XDPD.DE vs. QVMP.DE
XDPD.DE (Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist)) and QVMP.DE (Invesco S&P 500 QVM UCITS ETF) are both S&P 500 funds - XDPD.DE tracks the S&P 500 Index (EUR Hedged) while QVMP.DE tracks the S&P 500 Quality, Value & Momentum Multi-Factor. Both are passively managed. Over the past 5 years, XDPD.DE returned 10.14%/yr vs 15.50%/yr for QVMP.DE. A 0.71 correlation means they provide meaningful diversification when combined. XDPD.DE charges 0.20%/yr vs 0.35%/yr for QVMP.DE.
Performance
XDPD.DE vs. QVMP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDPD.DE achieves a 7.76% return, which is significantly lower than QVMP.DE's 20.67% return.
XDPD.DE
- 1D
- 0.19%
- 1M
- -1.01%
- 6M
- 8.74%
- YTD
- 7.76%
- 1Y
- 17.59%
- 3Y*
- 17.59%
- 5Y*
- 10.14%
- 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*
- —
XDPD.DE vs. QVMP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XDPD.DE Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) | 7.76% | 15.06% | 22.79% | 23.30% | -21.97% | 28.50% | 15.04% | 27.19% | -9.26% |
QVMP.DE Invesco S&P 500 QVM UCITS ETF | 20.67% | 1.52% | 37.26% | 3.43% | 6.14% | 36.89% | -1.58% | 28.89% | -9.61% |
Correlation
The correlation between XDPD.DE and QVMP.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2018 | 0.71 |
Over the past year, the correlation between XDPD.DE and QVMP.DE has dropped to 0.48 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
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Return for Risk
XDPD.DE vs. QVMP.DE — Risk / Return Rank
XDPD.DE
QVMP.DE
XDPD.DE vs. QVMP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) (XDPD.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.
| XDPD.DE | QVMP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.41 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 6.81 | -4.79 |
| Martin ratioReturn relative to average drawdown | 8.10 | 19.45 | -11.35 |
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Drawdowns
XDPD.DE vs. QVMP.DE - Drawdown Comparison
The maximum XDPD.DE drawdown since its inception was -34.14%, roughly equal to the maximum QVMP.DE drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for XDPD.DE and QVMP.DE.
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Drawdown Indicators
| XDPD.DE | QVMP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.14% | -34.11% | -0.03% |
Max Drawdown (1Y)Largest decline over 1 year | -8.67% | -3.81% | -4.86% |
Max Drawdown (3Y)Largest decline over 3 years | -18.51% | -19.87% | +1.36% |
Max Drawdown (5Y)Largest decline over 5 years | -26.18% | -19.87% | -6.31% |
Current DrawdownCurrent decline from peak | -1.57% | -3.14% | +1.57% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -5.50% | -0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 1.34% | +0.83% |
Volatility
XDPD.DE vs. QVMP.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) (XDPD.DE) is 4.04%, while Invesco S&P 500 QVM UCITS ETF (QVMP.DE) has a volatility of 5.74%. This indicates that XDPD.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
| XDPD.DE | QVMP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 5.74% | -1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 9.20% | 8.96% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.06% | 11.56% | +0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 16.17% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.69% | 18.35% | -0.66% |
XDPD.DE vs. QVMP.DE - Expense Ratio Comparison
XDPD.DE has a 0.20% expense ratio, which is lower than QVMP.DE's 0.35% expense ratio.
Dividends
XDPD.DE vs. QVMP.DE - Dividend Comparison
XDPD.DE's dividend yield for the trailing twelve months is around 0.71%, less than QVMP.DE's 0.79% yield.
| 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% |
XDPD.DE Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) | 0.71% | 0.80% | 0.89% | 1.04% | 1.91% | 0.85% | 1.43% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDPD.DE and QVMP.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDPD.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDPD.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for QVMP.DE.
XDPD.DE tracks S&P 500 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: 0.20% for XDPD.DE and 0.35% for QVMP.DE.
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