JPVA.DE vs. QVMP.DE
JPVA.DE (JPMorgan US Value Active UCITS ETF USD (Acc)) and QVMP.DE (Invesco S&P 500 QVM UCITS ETF) are both exchange-traded funds - JPVA.DE is a Large Cap Value Equities fund actively managed by JPMorgan, while QVMP.DE is a S&P 500 fund tracking the S&P 500 Quality, Value & Momentum Multi-Factor. JPVA.DE is actively managed, while QVMP.DE is passively managed. Over the past year, JPVA.DE returned 23.55% vs 21.58% for QVMP.DE. A 0.73 correlation means they provide meaningful diversification when combined. JPVA.DE charges 0.50%/yr vs 0.35%/yr for QVMP.DE.
Performance
JPVA.DE vs. QVMP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JPVA.DE achieves a 9.76% return, which is significantly lower than QVMP.DE's 17.52% return.
JPVA.DE
- 1D
- 0.75%
- 1M
- 2.96%
- YTD
- 9.76%
- 6M
- 9.73%
- 1Y
- 23.55%
- 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*
- —
JPVA.DE vs. QVMP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JPVA.DE JPMorgan US Value Active UCITS ETF USD (Acc) | 9.76% | 1.79% | 20.26% |
QVMP.DE Invesco S&P 500 QVM UCITS ETF | 17.52% | 1.52% | 28.66% |
Correlation
The correlation between JPVA.DE and QVMP.DE is 0.73, 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 | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2024 | 0.73 |
The correlation between JPVA.DE and QVMP.DE has been stable across timeframes, ranging from 0.73 to 0.73 - a consistent structural relationship.
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Return for Risk
JPVA.DE vs. QVMP.DE — Risk / Return Rank
JPVA.DE
QVMP.DE
JPVA.DE vs. QVMP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.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.
| JPVA.DE | QVMP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.34 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.58 | 5.40 | -0.81 |
| Martin ratioReturn relative to average drawdown | 14.35 | 13.12 | +1.23 |
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
| JPVA.DE | QVMP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 1.91 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.02 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.95 | 0.82 | +0.13 |
Drawdowns
JPVA.DE vs. QVMP.DE - Drawdown Comparison
The maximum JPVA.DE drawdown since its inception was -21.80%, smaller than the maximum QVMP.DE drawdown of -34.10%. Use the drawdown chart below to compare losses from any high point for JPVA.DE and QVMP.DE.
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Drawdown Indicators
| JPVA.DE | QVMP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.80% | -34.10% | +12.30% |
Max Drawdown (1Y)Largest decline over 1 year | -5.03% | -3.81% | -1.22% |
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 | 0.00% | -0.18% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -5.34% | -5.04% | -0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.57% | +0.04% |
Volatility
JPVA.DE vs. QVMP.DE - Volatility Comparison
The current volatility for JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.DE) is 2.22%, while Invesco S&P 500 QVM UCITS ETF (QVMP.DE) has a volatility of 2.72%. This indicates that JPVA.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
| JPVA.DE | QVMP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.22% | 2.72% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 7.25% | 7.38% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.18% | 10.79% | +0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 16.03% | -2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.96% | 17.08% | -3.12% |
JPVA.DE vs. QVMP.DE - Expense Ratio Comparison
JPVA.DE has a 0.50% expense ratio, which is higher than QVMP.DE's 0.35% expense ratio.
Dividends
JPVA.DE vs. QVMP.DE - Dividend Comparison
JPVA.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 |
|---|---|---|---|---|---|---|---|---|---|---|
JPVA.DE JPMorgan US Value Active 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
JPVA.DE and QVMP.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QVMP.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QVMP.DE is cheaper with a 0.35% expense ratio, compared with 0.50% for JPVA.DE.
JPVA.DE is categorized as Large Cap Value Equities, while QVMP.DE is S&P 500. They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.50% for JPVA.DE and 0.35% for QVMP.DE.
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