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

Performance

TCC4.DE vs. QDVL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Index Euro Corporate SRI UCITS ETF 2 EUR (TCC4.DE) and iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (QDVL.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, TCC4.DE achieves a 0.56% return, which is significantly lower than QDVL.DE's 0.74% return. Over the past 10 years, TCC4.DE has underperformed QDVL.DE with an annualized return of 0.71%, while QDVL.DE has yielded a comparatively higher 0.90% annualized return.


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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TCC4.DE vs. QDVL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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%

Correlation

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

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Return for Risk

TCC4.DE vs. QDVL.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

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

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
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.

TCC4.DE vs. QDVL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index Euro Corporate SRI UCITS ETF 2 EUR (TCC4.DE) and iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (QDVL.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.


TCC4.DEQDVL.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

1.12

1.33

-0.21

Calmar ratioReturn relative to maximum drawdown

0.72

2.08

-1.36

Martin ratioReturn relative to average drawdown

2.41

8.99

-6.58

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

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


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Sharpe Ratios by Period


TCC4.DEQDVL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

1.65

-1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

1.01

-1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

0.31

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.32

+0.12

Drawdowns

TCC4.DE vs. QDVL.DE - Drawdown Comparison

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


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Drawdown Indicators


TCC4.DEQDVL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.21%

-8.22%

-8.99%

Max Drawdown (1Y)

Largest decline over 1 year

-2.55%

-0.93%

-1.62%

Max Drawdown (3Y)

Largest decline over 3 years

-2.55%

-0.93%

-1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-17.12%

-4.90%

-12.22%

Max Drawdown (10Y)

Largest decline over 10 years

-17.21%

-8.22%

-8.99%

Current Drawdown

Current decline from peak

-1.72%

-0.01%

-1.71%

Average Drawdown

Average peak-to-trough decline

-3.00%

-0.71%

-2.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

0.22%

+0.54%

Volatility

TCC4.DE vs. QDVL.DE - Volatility Comparison

Amundi Index Euro Corporate SRI UCITS ETF 2 EUR (TCC4.DE) has a higher volatility of 1.02% compared to iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (QDVL.DE) at 0.34%. This indicates that TCC4.DE's price experiences larger fluctuations and is considered to be riskier than QDVL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCC4.DEQDVL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

0.34%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

1.02%

+1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

2.88%

1.18%

+1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.34%

1.58%

+2.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.31%

2.86%

+2.45%

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

TCC4.DE has a 0.16% expense ratio, which is higher than QDVL.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

TCC4.DE vs. QDVL.DE - Dividend Comparison

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


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


TCC4.DE and QDVL.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.

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

Portfolio Optimizer

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