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XAT1.DE vs. PQVM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XAT1.DE vs. PQVM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco AT1 Capital Bond ETF EUR Hedged Dist (XAT1.DE) and Invesco S&P 500 QVM UCITS ETF (PQVM.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XAT1.DE is traded in EUR, while PQVM.L is traded in USD. To make them comparable, the PQVM.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XAT1.DE achieves a 0.23% return, which is significantly lower than PQVM.L's 17.99% return.


XAT1.DE

1D
-0.09%
1M
-1.42%
YTD
0.23%
6M
0.99%
1Y
5.49%
3Y*
8.79%
5Y*
0.67%
10Y*

PQVM.L

1D
0.26%
1M
4.77%
YTD
17.99%
6M
18.05%
1Y
21.32%
3Y*
21.07%
5Y*
16.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAT1.DE vs. PQVM.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XAT1.DE
Invesco AT1 Capital Bond ETF EUR Hedged Dist
0.23%8.61%8.34%-0.02%-12.08%2.58%5.80%15.11%-0.93%
PQVM.L
Invesco S&P 500 QVM UCITS ETF
17.99%0.17%38.76%3.61%6.75%35.56%-0.85%27.89%-6.10%

Correlation

The correlation between XAT1.DE and PQVM.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2018

0.36

The correlation between XAT1.DE and PQVM.L shifts across timeframes, from 0.21 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XAT1.DE vs. PQVM.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XAT1.DE
XAT1.DE Risk / Return Rank: 3535
Overall Rank
XAT1.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
XAT1.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
XAT1.DE Omega Ratio Rank: 3636
Omega Ratio Rank
XAT1.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
XAT1.DE Martin Ratio Rank: 4141
Martin Ratio Rank

PQVM.L
PQVM.L Risk / Return Rank: 7373
Overall Rank
PQVM.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PQVM.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
PQVM.L Omega Ratio Rank: 6262
Omega Ratio Rank
PQVM.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
PQVM.L Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XAT1.DE vs. PQVM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco AT1 Capital Bond ETF EUR Hedged Dist (XAT1.DE) and Invesco S&P 500 QVM UCITS ETF (PQVM.L). 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.


XAT1.DEPQVM.LDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.84

Omega ratioGain probability vs. loss probability

1.24

1.31

-0.08

Calmar ratioReturn relative to maximum drawdown

1.55

4.22

-2.67

Martin ratioReturn relative to average drawdown

6.31

12.62

-6.31

XAT1.DE vs. PQVM.L - Sharpe Ratio Comparison

The current XAT1.DE Sharpe Ratio is 1.15, which is lower than the PQVM.L Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of XAT1.DE and PQVM.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XAT1.DEPQVM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.75

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

1.01

-0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.82

-0.51

Drawdowns

XAT1.DE vs. PQVM.L - Drawdown Comparison

The maximum XAT1.DE drawdown since its inception was -28.95%, smaller than the maximum PQVM.L drawdown of -33.85%. Use the drawdown chart below to compare losses from any high point for XAT1.DE and PQVM.L.


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Drawdown Indicators


XAT1.DEPQVM.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.95%

-33.85%

+4.90%

Max Drawdown (1Y)

Largest decline over 1 year

-3.63%

-4.88%

+1.25%

Max Drawdown (3Y)

Largest decline over 3 years

-4.67%

-19.31%

+14.64%

Max Drawdown (5Y)

Largest decline over 5 years

-27.74%

-19.31%

-8.43%

Current Drawdown

Current decline from peak

-1.42%

0.00%

-1.42%

Average Drawdown

Average peak-to-trough decline

-6.38%

-5.00%

-1.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

1.64%

-0.75%

Volatility

XAT1.DE vs. PQVM.L - Volatility Comparison

The current volatility for Invesco AT1 Capital Bond ETF EUR Hedged Dist (XAT1.DE) is 1.69%, while Invesco S&P 500 QVM UCITS ETF (PQVM.L) has a volatility of 3.15%. This indicates that XAT1.DE experiences smaller price fluctuations and is considered to be less risky than PQVM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAT1.DEPQVM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

3.15%

-1.46%

Volatility (6M)

Calculated over the trailing 6-month period

4.41%

8.98%

-4.57%

Volatility (1Y)

Calculated over the trailing 1-year period

4.91%

11.79%

-6.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.18%

16.38%

-8.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.25%

17.60%

-7.35%

XAT1.DE vs. PQVM.L - Expense Ratio Comparison

XAT1.DE has a 0.39% expense ratio, which is higher than PQVM.L's 0.35% expense ratio.


Dividends

XAT1.DE vs. PQVM.L - Dividend Comparison

XAT1.DE's dividend yield for the trailing twelve months is around 5.94%, more than PQVM.L's 0.77% yield.


PositionTTM202520242023202220212020201920182017
PQVM.L
Invesco S&P 500 QVM UCITS ETF
0.77%0.82%0.84%1.58%1.79%0.89%1.48%1.38%1.68%0.71%
XAT1.DE
Invesco AT1 Capital Bond ETF EUR Hedged Dist
5.94%5.95%6.40%6.17%6.02%4.42%5.23%5.59%2.63%0.00%

Frequently Asked Questions


XAT1.DE and PQVM.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PQVM.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PQVM.L is cheaper with a 0.35% expense ratio, compared with 0.39% for XAT1.DE.

XAT1.DE is categorized as Corporate Bonds, while PQVM.L is S&P 500. XAT1.DE tracks Markit iBoxx USD Contingent Convertible Liquid Developed Market AT1 (8% Issuer Cap) TR Index - USD, while PQVM.L tracks S&P 500 Quality, Value, and Momentum Multi-Factor Index. Their fees differ too: 0.39% for XAT1.DE and 0.35% for PQVM.L.

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