IU5C.DE vs. QVMP.DE
IU5C.DE (iShares S&P 500 Communication Sector UCITS ETF USD (Acc)) and QVMP.DE (Invesco S&P 500 QVM UCITS ETF) are both exchange-traded funds - IU5C.DE is a Communications Equities fund tracking the S&P 500 Capped 35/20 Communication Services, while QVMP.DE is a S&P 500 fund tracking the S&P 500 Quality, Value & Momentum Multi-Factor. Both are passively managed. Over the past 5 years, IU5C.DE returned 10.41%/yr vs 14.94%/yr for QVMP.DE. A 0.58 correlation means they provide meaningful diversification when combined. IU5C.DE charges 0.15%/yr vs 0.35%/yr for QVMP.DE.
Performance
IU5C.DE vs. QVMP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IU5C.DE achieves a 0.42% return, which is significantly lower than QVMP.DE's 16.75% return.
IU5C.DE
- 1D
- -4.21%
- 1M
- 0.08%
- 6M
- 0.17%
- YTD
- 0.42%
- 1Y
- 13.03%
- 3Y*
- 23.26%
- 5Y*
- 10.41%
- 10Y*
- —
QVMP.DE
- 1D
- -0.24%
- 1M
- -3.71%
- 6M
- 12.93%
- YTD
- 16.75%
- 1Y
- 21.95%
- 3Y*
- 20.64%
- 5Y*
- 14.94%
- 10Y*
- —
IU5C.DE vs. QVMP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IU5C.DE iShares S&P 500 Communication Sector UCITS ETF USD (Acc) | 0.42% | 12.24% | 46.78% | 50.62% | -37.06% | 31.68% | 11.45% | 36.10% | -22.22% |
QVMP.DE Invesco S&P 500 QVM UCITS ETF | 16.75% | 1.52% | 37.26% | 3.43% | 6.14% | 36.89% | -1.58% | 28.89% | -12.84% |
Correlation
The correlation between IU5C.DE and QVMP.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2018 | 0.58 |
Over the past year, the correlation between IU5C.DE and QVMP.DE has dropped to 0.23 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.
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Return for Risk
IU5C.DE vs. QVMP.DE — Risk / Return Rank
IU5C.DE
QVMP.DE
IU5C.DE vs. QVMP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.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.
| IU5C.DE | QVMP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.33 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 3.47 | -2.00 |
| Martin ratioReturn relative to average drawdown | 4.03 | 13.48 | -9.45 |
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Drawdowns
IU5C.DE vs. QVMP.DE - Drawdown Comparison
The maximum IU5C.DE drawdown since its inception was -39.29%, which is greater than QVMP.DE's maximum drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for IU5C.DE and QVMP.DE.
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Drawdown Indicators
| IU5C.DE | QVMP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.29% | -34.11% | -5.18% |
Max Drawdown (1Y)Largest decline over 1 year | -8.82% | -6.29% | -2.53% |
Max Drawdown (3Y)Largest decline over 3 years | -23.62% | -19.87% | -3.75% |
Max Drawdown (5Y)Largest decline over 5 years | -39.29% | -19.87% | -19.42% |
Current DrawdownCurrent decline from peak | -6.66% | -6.29% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -9.61% | -5.50% | -4.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 1.62% | +1.61% |
Volatility
IU5C.DE vs. QVMP.DE - Volatility Comparison
iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.DE) has a higher volatility of 8.12% compared to Invesco S&P 500 QVM UCITS ETF (QVMP.DE) at 6.95%. This indicates that IU5C.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
| IU5C.DE | QVMP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.12% | 6.95% | +1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 12.28% | 9.93% | +2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.76% | 12.30% | +3.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.68% | 16.24% | +3.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.62% | 18.38% | +2.24% |
IU5C.DE vs. QVMP.DE - Expense Ratio Comparison
IU5C.DE has a 0.15% expense ratio, which is lower than QVMP.DE's 0.35% expense ratio.
Dividends
IU5C.DE vs. QVMP.DE - Dividend Comparison
IU5C.DE has not paid dividends to shareholders, while QVMP.DE's dividend yield for the trailing twelve months is around 0.81%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
IU5C.DE iShares S&P 500 Communication Sector 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 | 0.81% | 0.84% | 0.82% | 1.61% | 1.82% | 0.86% | 1.58% | 1.38% | 1.31% | 0.72% |
Frequently Asked Questions
IU5C.DE and QVMP.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IU5C.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IU5C.DE is cheaper with a 0.15% expense ratio, compared with 0.35% for QVMP.DE.
IU5C.DE is categorized as Communications Equities, while QVMP.DE is S&P 500. IU5C.DE tracks S&P 500 Capped 35/20 Communication Services, 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: 0.15% for IU5C.DE and 0.35% for QVMP.DE.
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