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QVMP.DE vs. 6TVM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QVMP.DE vs. 6TVM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco S&P 500 QVM UCITS ETF (QVMP.DE) and Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QVMP.DE achieves a 23.28% return, which is significantly higher than 6TVM.DE's 10.96% return.


QVMP.DE

1D
1.45%
1M
4.90%
YTD
23.28%
6M
23.49%
1Y
30.36%
3Y*
23.50%
5Y*
16.32%
10Y*

6TVM.DE

1D
-0.91%
1M
0.30%
YTD
10.96%
6M
11.27%
1Y
25.06%
3Y*
19.11%
5Y*
14.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QVMP.DE vs. 6TVM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
QVMP.DE
Invesco S&P 500 QVM UCITS ETF
23.28%1.52%37.26%3.43%6.14%36.89%0.67%
6TVM.DE
Amundi Core S&P 500 Swap UCITS ETF USD Dist
10.96%4.87%32.69%22.58%-14.12%41.00%4.69%

Correlation

The correlation between QVMP.DE and 6TVM.DE is 0.62, 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

0.62

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2020

0.79

The correlation between QVMP.DE and 6TVM.DE shifts across timeframes, from 0.62 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

QVMP.DE vs. 6TVM.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QVMP.DE
QVMP.DE Risk / Return Rank: 9393
Overall Rank
QVMP.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
QVMP.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
QVMP.DE Omega Ratio Rank: 8989
Omega Ratio Rank
QVMP.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
QVMP.DE Martin Ratio Rank: 9494
Martin Ratio Rank

6TVM.DE
6TVM.DE Risk / Return Rank: 7575
Overall Rank
6TVM.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
6TVM.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
6TVM.DE Omega Ratio Rank: 7474
Omega Ratio Rank
6TVM.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
6TVM.DE Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QVMP.DE vs. 6TVM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 QVM UCITS ETF (QVMP.DE) and Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.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.


QVMP.DE6TVM.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+1.03

Omega ratioGain probability vs. loss probability

1.49

1.38

+0.11

Calmar ratioReturn relative to maximum drawdown

7.94

3.51

+4.42

Martin ratioReturn relative to average drawdown

23.35

12.39

+10.96

QVMP.DE vs. 6TVM.DE - Sharpe Ratio Comparison

The current QVMP.DE Sharpe Ratio is 2.74, which is higher than the 6TVM.DE Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of QVMP.DE and 6TVM.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QVMP.DE vs. 6TVM.DE - Drawdown Comparison

The maximum QVMP.DE drawdown since its inception was -34.11%, which is greater than 6TVM.DE's maximum drawdown of -23.37%. Use the drawdown chart below to compare losses from any high point for QVMP.DE and 6TVM.DE.


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Drawdown Indicators


QVMP.DE6TVM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.11%

-23.37%

-10.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.81%

-7.10%

+3.29%

Max Drawdown (3Y)

Largest decline over 3 years

-19.87%

-23.37%

+3.50%

Max Drawdown (5Y)

Largest decline over 5 years

-19.87%

-23.37%

+3.50%

Current Drawdown

Current decline from peak

-0.60%

-0.91%

+0.31%

Average Drawdown

Average peak-to-trough decline

-5.51%

-4.02%

-1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.30%

2.02%

-0.72%

Volatility

QVMP.DE vs. 6TVM.DE - Volatility Comparison

Invesco S&P 500 QVM UCITS ETF (QVMP.DE) has a higher volatility of 4.35% compared to Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.DE) at 3.35%. This indicates that QVMP.DE's price experiences larger fluctuations and is considered to be riskier than 6TVM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QVMP.DE6TVM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

3.35%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

8.25%

8.02%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

11.18%

11.94%

-0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.10%

15.26%

+0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

15.23%

+3.10%

QVMP.DE vs. 6TVM.DE - Expense Ratio Comparison

QVMP.DE has a 0.35% expense ratio, which is higher than 6TVM.DE's 0.05% expense ratio.


Dividends

QVMP.DE vs. 6TVM.DE - Dividend Comparison

QVMP.DE's dividend yield for the trailing twelve months is around 0.77%, less than 6TVM.DE's 0.90% yield.


PositionTTM202520242023202220212020201920182017
6TVM.DE
Amundi Core S&P 500 Swap UCITS ETF USD Dist
0.90%1.00%1.28%1.03%2.12%1.08%0.61%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


QVMP.DE and 6TVM.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 6TVM.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

6TVM.DE is cheaper with a 0.05% expense ratio, compared with 0.35% for QVMP.DE.

QVMP.DE tracks S&P 500 Quality, Value & Momentum Multi-Factor, while 6TVM.DE tracks S&P 500 Index. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.35% for QVMP.DE and 0.05% for 6TVM.DE.

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