown of -17.21%. Use the drawdown chart below to compare losses from any high point for QDVL.DE and TCC4.DE.


Loading charts...

Drawdown Indicators


QDVL.DETCC4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.22%

-17.21%

+8.99%

Max Drawdown (1Y)

Largest decline over 1 year

-0.93%

-2.55%

+1.62%

Max Drawdown (3Y)

Largest decline over 3 years

-0.93%

-2.55%

+1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-4.90%

-17.12%

+12.22%

Max Drawdown (10Y)

Largest decline over 10 years

-8.22%

-17.21%

+8.99%

Current Drawdown

Current decline from peak

-0.01%

-1.72%

+1.71%

Average Drawdown

Average peak-to-trough decline

-0.71%

-3.00%

+2.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

0.76%

-0.54%

Volatility

QDVL.DE vs. TCC4.DE - Volatility Comparison

The current volatility for iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (QDVL.DE) is 0.34%, while Amundi Index Euro Corporate SRI UCITS ETF 2 EUR (TCC4.DE) has a volatility of 1.02%. This indicates that QDVL.DE experiences smaller price fluctuations and is considered to be less risky than TCC4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


QDVL.DETCC4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.34%

1.02%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

1.02%

2.52%

-1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

1.18%

2.88%

-1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.58%

4.34%

-2.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.86%

5.31%

-2.45%

QDVL.DE vs. TCC4.DE - Expense Ratio Comparison

QDVL.DE has a 0.12% expense ratio, which is lower than TCC4.DE's 0.16% 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. TCC4.DE - Dividend Comparison

QDVL.DE's dividend yield for the trailing twelve months is around 2.91%, while TCC4.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%
TCC4.DE
Amundi Index Euro Corporate SRI UCITS ETF 2 EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QDVL.DE and TCC4.DE have a correlation of 0.61, 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 0.16% for TCC4.DE.

QDVL.DE tracks Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI, while TCC4.DE tracks Bloomberg MSCI Euro Corporate ESG Sustainability SRI. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.12% for QDVL.DE and 0.16% for TCC4.DE.

Portfolio Optimizer

Find the right allocation for QDVL.DE and TCC4.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer