CBUM.DE vs. QVMP.DE
CBUM.DE (iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc)) and QVMP.DE (Invesco S&P 500 QVM UCITS ETF) are both S&P 500 funds - CBUM.DE tracks the S&P 500 Scored & Screened Index (EUR Hedged) while QVMP.DE tracks the S&P 500 Quality, Value & Momentum Multi-Factor. Both are passively managed. Over the past 3 years, CBUM.DE returned 17.72%/yr vs 21.32%/yr for QVMP.DE. A 0.55 correlation means they provide meaningful diversification when combined. CBUM.DE charges 0.10%/yr vs 0.35%/yr for QVMP.DE.
Performance
CBUM.DE vs. QVMP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CBUM.DE achieves a 8.15% return, which is significantly lower than QVMP.DE's 20.67% return.
CBUM.DE
- 1D
- 0.34%
- 1M
- 0.11%
- 6M
- 8.82%
- YTD
- 8.15%
- 1Y
- 20.50%
- 3Y*
- 17.72%
- 5Y*
- —
- 10Y*
- —
QVMP.DE
- 1D
- 0.22%
- 1M
- 2.92%
- 6M
- 21.30%
- YTD
- 20.67%
- 1Y
- 26.06%
- 3Y*
- 21.32%
- 5Y*
- 15.50%
- 10Y*
- —
CBUM.DE vs. QVMP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CBUM.DE iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) | 8.15% | 15.88% | 21.99% | 25.11% | -8.40% |
QVMP.DE Invesco S&P 500 QVM UCITS ETF | 20.67% | 1.52% | 37.26% | 3.43% | -0.69% |
Correlation
The correlation between CBUM.DE and QVMP.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2022 | 0.55 |
The correlation between CBUM.DE and QVMP.DE has been stable across timeframes, ranging from 0.49 to 0.56 - a consistent structural relationship.
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Return for Risk
CBUM.DE vs. QVMP.DE — Risk / Return Rank
CBUM.DE
QVMP.DE
CBUM.DE vs. QVMP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) (CBUM.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CBUM.DE | QVMP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.41 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | 6.81 | -4.54 |
| Martin ratioReturn relative to average drawdown | 9.58 | 19.45 | -9.87 |
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Drawdowns
CBUM.DE vs. QVMP.DE - Drawdown Comparison
The maximum CBUM.DE drawdown since its inception was -19.25%, smaller than the maximum QVMP.DE drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for CBUM.DE and QVMP.DE.
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Drawdown Indicators
| CBUM.DE | QVMP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.25% | -34.11% | +14.86% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -3.81% | -5.18% |
Max Drawdown (3Y)Largest decline over 3 years | -19.25% | -19.87% | +0.62% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.87% | — |
Current DrawdownCurrent decline from peak | -1.13% | -3.14% | +2.01% |
Average DrawdownAverage peak-to-trough decline | -3.58% | -5.50% | +1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 1.34% | +0.79% |
Volatility
CBUM.DE vs. QVMP.DE - Volatility Comparison
The current volatility for iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) (CBUM.DE) is 4.03%, while Invesco S&P 500 QVM UCITS ETF (QVMP.DE) has a volatility of 5.74%. This indicates that CBUM.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
| CBUM.DE | QVMP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 5.74% | -1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 8.96% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 11.56% | +0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.01% | 16.17% | -1.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.01% | 18.35% | -3.34% |
CBUM.DE vs. QVMP.DE - Expense Ratio Comparison
CBUM.DE has a 0.10% expense ratio, which is lower than QVMP.DE's 0.35% expense ratio.
Dividends
CBUM.DE vs. QVMP.DE - Dividend Comparison
CBUM.DE has not paid dividends to shareholders, while QVMP.DE's dividend yield for the trailing twelve months is around 0.79%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CBUM.DE iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QVMP.DE Invesco S&P 500 QVM UCITS ETF | 0.79% | 0.84% | 0.82% | 1.61% | 1.82% | 0.86% | 1.58% | 1.38% | 1.31% | 0.72% |
Frequently Asked Questions
CBUM.DE and QVMP.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CBUM.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CBUM.DE is cheaper with a 0.10% expense ratio, compared with 0.35% for QVMP.DE.
CBUM.DE tracks S&P 500 Scored & Screened Index (EUR Hedged), while QVMP.DE tracks S&P 500 Quality, Value & Momentum Multi-Factor. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.10% for CBUM.DE and 0.35% for QVMP.DE.
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