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

QDVL.DE vs. XLIQ.DE

Last updated Jun 5, 2026

QDVL.DE (iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)) and XLIQ.DE (Xtrackers iBoxx EUR Liquid Covered Swap UCITS ETF) are both European Corporate Bonds funds - QDVL.DE tracks the Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI while XLIQ.DE tracks the iBoxx® EUR Liquid Covered Bond. Both are passively managed. At a 0.17 correlation, their price movements are largely independent. QDVL.DE charges 0.12%/yr vs 0.20%/yr for XLIQ.DE.

Performance

QDVL.DE vs. XLIQ.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 Xtrackers iBoxx EUR Liquid Covered Swap UCITS ETF (XLIQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

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%

XLIQ.DE

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

QDVL.DE vs. XLIQ.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%
XLIQ.DE
Xtrackers iBoxx EUR Liquid Covered Swap UCITS ETF		0.27%1.87%2.30%6.61%-18.10%-3.39%2.42%5.38%-0.44%0.76%

Correlation

The correlation between QDVL.DE and XLIQ.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

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

0.27

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

0.29

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

0.18

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

0.17

Over the past year, QDVL.DE and XLIQ.DE have become more correlated (0.39) than their long-term average of 0.17, meaning their price movements have been converging.

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

Xtrackers iBoxx EUR Liquid Covered Swap UCITS ETF

Often compared with QDVL.DE:
QDVL.DE vs. EXHE.DEQDVL.DE vs. ECR1.DEQDVL.DE vs. SUA0.DEQDVL.DE vs. JER5.DEQDVL.DE vs. EUN5.DEQDVL.DE vs. VECA.DEQDVL.DE vs. EUNT.DE
Often compared with XLIQ.DE:
XLIQ.DE vs. CWBXLIQ.DE vs. ECR3.DEXLIQ.DE vs. IE3E.DEXLIQ.DE vs. EFRN.DEXLIQ.DE vs. JER5.DEXLIQ.DE vs. IB26.DEXLIQ.DE vs. ECR1.DE

Return for Risk

QDVL.DE vs. XLIQ.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
XLIQ.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. XLIQ.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 Xtrackers iBoxx EUR Liquid Covered Swap UCITS ETF (XLIQ.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.DEXLIQ.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. XLIQ.DE - Sharpe Ratio Comparison

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Sharpe Ratios by Period

QDVL.DEXLIQ.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

—

—

Drawdowns

QDVL.DE vs. XLIQ.DE - Drawdown Comparison

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Drawdown Indicators

QDVL.DEXLIQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.22%

—

—

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%

—

—

Average Drawdown

Average peak-to-trough decline

-0.71%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

—

—

Volatility

QDVL.DE vs. XLIQ.DE - Volatility Comparison

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Volatility by Period

QDVL.DEXLIQ.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%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.58%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.86%

—

—

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

QDVL.DE has a 0.12% expense ratio, which is lower than XLIQ.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. XLIQ.DE - Dividend Comparison

QDVL.DE's dividend yield for the trailing twelve months is around 2.91%, while XLIQ.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%
XLIQ.DE
Xtrackers iBoxx EUR Liquid Covered Swap UCITS ETF		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 XLIQ.DE have a correlation of 0.39, 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 XLIQ.DE.

QDVL.DE tracks Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI, while XLIQ.DE tracks iBoxx® EUR Liquid Covered Bond. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.12% for QDVL.DE and 0.20% for XLIQ.DE.

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