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PowerShares EURO STOXX High Dividend Low Volatilit...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00BZ4BMM98

Issuer

Invesco

Inception Date

Jan 6, 2016

Leveraged

1x

Index Tracked

MSCI EMU NR EUR

Asset Class

Equity

Expense Ratio

HDEU.L features an expense ratio of 0.30%, falling within the medium range.


Expense ratio chart for HDEU.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in PowerShares EURO STOXX High Dividend Low Volatility UCITS, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
8.72%
16.21%
HDEU.L (PowerShares EURO STOXX High Dividend Low Volatility UCITS)
Benchmark (^GSPC)

Returns By Period

PowerShares EURO STOXX High Dividend Low Volatility UCITS had a return of 9.10% year-to-date (YTD) and 20.03% in the last 12 months.


HDEU.L

YTD

9.10%

1M

4.80%

6M

8.72%

1Y

20.03%

5Y*

11.90%

10Y*

N/A

^GSPC (Benchmark)

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

Monthly Returns

The table below presents the monthly returns of HDEU.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20256.07%9.10%
20241.14%-0.23%5.24%1.12%4.20%-4.57%3.99%1.62%1.37%-1.13%-3.18%0.75%10.33%
20237.20%1.83%-2.97%3.29%-0.71%-1.21%3.87%-1.85%-3.08%-3.58%6.72%4.66%14.20%
20221.24%-0.21%-5.34%3.94%-0.53%-7.54%-2.02%0.20%-9.11%0.39%14.09%-2.42%-8.85%
20211.69%2.73%4.30%0.53%3.07%1.31%0.96%2.48%-1.97%-0.28%0.01%4.40%20.80%
2020-1.43%-3.49%-27.73%8.83%2.66%0.59%-1.96%3.92%-3.89%-5.54%14.27%0.94%-17.56%
20198.77%1.90%0.14%4.37%-5.54%2.49%-0.11%-2.80%6.04%2.25%1.94%0.10%20.47%
20181.00%-1.42%-2.35%3.69%-1.09%-1.94%4.25%-3.64%0.80%-1.13%-2.52%-6.65%-10.91%
2017-2.45%2.06%3.87%2.04%2.65%-0.67%0.14%-1.27%2.68%2.39%-0.05%-0.72%10.98%
20161.56%2.14%-0.55%-5.98%5.09%1.53%1.04%-0.15%0.26%7.04%12.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of HDEU.L is 73, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of HDEU.L is 7373
Overall Rank
The Sharpe Ratio Rank of HDEU.L is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of HDEU.L is 7171
Sortino Ratio Rank
The Omega Ratio Rank of HDEU.L is 6868
Omega Ratio Rank
The Calmar Ratio Rank of HDEU.L is 8282
Calmar Ratio Rank
The Martin Ratio Rank of HDEU.L is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for PowerShares EURO STOXX High Dividend Low Volatility UCITS (HDEU.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for HDEU.L, currently valued at 1.70, compared to the broader market0.002.004.001.701.74
The chart of Sortino ratio for HDEU.L, currently valued at 2.39, compared to the broader market-2.000.002.004.006.008.0010.0012.002.392.36
The chart of Omega ratio for HDEU.L, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.32
The chart of Calmar ratio for HDEU.L, currently valued at 3.04, compared to the broader market0.005.0010.0015.003.042.62
The chart of Martin ratio for HDEU.L, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.00100.009.1210.69
HDEU.L
^GSPC

The current PowerShares EURO STOXX High Dividend Low Volatility UCITS Sharpe ratio is 1.70. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of PowerShares EURO STOXX High Dividend Low Volatility UCITS with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.70
1.89
HDEU.L (PowerShares EURO STOXX High Dividend Low Volatility UCITS)
Benchmark (^GSPC)

Dividends

Dividend History

PowerShares EURO STOXX High Dividend Low Volatility UCITS provided a 5.29% dividend yield over the last twelve months, with an annual payout of €1.43 per share. The fund has been increasing its distributions for 4 consecutive years.


3.00%3.50%4.00%4.50%5.00%5.50%€0.00€0.50€1.00€1.50201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019201820172016
Dividend€1.43€1.43€1.32€1.24€1.07€0.67€1.24€1.08€0.96€0.94

Dividend yield

5.29%5.77%5.57%5.63%4.19%3.02%4.48%4.48%3.41%3.59%

Monthly Dividends

The table displays the monthly dividend distributions for PowerShares EURO STOXX High Dividend Low Volatility UCITS. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025€0.00€0.00€0.00
2024€0.00€0.00€0.11€0.00€0.00€0.74€0.00€0.00€0.42€0.00€0.00€0.16€1.43
2023€0.00€0.00€0.13€0.00€0.00€0.73€0.00€0.00€0.33€0.00€0.00€0.14€1.32
2022€0.00€0.00€0.12€0.00€0.00€0.75€0.00€0.00€0.24€0.00€0.00€0.13€1.24
2021€0.00€0.00€0.07€0.00€0.00€0.53€0.00€0.00€0.34€0.00€0.00€0.14€1.07
2020€0.00€0.00€0.08€0.00€0.00€0.29€0.00€0.00€0.26€0.00€0.00€0.04€0.67
2019€0.00€0.00€0.14€0.00€0.00€0.76€0.00€0.00€0.25€0.00€0.00€0.10€1.24
2018€0.00€0.00€0.14€0.00€0.00€0.65€0.00€0.00€0.22€0.00€0.00€0.07€1.08
2017€0.00€0.00€0.06€0.00€0.00€0.69€0.00€0.00€0.14€0.00€0.00€0.07€0.96
2016€0.05€0.00€0.00€0.65€0.00€0.00€0.18€0.00€0.00€0.07€0.94

Drawdowns

Drawdowns Chart

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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.87%
-1.18%
HDEU.L (PowerShares EURO STOXX High Dividend Low Volatility UCITS)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the PowerShares EURO STOXX High Dividend Low Volatility UCITS. 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 PowerShares EURO STOXX High Dividend Low Volatility UCITS was 39.82%, occurring on Mar 16, 2020. Recovery took 125 trading sessions.

The current PowerShares EURO STOXX High Dividend Low Volatility UCITS drawdown is 0.87%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.82%Feb 27, 202010Mar 16, 2020125Feb 9, 2022135
-20.09%Feb 15, 202241Sep 28, 202291Dec 8, 2023132
-13.65%Jan 25, 201860Dec 27, 201820Apr 16, 201980
-11.13%Jun 8, 201610Jun 27, 201614Sep 2, 201624
-7.6%Apr 24, 201925Aug 20, 20199Oct 30, 201934

Volatility

Volatility Chart

The current PowerShares EURO STOXX High Dividend Low Volatility UCITS volatility is 3.08%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.08%
3.50%
HDEU.L (PowerShares EURO STOXX High Dividend Low Volatility UCITS)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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