PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Invesco S&P 500 QVM UCITS ETF (QVMP.DE) Sharpe Ratio: 1.91

ETF · Currency in EUR · Last updated Jun 5, 2026

QVMP.DE is a passive ETF by Invesco tracking the investment results of the S&P 500 Quality, Value & Momentum Multi-Factor. QVMP.DE launched on May 18, 2017 and has a 0.35% expense ratio.

QVMP.DE's Sharpe Ratio of 1.91 indicates that for each unit of volatility, it generates 1.91 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

QVMP.DE Sharpe Ratio Rank

QVMP.DE Sharpe Ratio Rank: 57.457
Average

QVMP.DE ranks above 57.4% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

QVMP.DE Sharpe Ratio Market Positioning

The chart shows QVMP.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.39
  • Green zone (top 25%): 2.39 or higher
  • Top 1%: 7.75+
  • Median: 1.70 — half of all investments score higher

How it compares to other similar ETFs

The table compares Invesco S&P 500 QVM UCITS ETF's Sharpe Ratio with other ETFs in the S&P 500, Large Cap Value Equities category across multiple time periods, showing how QVMP.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
QDVI.DEiShares Edge MSCI USA Value Factor UCITS ETF5.50
ZPRU.DESPDR MSCI USA Value Weighted UCITS ETF4.27
6PSA.DEInvesco FTSE RAFI US 1000 UCITS ETF2.99
5ESG.DEInvesco S&P 500 Scored & Screened ETF Acc2.47
XZSP.DEXtrackers S&P 500 ESG UCITS ETF 1C2.47
ZA30.DEiShares S&P 500 ESG UCITS ETF USD Acc2.47
4UBQ.DEUBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc2.47
S5SD.DEUBS S&P 500 Scored & Screened UCITS ETF USD dis2.45
F500.DEAmundi S&P 500 ESG UCITS ETF Acc2.44
SPPY.DEState Street SPDR S&P 500 Leaders UCITS ETF2.43
QVMP.DEInvesco S&P 500 QVM UCITS ETF1.91

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows QVMP.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when QVMP.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does QVMP.DE fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio