QVMP.DE vs. VHYL.AS
Compare and contrast key facts about Invesco S&P 500 QVM UCITS ETF (QVMP.DE) and Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS).
QVMP.DE and VHYL.AS 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. VHYL.AS is a passively managed fund by Vanguard that tracks the performance of the MSCI World High Dividend Yield NR USD. It was launched on May 21, 2013. Both QVMP.DE and VHYL.AS 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 VHYL.AS.
Correlation
The correlation between QVMP.DE and VHYL.AS is 0.56, 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. VHYL.AS - Performance Comparison
Key characteristics
QVMP.DE:
2.45
VHYL.AS:
1.99
QVMP.DE:
3.45
VHYL.AS:
2.71
QVMP.DE:
1.45
VHYL.AS:
1.38
QVMP.DE:
4.46
VHYL.AS:
2.81
QVMP.DE:
16.37
VHYL.AS:
11.46
QVMP.DE:
2.10%
VHYL.AS:
1.63%
QVMP.DE:
14.16%
VHYL.AS:
9.32%
QVMP.DE:
-33.87%
VHYL.AS:
-34.08%
QVMP.DE:
-0.62%
VHYL.AS:
0.00%
Returns By Period
In the year-to-date period, QVMP.DE achieves a 6.85% return, which is significantly higher than VHYL.AS's 5.98% return.
QVMP.DE
6.85%
3.24%
17.59%
32.09%
19.20%
N/A
VHYL.AS
5.98%
2.73%
11.78%
19.14%
8.62%
7.27%
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QVMP.DE vs. VHYL.AS - Expense Ratio Comparison
QVMP.DE has a 0.35% expense ratio, which is higher than VHYL.AS's 0.29% expense ratio.
Risk-Adjusted Performance
QVMP.DE vs. VHYL.AS — Risk-Adjusted Performance Rank
QVMP.DE
VHYL.AS
QVMP.DE vs. VHYL.AS - 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 Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS). 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. VHYL.AS - Dividend Comparison
QVMP.DE's dividend yield for the trailing twelve months is around 0.76%, less than VHYL.AS's 2.66% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 2.66% | 2.82% | 3.15% | 3.60% | 2.59% | 2.68% | 2.89% | 3.14% | 2.76% | 2.73% | 2.92% | 2.61% |
Drawdowns
QVMP.DE vs. VHYL.AS - Drawdown Comparison
The maximum QVMP.DE drawdown since its inception was -33.87%, roughly equal to the maximum VHYL.AS drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for QVMP.DE and VHYL.AS. For additional features, visit the drawdowns tool.
Volatility
QVMP.DE vs. VHYL.AS - Volatility Comparison
Invesco S&P 500 QVM UCITS ETF (QVMP.DE) has a higher volatility of 2.62% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS) at 1.85%. This indicates that QVMP.DE's price experiences larger fluctuations and is considered to be riskier than VHYL.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.