QVMP.DE vs. EXX5.DE
QVMP.DE (Invesco S&P 500 QVM UCITS ETF) and EXX5.DE (iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR) are both exchange-traded funds - QVMP.DE is a S&P 500 fund tracking the S&P 500 Quality, Value & Momentum Multi-Factor, while EXX5.DE is a Large Cap Value Equities fund tracking the Dow Jones U.S. Select Dividend Index. Both are passively managed. Over the past 5 years, QVMP.DE returned 15.06%/yr vs 10.19%/yr for EXX5.DE. A 0.70 correlation means they provide meaningful diversification when combined. QVMP.DE charges 0.35%/yr vs 0.31%/yr for EXX5.DE.
Performance
QVMP.DE vs. EXX5.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with QVMP.DE having a 17.37% return and EXX5.DE slightly lower at 16.91%.
QVMP.DE
- 1D
- -2.49%
- 1M
- -2.95%
- 6M
- 14.98%
- YTD
- 17.37%
- 1Y
- 22.98%
- 3Y*
- 21.31%
- 5Y*
- 15.06%
- 10Y*
- —
EXX5.DE
- 1D
- 0.46%
- 1M
- 3.46%
- 6M
- 12.56%
- YTD
- 16.91%
- 1Y
- 23.57%
- 3Y*
- 14.10%
- 5Y*
- 10.19%
- 10Y*
- 8.59%
QVMP.DE vs. EXX5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QVMP.DE Invesco S&P 500 QVM UCITS ETF | 17.37% | 1.52% | 37.26% | 3.43% | 6.14% | 36.89% | -1.58% | 28.89% | -3.41% | 0.79% |
EXX5.DE iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR | 16.91% | -1.07% | 21.19% | -2.83% | 7.04% | 43.02% | -15.23% | 23.88% | -3.48% | 3.59% |
Correlation
The correlation between QVMP.DE and EXX5.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since May 18, 2017 | 0.70 |
Over the past year, the correlation between QVMP.DE and EXX5.DE has dropped to 0.44 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
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Return for Risk
QVMP.DE vs. EXX5.DE — Risk / Return Rank
QVMP.DE
EXX5.DE
QVMP.DE vs. EXX5.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 iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR (EXX5.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.DE | EXX5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.35 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.95 | 5.26 | -1.31 |
| Martin ratioReturn relative to average drawdown | 14.99 | 15.80 | -0.81 |
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Drawdowns
QVMP.DE vs. EXX5.DE - Drawdown Comparison
The maximum QVMP.DE drawdown since its inception was -34.11%, smaller than the maximum EXX5.DE drawdown of -65.87%. Use the drawdown chart below to compare losses from any high point for QVMP.DE and EXX5.DE.
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Drawdown Indicators
| QVMP.DE | EXX5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.11% | -65.87% | +31.76% |
Max Drawdown (1Y)Largest decline over 1 year | -5.79% | -4.46% | -1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -19.87% | -21.96% | +2.09% |
Max Drawdown (5Y)Largest decline over 5 years | -19.87% | -21.96% | +2.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.47% | — |
Current DrawdownCurrent decline from peak | -5.79% | -0.40% | -5.39% |
Average DrawdownAverage peak-to-trough decline | -5.50% | -14.20% | +8.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 1.49% | +0.04% |
Volatility
QVMP.DE vs. EXX5.DE - Volatility Comparison
Invesco S&P 500 QVM UCITS ETF (QVMP.DE) has a higher volatility of 7.04% compared to iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR (EXX5.DE) at 3.10%. This indicates that QVMP.DE's price experiences larger fluctuations and is considered to be riskier than EXX5.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.DE | EXX5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.04% | 3.10% | +3.94% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 7.86% | +2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.37% | 11.27% | +1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 14.85% | +1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 17.07% | +1.32% |
QVMP.DE vs. EXX5.DE - Expense Ratio Comparison
QVMP.DE has a 0.35% expense ratio, which is higher than EXX5.DE's 0.31% expense ratio.
Dividends
QVMP.DE vs. EXX5.DE - Dividend Comparison
QVMP.DE's dividend yield for the trailing twelve months is around 0.81%, less than EXX5.DE's 2.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXX5.DE iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR | 2.30% | 2.62% | 2.39% | 2.54% | 2.47% | 2.07% | 2.98% | 2.29% | 1.57% | 3.04% | 2.46% | 2.55% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
QVMP.DE and EXX5.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXX5.DE is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXX5.DE is cheaper with a 0.31% expense ratio, compared with 0.35% for QVMP.DE.
QVMP.DE is categorized as S&P 500, while EXX5.DE is Large Cap Value Equities. QVMP.DE tracks S&P 500 Quality, Value & Momentum Multi-Factor, while EXX5.DE tracks Dow Jones U.S. Select Dividend Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.35% for QVMP.DE and 0.31% for EXX5.DE.
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