QVMP.DE vs. QDVE.DE
QVMP.DE (Invesco S&P 500 QVM UCITS ETF) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - QVMP.DE is a S&P 500 fund tracking the S&P 500 Quality, Value & Momentum Multi-Factor, while QDVE.DE is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 5 years, QVMP.DE returned 16.50%/yr vs 25.33%/yr for QDVE.DE. A 0.68 correlation means they provide meaningful diversification when combined. QVMP.DE charges 0.35%/yr vs 0.15%/yr for QDVE.DE.
Performance
QVMP.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QVMP.DE achieves a 17.52% return, which is significantly lower than QDVE.DE's 24.06% return.
QVMP.DE
- 1D
- 0.24%
- 1M
- 4.97%
- YTD
- 17.52%
- 6M
- 18.12%
- 1Y
- 20.65%
- 3Y*
- 21.01%
- 5Y*
- 16.50%
- 10Y*
- —
QDVE.DE
- 1D
- -2.26%
- 1M
- 13.91%
- YTD
- 24.06%
- 6M
- 23.05%
- 1Y
- 49.27%
- 3Y*
- 30.81%
- 5Y*
- 25.33%
- 10Y*
- 26.04%
QVMP.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QVMP.DE Invesco S&P 500 QVM UCITS ETF | 17.52% | 1.52% | 37.24% | 3.45% | 6.13% | 36.91% | -1.58% | 28.87% | -3.41% | 8.38% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 24.06% | 9.99% | 46.12% | 54.14% | -25.83% | 46.77% | 29.69% | 53.86% | 3.04% | 6.58% |
Correlation
The correlation between QVMP.DE and QDVE.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2017 | 0.68 |
Over the past year, the correlation between QVMP.DE and QDVE.DE has dropped to 0.38 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
QVMP.DE vs. QDVE.DE — Risk / Return Rank
QVMP.DE
QDVE.DE
QVMP.DE vs. QDVE.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 S&P 500 Information Technology Sector UCITS ETF (QDVE.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.
| QVMP.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.39 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 5.40 | 3.14 | +2.25 |
| Martin ratioReturn relative to average drawdown | 13.12 | 8.31 | +4.81 |
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
| QVMP.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 2.40 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 1.10 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 1.07 | -0.25 |
Drawdowns
QVMP.DE vs. QDVE.DE - Drawdown Comparison
The maximum QVMP.DE drawdown since its inception was -34.10%, which is greater than QDVE.DE's maximum drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for QVMP.DE and QDVE.DE.
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Drawdown Indicators
| QVMP.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.10% | -31.45% | -2.65% |
Max Drawdown (1Y)Largest decline over 1 year | -3.81% | -15.59% | +11.78% |
Max Drawdown (3Y)Largest decline over 3 years | -19.88% | -29.83% | +9.95% |
Max Drawdown (5Y)Largest decline over 5 years | -19.88% | -29.83% | +9.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.45% | — |
Current DrawdownCurrent decline from peak | -0.18% | -3.08% | +2.90% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -5.80% | +0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 5.91% | -4.34% |
Volatility
QVMP.DE vs. QDVE.DE - Volatility Comparison
The current volatility for Invesco S&P 500 QVM UCITS ETF (QVMP.DE) is 2.72%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that QVMP.DE experiences smaller price fluctuations and is considered to be less risky than QDVE.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 | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.72% | 7.12% | -4.40% |
Volatility (6M)Calculated over the trailing 6-month period | 7.38% | 14.85% | -7.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.79% | 20.42% | -9.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 22.71% | -6.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.08% | 21.73% | -4.65% |
QVMP.DE vs. QDVE.DE - Expense Ratio Comparison
QVMP.DE has a 0.35% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.
Dividends
QVMP.DE vs. QDVE.DE - Dividend Comparison
QVMP.DE's dividend yield for the trailing twelve months is around 0.77%, while QDVE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 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
QVMP.DE and QDVE.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVE.DE is cheaper with a 0.15% expense ratio, compared with 0.35% for QVMP.DE.
QVMP.DE is categorized as S&P 500, while QDVE.DE is Technology Equities. QVMP.DE tracks S&P 500 Quality, Value & Momentum Multi-Factor, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.35% for QVMP.DE and 0.15% for QDVE.DE.
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