QVMP.DE vs. XZSP.DE
QVMP.DE (Invesco S&P 500 QVM UCITS ETF) and XZSP.DE (Xtrackers S&P 500 ESG UCITS ETF 1C) are both S&P 500 funds - QVMP.DE tracks the S&P 500 Quality, Value & Momentum Multi-Factor while XZSP.DE tracks the S&P 500 ESG. Both are passively managed. Over the past 3 years, QVMP.DE returned 21.01%/yr vs 18.55%/yr for XZSP.DE. A 0.74 correlation means they provide meaningful diversification when combined. QVMP.DE charges 0.35%/yr vs 0.08%/yr for XZSP.DE.
Performance
QVMP.DE vs. XZSP.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 XZSP.DE's 11.17% 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*
- —
XZSP.DE
- 1D
- 0.61%
- 1M
- 5.47%
- YTD
- 11.17%
- 6M
- 11.67%
- 1Y
- 28.67%
- 3Y*
- 18.55%
- 5Y*
- —
- 10Y*
- —
QVMP.DE vs. XZSP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QVMP.DE Invesco S&P 500 QVM UCITS ETF | 17.52% | 1.52% | 37.24% | 3.45% | -3.41% |
XZSP.DE Xtrackers S&P 500 ESG UCITS ETF 1C | 11.17% | 5.34% | 31.24% | 23.89% | -4.47% |
Correlation
The correlation between QVMP.DE and XZSP.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2022 | 0.74 |
The correlation between QVMP.DE and XZSP.DE shifts across timeframes, from 0.65 (1 year) to 0.75 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
QVMP.DE vs. XZSP.DE — Risk / Return Rank
QVMP.DE
XZSP.DE
QVMP.DE vs. XZSP.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 Xtrackers S&P 500 ESG UCITS ETF 1C (XZSP.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 | XZSP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.46 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 5.40 | 4.07 | +1.33 |
| Martin ratioReturn relative to average drawdown | 13.12 | 15.72 | -2.60 |
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 | XZSP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 2.47 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 1.31 | -0.49 |
Drawdowns
QVMP.DE vs. XZSP.DE - Drawdown Comparison
The maximum QVMP.DE drawdown since its inception was -34.10%, which is greater than XZSP.DE's maximum drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for QVMP.DE and XZSP.DE.
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Drawdown Indicators
| QVMP.DE | XZSP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.10% | -23.40% | -10.70% |
Max Drawdown (1Y)Largest decline over 1 year | -3.81% | -7.02% | +3.21% |
Max Drawdown (3Y)Largest decline over 3 years | -19.88% | -23.40% | +3.52% |
Max Drawdown (5Y)Largest decline over 5 years | -19.88% | — | — |
Current DrawdownCurrent decline from peak | -0.18% | 0.00% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -3.09% | -1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 1.82% | -0.25% |
Volatility
QVMP.DE vs. XZSP.DE - Volatility Comparison
Invesco S&P 500 QVM UCITS ETF (QVMP.DE) and Xtrackers S&P 500 ESG UCITS ETF 1C (XZSP.DE) have volatilities of 2.72% and 2.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QVMP.DE | XZSP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.72% | 2.79% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.38% | 7.55% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.79% | 11.55% | -0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 14.26% | +1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.08% | 14.26% | +2.82% |
QVMP.DE vs. XZSP.DE - Expense Ratio Comparison
QVMP.DE has a 0.35% expense ratio, which is higher than XZSP.DE's 0.08% expense ratio.
Dividends
QVMP.DE vs. XZSP.DE - Dividend Comparison
QVMP.DE's dividend yield for the trailing twelve months is around 0.77%, while XZSP.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
XZSP.DE Xtrackers S&P 500 ESG UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QVMP.DE and XZSP.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZSP.DE is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZSP.DE is cheaper with a 0.08% expense ratio, compared with 0.35% for QVMP.DE.
QVMP.DE tracks S&P 500 Quality, Value & Momentum Multi-Factor, while XZSP.DE tracks S&P 500 ESG. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.35% for QVMP.DE and 0.08% for XZSP.DE.
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