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XZE5.DE vs. QDVL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XZE5.DE vs. QDVL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C (XZE5.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, XZE5.DE achieves a 0.85% return, which is significantly lower than QDVL.DE's 0.99% return.


XZE5.DE

1D
0.00%
1M
0.38%
YTD
0.85%
6M
0.88%
1Y
1.96%
3Y*
4.07%
5Y*
1.16%
10Y*

QDVL.DE

1D
0.00%
1M
0.20%
YTD
0.99%
6M
0.79%
1Y
1.90%
3Y*
3.80%
5Y*
1.67%
10Y*
0.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XZE5.DE vs. QDVL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XZE5.DE
Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C
0.85%3.08%4.10%5.27%-6.80%-0.40%0.99%
QDVL.DE
iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)
0.99%2.86%4.05%4.32%-3.50%-0.47%0.78%

Correlation

The correlation between XZE5.DE and QDVL.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.39

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

0.49

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2020

0.46

The correlation between XZE5.DE and QDVL.DE shifts across timeframes, from 0.34 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XZE5.DE vs. QDVL.DE — Risk / Return Rank

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

XZE5.DE
XZE5.DE Risk / Return Rank: 2929
Overall Rank
XZE5.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
XZE5.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
XZE5.DE Omega Ratio Rank: 2828
Omega Ratio Rank
XZE5.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
XZE5.DE Martin Ratio Rank: 3131
Martin Ratio Rank

QDVL.DE
QDVL.DE Risk / Return Rank: 4747
Overall Rank
QDVL.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
QDVL.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
QDVL.DE Omega Ratio Rank: 5656
Omega Ratio Rank
QDVL.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
QDVL.DE Martin Ratio Rank: 5757
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.

XZE5.DE vs. QDVL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C (XZE5.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XZE5.DEQDVL.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.19

1.31

-0.12

Calmar ratioReturn relative to maximum drawdown

1.19

2.36

-1.17

Martin ratioReturn relative to average drawdown

4.23

8.90

-4.66

XZE5.DE vs. QDVL.DE - Sharpe Ratio Comparison

The current XZE5.DE Sharpe Ratio is 1.01, which is comparable to the QDVL.DE Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of XZE5.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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Drawdowns

XZE5.DE vs. QDVL.DE - Drawdown Comparison

The maximum XZE5.DE drawdown since its inception was -8.73%, which is greater than QDVL.DE's maximum drawdown of -8.18%. Use the drawdown chart below to compare losses from any high point for XZE5.DE and QDVL.DE.


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Drawdown Indicators


XZE5.DEQDVL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.73%

-8.18%

-0.55%

Max Drawdown (1Y)

Largest decline over 1 year

-1.66%

-0.80%

-0.86%

Max Drawdown (3Y)

Largest decline over 3 years

-1.66%

-0.80%

-0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-8.73%

-4.91%

-3.82%

Max Drawdown (10Y)

Largest decline over 10 years

-8.18%

Current Drawdown

Current decline from peak

-0.01%

0.00%

-0.01%

Average Drawdown

Average peak-to-trough decline

-2.28%

-0.73%

-1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.46%

0.21%

+0.25%

Volatility

XZE5.DE vs. QDVL.DE - Volatility Comparison

The current volatility for Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C (XZE5.DE) is 0.50%, while iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (QDVL.DE) has a volatility of 0.55%. This indicates that XZE5.DE experiences smaller price fluctuations and is considered to be less risky 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


XZE5.DEQDVL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.50%

0.55%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

1.67%

1.41%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

1.94%

1.71%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.55%

2.03%

+0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.38%

3.10%

-0.72%

XZE5.DE vs. QDVL.DE - Expense Ratio Comparison

XZE5.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

XZE5.DE vs. QDVL.DE - Dividend Comparison

XZE5.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%1.94%0.31%0.13%0.23%0.27%0.13%0.12%0.17%
XZE5.DE
Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C
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


XZE5.DE and QDVL.DE have a correlation of 0.34, 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 XZE5.DE.

XZE5.DE tracks Bloomberg Euro Corp TR EUR, while QDVL.DE tracks Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.16% for XZE5.DE and 0.12% for QDVL.DE.

Portfolio Optimizer

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