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6TVM.DE vs. SPQH.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

6TVM.DE vs. SPQH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.DE) and Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating (SPQH.DE). The values are adjusted to include any dividend payments, if applicable.

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6TVM.DE vs. SPQH.DE - Yearly Performance Comparison


2026 (YTD)202520242023
6TVM.DE
Amundi Core S&P 500 Swap UCITS ETF USD Dist
-2.97%4.72%32.59%16.32%
SPQH.DE
Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating
-1.86%-4.41%21.88%6.82%

Returns By Period

In the year-to-date period, 6TVM.DE achieves a -2.97% return, which is significantly lower than SPQH.DE's -1.86% return.


6TVM.DE

1D
1.77%
1M
-3.06%
YTD
-2.97%
6M
-0.02%
1Y
10.08%
3Y*
16.15%
5Y*
12.18%
10Y*
-10.92%

SPQH.DE

1D
-1.05%
1M
-2.14%
YTD
-1.86%
6M
0.93%
1Y
0.99%
3Y*
6.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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6TVM.DE vs. SPQH.DE - Expense Ratio Comparison

6TVM.DE has a 0.05% expense ratio, which is lower than SPQH.DE's 0.50% expense ratio.


Return for Risk

6TVM.DE vs. SPQH.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

6TVM.DE
6TVM.DE Risk / Return Rank: 3434
Overall Rank
6TVM.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
6TVM.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
6TVM.DE Omega Ratio Rank: 3030
Omega Ratio Rank
6TVM.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
6TVM.DE Martin Ratio Rank: 4141
Martin Ratio Rank

SPQH.DE
SPQH.DE Risk / Return Rank: 1313
Overall Rank
SPQH.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SPQH.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
SPQH.DE Omega Ratio Rank: 1313
Omega Ratio Rank
SPQH.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
SPQH.DE Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

6TVM.DE vs. SPQH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.DE) and Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating (SPQH.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.


6TVM.DESPQH.DEDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.07

+0.52

Sortino ratio

Return per unit of downside risk

0.89

0.20

+0.70

Omega ratio

Gain probability vs. loss probability

1.13

1.03

+0.10

Calmar ratio

Return relative to maximum drawdown

1.20

0.12

+1.08

Martin ratio

Return relative to average drawdown

4.39

0.42

+3.97

6TVM.DE vs. SPQH.DE - Sharpe Ratio Comparison

The current 6TVM.DE Sharpe Ratio is 0.59, which is higher than the SPQH.DE Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of 6TVM.DE and SPQH.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


6TVM.DESPQH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.07

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.60

-0.69

Correlation

The correlation between 6TVM.DE and SPQH.DE is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

6TVM.DE vs. SPQH.DE - Dividend Comparison

6TVM.DE's dividend yield for the trailing twelve months is around 0.89%, while SPQH.DE has not paid dividends to shareholders.


TTM202520242023202220212020
6TVM.DE
Amundi Core S&P 500 Swap UCITS ETF USD Dist
0.89%0.86%1.21%0.95%2.04%0.93%0.51%
SPQH.DE
Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

6TVM.DE vs. SPQH.DE - Drawdown Comparison

The maximum 6TVM.DE drawdown since its inception was -92.05%, which is greater than SPQH.DE's maximum drawdown of -17.68%. Use the drawdown chart below to compare losses from any high point for 6TVM.DE and SPQH.DE.


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Drawdown Indicators


6TVM.DESPQH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-92.05%

-17.68%

-74.37%

Max Drawdown (1Y)

Largest decline over 1 year

-13.53%

-10.50%

-3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-23.38%

Max Drawdown (10Y)

Largest decline over 10 years

-92.05%

Current Drawdown

Current decline from peak

-82.42%

-8.22%

-74.20%

Average Drawdown

Average peak-to-trough decline

-33.68%

-3.98%

-29.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

3.10%

-0.78%

Volatility

6TVM.DE vs. SPQH.DE - Volatility Comparison

Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.DE) has a higher volatility of 3.81% compared to Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating (SPQH.DE) at 2.16%. This indicates that 6TVM.DE's price experiences larger fluctuations and is considered to be riskier than SPQH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


6TVM.DESPQH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

2.16%

+1.65%

Volatility (6M)

Calculated over the trailing 6-month period

8.65%

5.38%

+3.27%

Volatility (1Y)

Calculated over the trailing 1-year period

17.20%

14.87%

+2.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.25%

11.03%

+4.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.10%

11.03%

+22.07%