IBCF.DE vs. QVMP.DE
Compare and contrast key facts about iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.DE) and Invesco S&P 500 QVM UCITS ETF (QVMP.DE).
IBCF.DE and QVMP.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBCF.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 EUR Hedged Index. It was launched on Sep 30, 2010. QVMP.DE is a passively managed fund by Invesco that tracks the performance of the S&P 500 Quality, Value & Momentum Multi-Factor. It was launched on May 18, 2017. Both IBCF.DE and QVMP.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IBCF.DE vs. QVMP.DE - Performance Comparison
Loading graphics...
IBCF.DE vs. QVMP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBCF.DE iShares S&P 500 EUR Hedged UCITS ETF (Acc) | -4.97% | 15.42% | 22.97% | 23.21% | -21.83% | 28.51% | 14.47% | 27.13% | -8.40% | 9.91% |
QVMP.DE Invesco S&P 500 QVM UCITS ETF | 6.36% | 1.52% | 37.24% | 3.45% | 6.13% | 36.91% | -1.58% | 28.87% | -3.41% | 8.38% |
Returns By Period
In the year-to-date period, IBCF.DE achieves a -4.97% return, which is significantly lower than QVMP.DE's 6.36% return.
IBCF.DE
- 1D
- 2.33%
- 1M
- -4.09%
- YTD
- -4.97%
- 6M
- -2.17%
- 1Y
- 15.39%
- 3Y*
- 16.08%
- 5Y*
- 9.25%
- 10Y*
- 11.21%
QVMP.DE
- 1D
- 0.46%
- 1M
- -1.16%
- YTD
- 6.36%
- 6M
- 7.39%
- 1Y
- 9.37%
- 3Y*
- 16.15%
- 5Y*
- 14.77%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IBCF.DE vs. QVMP.DE - Expense Ratio Comparison
IBCF.DE has a 0.20% expense ratio, which is lower than QVMP.DE's 0.35% expense ratio.
Return for Risk
IBCF.DE vs. QVMP.DE — Risk / Return Rank
IBCF.DE
QVMP.DE
IBCF.DE vs. QVMP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.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.
| IBCF.DE | QVMP.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.59 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.43 | 0.89 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.13 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | 2.60 | -0.89 |
Martin ratioReturn relative to average drawdown | 6.98 | 6.28 | +0.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IBCF.DE | QVMP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.59 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.91 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.76 | -0.09 |
Correlation
The correlation between IBCF.DE and QVMP.DE is 0.72, 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
IBCF.DE vs. QVMP.DE - Dividend Comparison
IBCF.DE has not paid dividends to shareholders, while QVMP.DE's dividend yield for the trailing twelve months is around 0.86%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBCF.DE iShares S&P 500 EUR Hedged UCITS ETF (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 | 0.86% | 0.84% | 0.82% | 1.61% | 1.82% | 0.86% | 1.58% | 1.38% | 1.31% | 0.72% |
Drawdowns
IBCF.DE vs. QVMP.DE - Drawdown Comparison
The maximum IBCF.DE drawdown since its inception was -35.06%, roughly equal to the maximum QVMP.DE drawdown of -34.10%. Use the drawdown chart below to compare losses from any high point for IBCF.DE and QVMP.DE.
Loading graphics...
Drawdown Indicators
| IBCF.DE | QVMP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.06% | -34.10% | -0.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.61% | -8.43% | -3.18% |
Max Drawdown (5Y)Largest decline over 5 years | -26.23% | -19.88% | -6.35% |
Max Drawdown (10Y)Largest decline over 10 years | -35.06% | — | — |
Current DrawdownCurrent decline from peak | -5.96% | -1.82% | -4.14% |
Average DrawdownAverage peak-to-trough decline | -4.45% | -5.13% | +0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.35% | -0.22% |
Volatility
IBCF.DE vs. QVMP.DE - Volatility Comparison
iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.DE) has a higher volatility of 4.93% compared to Invesco S&P 500 QVM UCITS ETF (QVMP.DE) at 3.48%. This indicates that IBCF.DE's price experiences larger fluctuations and is considered to be riskier than QVMP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IBCF.DE | QVMP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 3.48% | +1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 8.89% | 7.52% | +1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 15.91% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.01% | 16.07% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.31% | 17.19% | -0.88% |