Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist (EMHD.L)

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The chart shows the growth of an initial investment of $10,000 in Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist (EMHD.L) has returned 7.55% so far this year and 30.52% over the past 12 months.

Based on dividend-adjusted daily data since May 31, 2016, EMHD.L's average daily return is +0.03%, while the average monthly return is +0.71%. At this rate, your investment would double in approximately 8.2 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +14.7%, while the worst month was Mar 2020 at -20.3%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, EMHD.L closed higher 53% of trading days. The best single day was Jun 3, 2020 with a return of +7.5%, while the worst single day was Mar 12, 2020 at -11.5%.

Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist has an annualized alpha of 2.74%, beta of 0.45, and R² of 0.23 versus S&P 500 Index. Calculated based on daily prices since June 01, 2016.

• This ETF participated in 77.47% of S&P 500 Index downside but only 65.03% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.45 may look defensive, but with R² of 0.23 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
• R² of 0.23 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

EMHD.L has an expense ratio of 0.49%, placing it in the medium range.

EMHD.L ranks 93 for risk / return — in the top 93% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The table below present risk-adjusted performance metrics for Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist (EMHD.L) and compare them to a chosen benchmark (S&P 500 Index).

Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist provided a 4.92% dividend yield over the last twelve months, with an annual payout of $1.44 per share.

The table displays the monthly dividend distributions for Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist was 38.32%, occurring on Mar 19, 2020. Recovery took 290 trading sessions.

The current Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist drawdown is 4.40%.

The chart below shows the rolling one-month volatility.