QFE or GDR is security update for SQL Server

1. By reserving lower build numbers for GDR releases, users can continue to take advantage of GDR fixes, without having to install QFEs, which aggregate all the fixes shipped since the most recent service pack.

2.Once a QFE is installed, GDRs will no longer update your system, because the build number is too low, and you have to install QFEs to pick up new fixes. 

http://www.adnanzameer.com/2014/09/upgrade-sql-server-security-updates-for.html

A GDR (general distribution release) is one that Microsoft support deems is necessary for all systems running SQL Server. A QFE (quick fix engineering) is one that does not affect everyone. Why are there two releases for this important fix? Well, one reason is that after a QFE is installed, it is no longer possible to install a GDR. So, if you have a system that has had previous cumulative updates or QFEs applied, the GDR might not work for you. If you have a system that is exactly at one of the levels described above, then the GDR is probably the better choice, because it will allow you to install either a GDR or a QFE in the future, whereas installing a QFE on such a system kind of paints you into a corner.
There is also a GDR available if you are running Management Studio Express 2005 (but none seem to be listed at this time for the 2008 or 2008 R2 versions):