XDEE.DE vs. QVMP.DE
XDEE.DE (Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc)) and QVMP.DE (Invesco S&P 500 QVM UCITS ETF) are both S&P 500 funds - XDEE.DE tracks the S&P 500 Equal Weight Index (EUR Hedged) while QVMP.DE tracks the S&P 500 Quality, Value & Momentum Multi-Factor. Both are passively managed. Over the past 3 years, XDEE.DE returned 11.69%/yr vs 21.32%/yr for QVMP.DE. A 0.62 correlation means they provide meaningful diversification when combined. XDEE.DE charges 0.30%/yr vs 0.35%/yr for QVMP.DE.
Performance
XDEE.DE vs. QVMP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEE.DE achieves a 10.42% return, which is significantly lower than QVMP.DE's 20.67% return.
XDEE.DE
- 1D
- 0.08%
- 1M
- 2.61%
- 6M
- 11.12%
- YTD
- 10.42%
- 1Y
- 14.68%
- 3Y*
- 11.69%
- 5Y*
- —
- 10Y*
- —
QVMP.DE
- 1D
- 0.22%
- 1M
- 2.92%
- 6M
- 21.30%
- YTD
- 20.67%
- 1Y
- 26.06%
- 3Y*
- 21.32%
- 5Y*
- 15.50%
- 10Y*
- —
XDEE.DE vs. QVMP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDEE.DE Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) | 10.42% | 9.31% | 10.02% | 10.87% | -15.34% | 1.66% |
QVMP.DE Invesco S&P 500 QVM UCITS ETF | 20.67% | 1.52% | 37.26% | 3.43% | 6.14% | 3.05% |
Correlation
The correlation between XDEE.DE and QVMP.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2021 | 0.62 |
The correlation between XDEE.DE and QVMP.DE has been stable across timeframes, ranging from 0.52 to 0.62 - a consistent structural relationship.
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Return for Risk
XDEE.DE vs. QVMP.DE — Risk / Return Rank
XDEE.DE
QVMP.DE
XDEE.DE vs. QVMP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) (XDEE.DE) and Invesco S&P 500 QVM UCITS ETF (QVMP.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XDEE.DE | QVMP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.41 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 6.81 | -4.79 |
| Martin ratioReturn relative to average drawdown | 7.08 | 19.45 | -12.37 |
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Drawdowns
XDEE.DE vs. QVMP.DE - Drawdown Comparison
The maximum XDEE.DE drawdown since its inception was -22.64%, smaller than the maximum QVMP.DE drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for XDEE.DE and QVMP.DE.
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Drawdown Indicators
| XDEE.DE | QVMP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.64% | -34.11% | +11.47% |
Max Drawdown (1Y)Largest decline over 1 year | -7.23% | -3.81% | -3.42% |
Max Drawdown (3Y)Largest decline over 3 years | -18.93% | -19.87% | +0.94% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.87% | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.14% | +3.14% |
Average DrawdownAverage peak-to-trough decline | -7.31% | -5.50% | -1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 1.34% | +0.73% |
Volatility
XDEE.DE vs. QVMP.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) (XDEE.DE) is 3.13%, while Invesco S&P 500 QVM UCITS ETF (QVMP.DE) has a volatility of 5.74%. This indicates that XDEE.DE experiences smaller price fluctuations and is considered to be less risky than QVMP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDEE.DE | QVMP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.13% | 5.74% | -2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 7.70% | 8.96% | -1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.92% | 11.56% | -0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 16.17% | +0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 18.35% | -2.12% |
XDEE.DE vs. QVMP.DE - Expense Ratio Comparison
XDEE.DE has a 0.30% expense ratio, which is lower than QVMP.DE's 0.35% expense ratio.
Dividends
XDEE.DE vs. QVMP.DE - Dividend Comparison
XDEE.DE has not paid dividends to shareholders, while QVMP.DE's dividend yield for the trailing twelve months is around 0.79%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
QVMP.DE Invesco S&P 500 QVM UCITS ETF | 0.79% | 0.84% | 0.82% | 1.61% | 1.82% | 0.86% | 1.58% | 1.38% | 1.31% | 0.72% |
XDEE.DE Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDEE.DE and QVMP.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEE.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEE.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for QVMP.DE.
XDEE.DE tracks S&P 500 Equal Weight Index (EUR Hedged), while QVMP.DE tracks S&P 500 Quality, Value & Momentum Multi-Factor. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.30% for XDEE.DE and 0.35% for QVMP.DE.
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