IS20.DE vs. QVMP.DE
IS20.DE (iShares S&P 500 Top 20 UCITS ETF USD Acc) and QVMP.DE (Invesco S&P 500 QVM UCITS ETF) are both S&P 500 funds - IS20.DE tracks the S&P 500 Top 20 Index while QVMP.DE tracks the S&P 500 Quality, Value & Momentum Multi-Factor. Both are passively managed. Over the past year, IS20.DE returned 30.08% vs 21.58% for QVMP.DE. A 0.52 correlation means they provide meaningful diversification when combined. IS20.DE charges 0.10%/yr vs 0.35%/yr for QVMP.DE.
Performance
IS20.DE vs. QVMP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS20.DE achieves a 9.38% return, which is significantly lower than QVMP.DE's 17.52% return.
IS20.DE
- 1D
- -0.38%
- 1M
- 4.82%
- YTD
- 9.38%
- 6M
- 8.62%
- 1Y
- 30.08%
- 3Y*
- —
- 5Y*
- —
- 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*
- —
IS20.DE vs. QVMP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IS20.DE iShares S&P 500 Top 20 UCITS ETF USD Acc | 9.38% | 6.77% | 6.20% |
QVMP.DE Invesco S&P 500 QVM UCITS ETF | 17.52% | 1.52% | -1.01% |
Correlation
The correlation between IS20.DE and QVMP.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2024 | 0.52 |
The correlation between IS20.DE and QVMP.DE has been stable across timeframes, ranging from 0.42 to 0.52 - a consistent structural relationship.
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Return for Risk
IS20.DE vs. QVMP.DE — Risk / Return Rank
IS20.DE
QVMP.DE
IS20.DE vs. QVMP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.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.
| IS20.DE | QVMP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.34 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 5.40 | -3.05 |
| Martin ratioReturn relative to average drawdown | 7.30 | 13.12 | -5.82 |
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
| IS20.DE | QVMP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | 1.91 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.02 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.82 | -0.05 |
Drawdowns
IS20.DE vs. QVMP.DE - Drawdown Comparison
The maximum IS20.DE drawdown since its inception was -26.30%, smaller than the maximum QVMP.DE drawdown of -34.10%. Use the drawdown chart below to compare losses from any high point for IS20.DE and QVMP.DE.
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Drawdown Indicators
| IS20.DE | QVMP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.30% | -34.10% | +7.80% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -3.81% | -8.92% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.88% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.88% | — |
Current DrawdownCurrent decline from peak | -1.60% | -0.18% | -1.42% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -5.04% | -1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 1.57% | +2.54% |
Volatility
IS20.DE vs. QVMP.DE - Volatility Comparison
iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.DE) has a higher volatility of 3.65% compared to Invesco S&P 500 QVM UCITS ETF (QVMP.DE) at 2.72%. This indicates that IS20.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.
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Volatility by Period
| IS20.DE | QVMP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 2.72% | +0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 7.38% | +2.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.81% | 10.79% | +4.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.57% | 16.03% | +3.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.57% | 17.08% | +2.49% |
IS20.DE vs. QVMP.DE - Expense Ratio Comparison
IS20.DE has a 0.10% expense ratio, which is lower than QVMP.DE's 0.35% expense ratio.
Dividends
IS20.DE vs. QVMP.DE - Dividend Comparison
IS20.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 |
|---|---|---|---|---|---|---|---|---|---|---|
IS20.DE iShares S&P 500 Top 20 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
IS20.DE and QVMP.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS20.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS20.DE is cheaper with a 0.10% expense ratio, compared with 0.35% for QVMP.DE.
IS20.DE tracks S&P 500 Top 20 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: 0.10% for IS20.DE and 0.35% for QVMP.DE.
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