I500.DE vs. QVMP.DE
I500.DE (iShares S&P 500 Swap UCITS ETF USD (Acc)) and QVMP.DE (Invesco S&P 500 QVM UCITS ETF) are both S&P 500 funds - I500.DE tracks the S&P 500 Index while QVMP.DE tracks the S&P 500 Quality, Value & Momentum Multi-Factor. Both are passively managed. Over the past 5 years, I500.DE returned 15.00%/yr vs 16.50%/yr for QVMP.DE. A 0.79 correlation means they provide meaningful diversification when combined. I500.DE charges 0.07%/yr vs 0.35%/yr for QVMP.DE.
Performance
I500.DE vs. QVMP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, I500.DE achieves a 11.45% return, which is significantly lower than QVMP.DE's 17.52% return.
I500.DE
- 1D
- -0.12%
- 1M
- 4.40%
- YTD
- 11.45%
- 6M
- 10.92%
- 1Y
- 25.73%
- 3Y*
- 19.08%
- 5Y*
- 15.00%
- 10Y*
- —
QVMP.DE
- 1D
- 0.24%
- 1M
- 4.74%
- YTD
- 17.52%
- 6M
- 17.83%
- 1Y
- 21.58%
- 3Y*
- 21.01%
- 5Y*
- 16.50%
- 10Y*
- —
I500.DE vs. QVMP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
I500.DE iShares S&P 500 Swap UCITS ETF USD (Acc) | 11.45% | 4.94% | 32.50% | 22.82% | -14.07% | 41.05% | 7.37% |
QVMP.DE Invesco S&P 500 QVM UCITS ETF | 17.52% | 1.52% | 37.24% | 3.45% | 6.13% | 36.91% | 2.84% |
Correlation
The correlation between I500.DE and QVMP.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2020 | 0.79 |
The correlation between I500.DE and QVMP.DE shifts across timeframes, from 0.63 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
I500.DE vs. QVMP.DE — Risk / Return Rank
I500.DE
QVMP.DE
I500.DE vs. QVMP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.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.
| I500.DE | QVMP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.34 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 5.40 | -1.79 |
| Martin ratioReturn relative to average drawdown | 12.82 | 13.12 | -0.30 |
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
| I500.DE | QVMP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 1.91 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 1.02 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.82 | +0.31 |
Drawdowns
I500.DE vs. QVMP.DE - Drawdown Comparison
The maximum I500.DE drawdown since its inception was -23.24%, smaller than the maximum QVMP.DE drawdown of -34.10%. Use the drawdown chart below to compare losses from any high point for I500.DE and QVMP.DE.
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Drawdown Indicators
| I500.DE | QVMP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.24% | -34.10% | +10.86% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -3.81% | -3.31% |
Max Drawdown (3Y)Largest decline over 3 years | -23.24% | -19.88% | -3.36% |
Max Drawdown (5Y)Largest decline over 5 years | -23.24% | -19.88% | -3.36% |
Current DrawdownCurrent decline from peak | -0.46% | -0.18% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -4.06% | -5.04% | +0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 1.57% | +0.44% |
Volatility
I500.DE vs. QVMP.DE - Volatility Comparison
iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) and Invesco S&P 500 QVM UCITS ETF (QVMP.DE) have volatilities of 2.65% and 2.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| I500.DE | QVMP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 2.72% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.60% | 7.38% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.65% | 10.79% | +0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 16.03% | -0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 17.08% | -1.95% |
I500.DE vs. QVMP.DE - Expense Ratio Comparison
I500.DE has a 0.07% expense ratio, which is lower than QVMP.DE's 0.35% expense ratio.
Dividends
I500.DE vs. QVMP.DE - Dividend Comparison
I500.DE has not paid dividends to shareholders, while QVMP.DE's dividend yield for the trailing twelve months is around 0.77%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
I500.DE iShares S&P 500 Swap UCITS ETF USD (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 | 0.77% | 0.84% | 0.82% | 1.61% | 1.82% | 0.86% | 1.58% | 1.38% | 1.31% | 0.72% |
Frequently Asked Questions
I500.DE and QVMP.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, I500.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
I500.DE is cheaper with a 0.07% expense ratio, compared with 0.35% for QVMP.DE.
I500.DE tracks S&P 500 Index, 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: 0.07% for I500.DE and 0.35% for QVMP.DE.
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