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XZW0.DE vs. QDVL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XZW0.DE vs. QDVL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.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, XZW0.DE achieves a 7.60% return, which is significantly higher than QDVL.DE's 0.74% return.


XZW0.DE

1D
0.53%
1M
3.19%
YTD
7.60%
6M
8.16%
1Y
20.03%
3Y*
16.56%
5Y*
12.44%
10Y*

QDVL.DE

1D
0.04%
1M
0.17%
YTD
0.74%
6M
0.78%
1Y
1.97%
3Y*
3.75%
5Y*
1.61%
10Y*
0.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XZW0.DE vs. QDVL.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XZW0.DE
Xtrackers MSCI World ESG UCITS ETF 1C
7.60%6.65%27.16%22.75%-16.66%37.46%5.71%33.05%-6.04%
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%-0.41%

Correlation

The correlation between XZW0.DE and QDVL.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

0.26

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

0.23

Correlation (All Time)
Calculated using the full available price history since May 14, 2018

0.21

The correlation between XZW0.DE and QDVL.DE shifts across timeframes, from 0.21 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XZW0.DE vs. QDVL.DE — Risk / Return Rank

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

XZW0.DE
XZW0.DE Risk / Return Rank: 4646
Overall Rank
XZW0.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XZW0.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
XZW0.DE Omega Ratio Rank: 4848
Omega Ratio Rank
XZW0.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
XZW0.DE Martin Ratio Rank: 4545
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.

XZW0.DE vs. QDVL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.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.


XZW0.DEQDVL.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.30

1.33

-0.04

Calmar ratioReturn relative to maximum drawdown

1.95

2.08

-0.13

Martin ratioReturn relative to average drawdown

7.27

8.99

-1.71

XZW0.DE vs. QDVL.DE - Sharpe Ratio Comparison

The current XZW0.DE Sharpe Ratio is 1.63, which is comparable to the QDVL.DE Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of XZW0.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


XZW0.DEQDVL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

1.65

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

1.01

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.32

+0.48

Drawdowns

XZW0.DE vs. QDVL.DE - Drawdown Comparison

The maximum XZW0.DE drawdown since its inception was -33.22%, 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 XZW0.DE and QDVL.DE.


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Drawdown Indicators


XZW0.DEQDVL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.22%

-8.22%

-25.00%

Max Drawdown (1Y)

Largest decline over 1 year

-10.30%

-0.93%

-9.37%

Max Drawdown (3Y)

Largest decline over 3 years

-22.36%

-0.93%

-21.43%

Max Drawdown (5Y)

Largest decline over 5 years

-22.36%

-4.90%

-17.46%

Max Drawdown (10Y)

Largest decline over 10 years

-8.22%

Current Drawdown

Current decline from peak

-0.58%

-0.01%

-0.57%

Average Drawdown

Average peak-to-trough decline

-5.11%

-0.71%

-4.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

0.22%

+2.54%

Volatility

XZW0.DE vs. QDVL.DE - Volatility Comparison

Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) has a higher volatility of 3.11% compared to iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (QDVL.DE) at 0.34%. This indicates that XZW0.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


XZW0.DEQDVL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.11%

0.34%

+2.77%

Volatility (6M)

Calculated over the trailing 6-month period

8.87%

1.02%

+7.85%

Volatility (1Y)

Calculated over the trailing 1-year period

12.32%

1.18%

+11.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.88%

1.58%

+13.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.38%

2.86%

+13.52%

XZW0.DE vs. QDVL.DE - Expense Ratio Comparison

XZW0.DE has a 0.20% 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

XZW0.DE vs. QDVL.DE - Dividend Comparison

XZW0.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%
XZW0.DE
Xtrackers MSCI World ESG 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


XZW0.DE and QDVL.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 0.20% for XZW0.DE.

XZW0.DE is categorized as Global Equities, while QDVL.DE is European Corporate Bonds. XZW0.DE tracks MSCI World Low Carbon SRI Leaders, 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: 0.20% for XZW0.DE and 0.12% for QDVL.DE.

Portfolio Optimizer

Find the right allocation for XZW0.DE and QDVL.DE

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