I am getting a below average expected CTR & Average/Above Average Ad relevance for all my keywords. My quality score is 2/10. I am not able to understand the difference between two. Both of them sounds same to me. Spoke to Google too. They too were not able tell the difference clearly.
An ad could be highly relevant to the user and, on the same time, have a bad expected CTR. Also, it could be other way around.
For example, you may be bidding for "buy black jeans".
Your ad may be something like "Buy Black jeans | Free Shipping | From 10000€
So, in this case your ad is highly relevant to the user, because your its actually showing the user what he/she is looking for (Ad relevance: above average) but as the price is too high, they are not going to click on them (Expected CTR: below average)
These are completely 2 different metrics. Ad relevance will tell you how relevant your keywords and ads are. If the keywords and ads are relevant to each other you will get a high score.
However ECTR is more like CTR but not completely. CTR tells you how effective your ad is to the user whereas ECTR takes into account the history of the ads and then gives it a value based on history of Ad relevance and CTR.
I hope this was useful to you