XZW0.DE vs. QDVL.DE
XZW0.DE (Xtrackers MSCI World ESG UCITS ETF 1C) and QDVL.DE (iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)) are both exchange-traded funds - XZW0.DE is a Global Equities fund tracking the MSCI World Low Carbon SRI Leaders, while QDVL.DE is a European Corporate Bonds fund tracking the Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI. Both are passively managed. Over the past 5 years, XZW0.DE returned 12.44%/yr vs 1.61%/yr for QDVL.DE. At a 0.21 correlation, their price movements are largely independent. XZW0.DE charges 0.20%/yr vs 0.12%/yr for QDVL.DE.
Performance
XZW0.DE vs. QDVL.DE - Performance Comparison
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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%
XZW0.DE vs. QDVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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
XZW0.DE
QDVL.DE
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.DE | QDVL.DE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XZW0.DE | QDVL.DE | Difference | |
|---|---|---|---|
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.DE | QDVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.58% | -0.01% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -5.11% | -0.71% | -4.40% |
Ulcer IndexDepth 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.DE | QDVL.DE | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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