QVMP.DE vs. CSPX.L
Compare and contrast key facts about Invesco S&P 500 QVM UCITS ETF (QVMP.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L).
QVMP.DE and CSPX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. CSPX.L is a passively managed fund by Blackrock Financial Management that tracks the performance of the S&P 500 Index. It was launched on May 18, 2010. Both QVMP.DE and CSPX.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QVMP.DE or CSPX.L.
Correlation
The correlation between QVMP.DE and CSPX.L is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
QVMP.DE vs. CSPX.L - Performance Comparison
Key characteristics
QVMP.DE:
2.45
CSPX.L:
1.82
QVMP.DE:
3.45
CSPX.L:
2.42
QVMP.DE:
1.45
CSPX.L:
1.35
QVMP.DE:
4.46
CSPX.L:
2.48
QVMP.DE:
16.37
CSPX.L:
11.35
QVMP.DE:
2.10%
CSPX.L:
2.08%
QVMP.DE:
14.16%
CSPX.L:
12.91%
QVMP.DE:
-33.87%
CSPX.L:
-9.49%
QVMP.DE:
-0.62%
CSPX.L:
0.00%
Returns By Period
In the year-to-date period, QVMP.DE achieves a 6.85% return, which is significantly higher than CSPX.L's 3.27% return.
QVMP.DE
6.85%
3.99%
16.81%
31.81%
19.30%
N/A
CSPX.L
3.27%
3.39%
11.48%
23.68%
N/A
N/A
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QVMP.DE vs. CSPX.L - Expense Ratio Comparison
QVMP.DE has a 0.35% expense ratio, which is higher than CSPX.L's 0.07% expense ratio.
Risk-Adjusted Performance
QVMP.DE vs. CSPX.L — Risk-Adjusted Performance Rank
QVMP.DE
CSPX.L
QVMP.DE vs. CSPX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 QVM UCITS ETF (QVMP.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). 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.
Dividends
QVMP.DE vs. CSPX.L - Dividend Comparison
QVMP.DE's dividend yield for the trailing twelve months is around 0.76%, while CSPX.L has not paid dividends to shareholders.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|
QVMP.DE Invesco S&P 500 QVM UCITS ETF | 0.76% | 0.82% | 1.61% | 1.82% | 0.86% | 1.58% | 1.38% | 1.31% | 0.72% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QVMP.DE vs. CSPX.L - Drawdown Comparison
The maximum QVMP.DE drawdown since its inception was -33.87%, which is greater than CSPX.L's maximum drawdown of -9.49%. Use the drawdown chart below to compare losses from any high point for QVMP.DE and CSPX.L. For additional features, visit the drawdowns tool.
Volatility
QVMP.DE vs. CSPX.L - Volatility Comparison
The current volatility for Invesco S&P 500 QVM UCITS ETF (QVMP.DE) is 2.81%, while iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) has a volatility of 3.82%. This indicates that QVMP.DE experiences smaller price fluctuations and is considered to be less risky than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.