QVMP.DE vs. ZA30.DE
QVMP.DE (Invesco S&P 500 QVM UCITS ETF) and ZA30.DE (iShares S&P 500 ESG UCITS ETF USD Acc) are both S&P 500 funds - QVMP.DE tracks the S&P 500 Quality, Value & Momentum Multi-Factor while ZA30.DE tracks the S&P 500 ESG. Both are passively managed. Over the past 3 years, QVMP.DE returned 21.01%/yr vs 18.54%/yr for ZA30.DE. A 0.72 correlation means they provide meaningful diversification when combined. QVMP.DE charges 0.35%/yr vs 0.07%/yr for ZA30.DE.
Performance
QVMP.DE vs. ZA30.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 ZA30.DE's 11.16% 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*
- —
ZA30.DE
- 1D
- 0.60%
- 1M
- 5.42%
- YTD
- 11.16%
- 6M
- 11.63%
- 1Y
- 28.62%
- 3Y*
- 18.54%
- 5Y*
- —
- 10Y*
- —
QVMP.DE vs. ZA30.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% | -1.24% |
ZA30.DE iShares S&P 500 ESG UCITS ETF USD Acc | 11.16% | 5.34% | 31.19% | 24.10% | -5.78% |
Correlation
The correlation between QVMP.DE and ZA30.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2022 | 0.72 |
The correlation between QVMP.DE and ZA30.DE shifts across timeframes, from 0.64 (1 year) to 0.74 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
QVMP.DE vs. ZA30.DE — Risk / Return Rank
QVMP.DE
ZA30.DE
QVMP.DE vs. ZA30.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 ESG UCITS ETF USD Acc (ZA30.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 | ZA30.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 | 4.12 | +1.28 |
| Martin ratioReturn relative to average drawdown | 13.12 | 15.63 | -2.51 |
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 | ZA30.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 | 1.18 | -0.36 |
Drawdowns
QVMP.DE vs. ZA30.DE - Drawdown Comparison
The maximum QVMP.DE drawdown since its inception was -34.10%, which is greater than ZA30.DE's maximum drawdown of -23.45%. Use the drawdown chart below to compare losses from any high point for QVMP.DE and ZA30.DE.
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Drawdown Indicators
| QVMP.DE | ZA30.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.10% | -23.45% | -10.65% |
Max Drawdown (1Y)Largest decline over 1 year | -3.81% | -6.91% | +3.10% |
Max Drawdown (3Y)Largest decline over 3 years | -19.88% | -23.45% | +3.57% |
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% | -3.22% | -1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 1.83% | -0.26% |
Volatility
QVMP.DE vs. ZA30.DE - Volatility Comparison
Invesco S&P 500 QVM UCITS ETF (QVMP.DE) and iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.DE) have volatilities of 2.72% and 2.73%, 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 | ZA30.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.72% | 2.73% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 7.38% | 7.54% | -0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.79% | 11.54% | -0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 14.38% | +1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.08% | 14.38% | +2.70% |
QVMP.DE vs. ZA30.DE - Expense Ratio Comparison
QVMP.DE has a 0.35% expense ratio, which is higher than ZA30.DE's 0.07% expense ratio.
Dividends
QVMP.DE vs. ZA30.DE - Dividend Comparison
QVMP.DE's dividend yield for the trailing twelve months is around 0.77%, while ZA30.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% |
ZA30.DE iShares S&P 500 ESG UCITS ETF USD Acc | 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 ZA30.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZA30.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZA30.DE is cheaper with a 0.07% expense ratio, compared with 0.35% for QVMP.DE.
QVMP.DE tracks S&P 500 Quality, Value & Momentum Multi-Factor, while ZA30.DE tracks S&P 500 ESG. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.35% for QVMP.DE and 0.07% for ZA30.DE.
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