QVMP.DE vs. UBUS.DE
QVMP.DE (Invesco S&P 500 QVM UCITS ETF) and UBUS.DE (UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis) are both exchange-traded funds - QVMP.DE is a S&P 500 fund tracking the S&P 500 Quality, Value & Momentum Multi-Factor, while UBUS.DE is a Large Cap Value Equities fund tracking the MSCI USA Prime Value. Both are passively managed. Over the past 5 years, QVMP.DE returned 16.50%/yr vs 8.96%/yr for UBUS.DE. Their correlation of 0.83 suggests significant overlap in exposure. QVMP.DE charges 0.35%/yr vs 0.25%/yr for UBUS.DE.
Performance
QVMP.DE vs. UBUS.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 higher than UBUS.DE's 7.74% return.
QVMP.DE
- 1D
- 0.24%
- 1M
- 4.74%
- YTD
- 17.52%
- 6M
- 17.83%
- 1Y
- 21.58%
- 3Y*
- 21.01%
- 5Y*
- 16.50%
- 10Y*
- —
UBUS.DE
- 1D
- 0.62%
- 1M
- 2.97%
- YTD
- 7.74%
- 6M
- 7.79%
- 1Y
- 17.74%
- 3Y*
- 10.15%
- 5Y*
- 8.96%
- 10Y*
- 11.26%
QVMP.DE vs. UBUS.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% |
UBUS.DE UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis | 7.74% | 0.31% | 13.88% | 12.22% | -2.99% | 41.06% | -3.23% | 29.19% | -2.28% | 5.51% |
Correlation
The correlation between QVMP.DE and UBUS.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2017 | 0.83 |
The correlation between QVMP.DE and UBUS.DE shifts across timeframes, from 0.69 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QVMP.DE vs. UBUS.DE — Risk / Return Rank
QVMP.DE
UBUS.DE
QVMP.DE vs. UBUS.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 UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.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 | UBUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.25 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 5.40 | 2.76 | +2.64 |
| Martin ratioReturn relative to average drawdown | 13.12 | 8.74 | +4.38 |
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 | UBUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 1.46 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.60 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.67 | +0.15 |
Drawdowns
QVMP.DE vs. UBUS.DE - Drawdown Comparison
The maximum QVMP.DE drawdown since its inception was -34.10%, roughly equal to the maximum UBUS.DE drawdown of -34.63%. Use the drawdown chart below to compare losses from any high point for QVMP.DE and UBUS.DE.
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Drawdown Indicators
| QVMP.DE | UBUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.10% | -34.63% | +0.53% |
Max Drawdown (1Y)Largest decline over 1 year | -3.81% | -6.23% | +2.42% |
Max Drawdown (3Y)Largest decline over 3 years | -19.88% | -21.86% | +1.98% |
Max Drawdown (5Y)Largest decline over 5 years | -19.88% | -21.86% | +1.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.63% | — |
Current DrawdownCurrent decline from peak | -0.18% | 0.00% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -5.15% | +0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 1.97% | -0.40% |
Volatility
QVMP.DE vs. UBUS.DE - Volatility Comparison
The current volatility for Invesco S&P 500 QVM UCITS ETF (QVMP.DE) is 2.72%, while UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.DE) has a volatility of 2.90%. This indicates that QVMP.DE experiences smaller price fluctuations and is considered to be less risky than UBUS.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 | UBUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.72% | 2.90% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 7.38% | 7.97% | -0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.79% | 11.80% | -1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 14.73% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.08% | 16.37% | +0.71% |
QVMP.DE vs. UBUS.DE - Expense Ratio Comparison
QVMP.DE has a 0.35% expense ratio, which is higher than UBUS.DE's 0.25% expense ratio.
Dividends
QVMP.DE vs. UBUS.DE - Dividend Comparison
QVMP.DE's dividend yield for the trailing twelve months is around 0.77%, less than UBUS.DE's 0.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
UBUS.DE UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis | 0.98% | 1.14% | 0.61% | 1.38% | 1.52% | 1.30% | 1.66% | 1.17% | 1.58% | 1.42% | 1.28% |
Frequently Asked Questions
QVMP.DE and UBUS.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UBUS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UBUS.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for QVMP.DE.
QVMP.DE is categorized as S&P 500, while UBUS.DE is Large Cap Value Equities. QVMP.DE tracks S&P 500 Quality, Value & Momentum Multi-Factor, while UBUS.DE tracks MSCI USA Prime Value. They also come from different issuers: Invesco and UBS. Their fees differ too: 0.35% for QVMP.DE and 0.25% for UBUS.DE.
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