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QVMP.DE vs. PQVG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QVMP.DE and PQVG.L is 0.67, 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.


-0.50.00.51.00.7

Performance

QVMP.DE vs. PQVG.L - 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 Invesco S&P 500 QVM UCITS ETF (PQVG.L). The values are adjusted to include any dividend payments, if applicable.

140.00%150.00%160.00%170.00%180.00%SeptemberOctoberNovemberDecember2025February
175.15%
173.25%
QVMP.DE
PQVG.L

Key characteristics

Sharpe Ratio

QVMP.DE:

2.45

PQVG.L:

2.13

Sortino Ratio

QVMP.DE:

3.45

PQVG.L:

3.27

Omega Ratio

QVMP.DE:

1.45

PQVG.L:

1.40

Calmar Ratio

QVMP.DE:

4.46

PQVG.L:

4.12

Martin Ratio

QVMP.DE:

16.37

PQVG.L:

13.53

Ulcer Index

QVMP.DE:

2.10%

PQVG.L:

2.02%

Daily Std Dev

QVMP.DE:

14.16%

PQVG.L:

12.79%

Max Drawdown

QVMP.DE:

-33.87%

PQVG.L:

-25.88%

Current Drawdown

QVMP.DE:

-0.62%

PQVG.L:

-1.49%

Returns By Period

In the year-to-date period, QVMP.DE achieves a 6.85% return, which is significantly higher than PQVG.L's 5.93% return.


QVMP.DE

YTD

6.85%

1M

3.99%

6M

16.81%

1Y

31.81%

5Y*

19.30%

10Y*

N/A

PQVG.L

YTD

5.93%

1M

2.44%

6M

13.04%

1Y

27.51%

5Y*

15.22%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QVMP.DE vs. PQVG.L - Expense Ratio Comparison

Both QVMP.DE and PQVG.L have an expense ratio of 0.35%.


QVMP.DE
Invesco S&P 500 QVM UCITS ETF
Expense ratio chart for QVMP.DE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for PQVG.L: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

QVMP.DE vs. PQVG.L — Risk-Adjusted Performance Rank

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

QVMP.DE
The Risk-Adjusted Performance Rank of QVMP.DE is 9191
Overall Rank
The Sharpe Ratio Rank of QVMP.DE is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of QVMP.DE is 9191
Sortino Ratio Rank
The Omega Ratio Rank of QVMP.DE is 8989
Omega Ratio Rank
The Calmar Ratio Rank of QVMP.DE is 9393
Calmar Ratio Rank
The Martin Ratio Rank of QVMP.DE is 9191
Martin Ratio Rank

PQVG.L
The Risk-Adjusted Performance Rank of PQVG.L is 8787
Overall Rank
The Sharpe Ratio Rank of PQVG.L is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of PQVG.L is 8989
Sortino Ratio Rank
The Omega Ratio Rank of PQVG.L is 8484
Omega Ratio Rank
The Calmar Ratio Rank of PQVG.L is 9191
Calmar Ratio Rank
The Martin Ratio Rank of PQVG.L is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QVMP.DE vs. PQVG.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 Invesco S&P 500 QVM UCITS ETF (PQVG.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.


Sharpe ratio
The chart of Sharpe ratio for QVMP.DE, currently valued at 2.20, compared to the broader market0.002.004.002.202.37
The chart of Sortino ratio for QVMP.DE, currently valued at 3.10, compared to the broader market0.005.0010.003.103.42
The chart of Omega ratio for QVMP.DE, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.411.44
The chart of Calmar ratio for QVMP.DE, currently valued at 4.68, compared to the broader market0.005.0010.0015.0020.004.684.80
The chart of Martin ratio for QVMP.DE, currently valued at 13.41, compared to the broader market0.0020.0040.0060.0080.00100.0013.4113.78
QVMP.DE
PQVG.L

The current QVMP.DE Sharpe Ratio is 2.45, which is comparable to the PQVG.L Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of QVMP.DE and PQVG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
2.20
2.37
QVMP.DE
PQVG.L

Dividends

QVMP.DE vs. PQVG.L - Dividend Comparison

QVMP.DE's dividend yield for the trailing twelve months is around 0.76%, less than PQVG.L's 0.78% yield.


TTM20242023202220212020201920182017
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%
PQVG.L
Invesco S&P 500 QVM UCITS ETF
0.78%0.82%1.61%1.77%0.87%1.59%1.41%1.30%0.72%

Drawdowns

QVMP.DE vs. PQVG.L - Drawdown Comparison

The maximum QVMP.DE drawdown since its inception was -33.87%, which is greater than PQVG.L's maximum drawdown of -25.88%. Use the drawdown chart below to compare losses from any high point for QVMP.DE and PQVG.L. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.82%
-0.10%
QVMP.DE
PQVG.L

Volatility

QVMP.DE vs. PQVG.L - Volatility Comparison

Invesco S&P 500 QVM UCITS ETF (QVMP.DE) has a higher volatility of 2.81% compared to Invesco S&P 500 QVM UCITS ETF (PQVG.L) at 2.15%. This indicates that QVMP.DE's price experiences larger fluctuations and is considered to be riskier than PQVG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
2.81%
2.15%
QVMP.DE
PQVG.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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