6PSA.DE vs. QVMP.DE
6PSA.DE (Invesco FTSE RAFI US 1000 UCITS ETF) and QVMP.DE (Invesco S&P 500 QVM UCITS ETF) are both exchange-traded funds - 6PSA.DE is a Large Cap Value Equities fund tracking the FTSE RAFI US 1000, while QVMP.DE is a S&P 500 fund tracking the S&P 500 Quality, Value & Momentum Multi-Factor. Both are passively managed. Over the past 5 years, 6PSA.DE returned 13.04%/yr vs 16.50%/yr for QVMP.DE. A 0.73 correlation means they provide meaningful diversification when combined. 6PSA.DE charges 0.39%/yr vs 0.35%/yr for QVMP.DE.
Performance
6PSA.DE vs. QVMP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 6PSA.DE achieves a 16.30% return, which is significantly lower than QVMP.DE's 17.52% return.
6PSA.DE
- 1D
- 0.32%
- 1M
- 4.24%
- YTD
- 16.30%
- 6M
- 16.15%
- 1Y
- 30.70%
- 3Y*
- 17.58%
- 5Y*
- 13.04%
- 10Y*
- 12.86%
QVMP.DE
- 1D
- 0.24%
- 1M
- 4.74%
- YTD
- 17.52%
- 6M
- 17.83%
- 1Y
- 21.58%
- 3Y*
- 21.01%
- 5Y*
- 16.50%
- 10Y*
- —
6PSA.DE vs. QVMP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
6PSA.DE Invesco FTSE RAFI US 1000 UCITS ETF | 16.30% | 3.95% | 22.90% | 12.04% | -2.95% | 42.89% | -3.49% | 33.30% | -7.23% | 3.71% |
QVMP.DE Invesco S&P 500 QVM UCITS ETF | 17.52% | 1.52% | 37.24% | 3.45% | 6.13% | 36.91% | -1.58% | 28.87% | -3.41% | 8.38% |
Correlation
The correlation between 6PSA.DE and QVMP.DE is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2017 | 0.73 |
The correlation between 6PSA.DE and QVMP.DE has been stable across timeframes, ranging from 0.73 to 0.83 - a consistent structural relationship.
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Return for Risk
6PSA.DE vs. QVMP.DE — Risk / Return Rank
6PSA.DE
QVMP.DE
6PSA.DE vs. QVMP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE) and Invesco S&P 500 QVM UCITS ETF (QVMP.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.
| 6PSA.DE | QVMP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.08 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.34 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 8.20 | 5.40 | +2.81 |
| Martin ratioReturn relative to average drawdown | 24.83 | 13.12 | +11.70 |
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
| 6PSA.DE | QVMP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.99 | 1.91 | +1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 1.02 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.82 | +0.02 |
Drawdowns
6PSA.DE vs. QVMP.DE - Drawdown Comparison
The maximum 6PSA.DE drawdown since its inception was -41.53%, which is greater than QVMP.DE's maximum drawdown of -34.10%. Use the drawdown chart below to compare losses from any high point for 6PSA.DE and QVMP.DE.
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Drawdown Indicators
| 6PSA.DE | QVMP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.53% | -34.10% | -7.43% |
Max Drawdown (1Y)Largest decline over 1 year | -3.68% | -3.81% | +0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -21.10% | -19.88% | -1.22% |
Max Drawdown (5Y)Largest decline over 5 years | -21.10% | -19.88% | -1.22% |
Max Drawdown (10Y)Largest decline over 10 years | -37.32% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.18% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -5.00% | -5.04% | +0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 1.57% | -0.35% |
Volatility
6PSA.DE vs. QVMP.DE - Volatility Comparison
The current volatility for Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE) is 2.18%, while Invesco S&P 500 QVM UCITS ETF (QVMP.DE) has a volatility of 2.72%. This indicates that 6PSA.DE experiences smaller price fluctuations and is considered to be less risky than QVMP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 6PSA.DE | QVMP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.18% | 2.72% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 6.42% | 7.38% | -0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.11% | 10.79% | -0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.29% | 16.03% | -1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.85% | 17.08% | +0.77% |
6PSA.DE vs. QVMP.DE - Expense Ratio Comparison
6PSA.DE has a 0.39% expense ratio, which is higher than QVMP.DE's 0.35% expense ratio.
Dividends
6PSA.DE vs. QVMP.DE - Dividend Comparison
6PSA.DE's dividend yield for the trailing twelve months is around 1.20%, more than QVMP.DE's 0.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
6PSA.DE Invesco FTSE RAFI US 1000 UCITS ETF | 1.20% | 1.39% | 1.45% | 1.60% | 1.75% | 1.27% | 1.77% | 1.62% | 1.83% | 1.62% | 1.54% | 1.65% |
QVMP.DE Invesco S&P 500 QVM UCITS ETF | 0.77% | 0.84% | 0.82% | 1.61% | 1.82% | 0.86% | 1.58% | 1.38% | 1.31% | 0.72% | 0.00% | 0.00% |
Frequently Asked Questions
6PSA.DE and QVMP.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QVMP.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QVMP.DE is cheaper with a 0.35% expense ratio, compared with 0.39% for 6PSA.DE.
6PSA.DE is categorized as Large Cap Value Equities, while QVMP.DE is S&P 500. 6PSA.DE tracks FTSE RAFI US 1000, while QVMP.DE tracks S&P 500 Quality, Value & Momentum Multi-Factor. Their fees differ too: 0.39% for 6PSA.DE and 0.35% for QVMP.DE.
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