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QVMP.DE vs. XLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QVMP.DE and XLG is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

QVMP.DE vs. XLG - 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® Top 50 ETF (XLG). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
9.04%
12.56%
QVMP.DE
XLG

Key characteristics

Sharpe Ratio

QVMP.DE:

2.45

XLG:

1.78

Sortino Ratio

QVMP.DE:

3.45

XLG:

2.38

Omega Ratio

QVMP.DE:

1.45

XLG:

1.32

Calmar Ratio

QVMP.DE:

4.46

XLG:

2.45

Martin Ratio

QVMP.DE:

16.37

XLG:

9.74

Ulcer Index

QVMP.DE:

2.10%

XLG:

2.85%

Daily Std Dev

QVMP.DE:

14.16%

XLG:

15.55%

Max Drawdown

QVMP.DE:

-33.87%

XLG:

-52.39%

Current Drawdown

QVMP.DE:

-0.62%

XLG:

-0.10%

Returns By Period

In the year-to-date period, QVMP.DE achieves a 6.85% return, which is significantly higher than XLG's 3.24% return.


QVMP.DE

YTD

6.85%

1M

5.80%

6M

16.13%

1Y

32.35%

5Y*

19.30%

10Y*

N/A

XLG

YTD

3.24%

1M

4.79%

6M

12.56%

1Y

28.05%

5Y*

17.18%

10Y*

15.36%

*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. XLG - Expense Ratio Comparison

QVMP.DE has a 0.35% expense ratio, which is higher than XLG's 0.20% expense ratio.


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 XLG: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

QVMP.DE vs. XLG — 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 9292
Overall Rank
The Sharpe Ratio Rank of QVMP.DE is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of QVMP.DE is 9292
Sortino Ratio Rank
The Omega Ratio Rank of QVMP.DE is 9090
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

XLG
The Risk-Adjusted Performance Rank of XLG is 7373
Overall Rank
The Sharpe Ratio Rank of XLG is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of XLG is 7171
Sortino Ratio Rank
The Omega Ratio Rank of XLG is 7373
Omega Ratio Rank
The Calmar Ratio Rank of XLG is 7373
Calmar Ratio Rank
The Martin Ratio Rank of XLG is 7474
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. XLG - 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® Top 50 ETF (XLG). 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 2.08, compared to the broader market0.002.004.002.081.89
The chart of Sortino ratio for QVMP.DE, currently valued at 2.95, compared to the broader market-2.000.002.004.006.008.0010.0012.002.952.51
The chart of Omega ratio for QVMP.DE, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.381.35
The chart of Calmar ratio for QVMP.DE, currently valued at 4.50, compared to the broader market0.005.0010.0015.004.502.58
The chart of Martin ratio for QVMP.DE, currently valued at 12.69, compared to the broader market0.0020.0040.0060.0080.00100.0012.6910.23
QVMP.DE
XLG

The current QVMP.DE Sharpe Ratio is 2.45, which is higher than the XLG Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of QVMP.DE and XLG, 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 Ratio1.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
2.08
1.89
QVMP.DE
XLG

Dividends

QVMP.DE vs. XLG - Dividend Comparison

QVMP.DE's dividend yield for the trailing twelve months is around 0.76%, more than XLG's 0.70% yield.


TTM20242023202220212020201920182017201620152014
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%
XLG
Invesco S&P 500® Top 50 ETF
0.70%0.72%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%1.97%

Drawdowns

QVMP.DE vs. XLG - Drawdown Comparison

The maximum QVMP.DE drawdown since its inception was -33.87%, smaller than the maximum XLG drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for QVMP.DE and XLG. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.56%
-0.10%
QVMP.DE
XLG

Volatility

QVMP.DE vs. XLG - Volatility Comparison

The current volatility for Invesco S&P 500 QVM UCITS ETF (QVMP.DE) is 3.87%, while Invesco S&P 500® Top 50 ETF (XLG) has a volatility of 4.43%. This indicates that QVMP.DE experiences smaller price fluctuations and is considered to be less risky than XLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.87%
4.43%
QVMP.DE
XLG
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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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