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PowerShares EURO STOXX High Dividend Low Volatility UCITS (HDEU.L) Sharpe Ratio: 2.47

ETF · Currency in EUR · Last updated Jul 16, 2026

HDEU.L is a passive ETF by Invesco tracking the investment results of the MSCI EMU NR EUR. HDEU.L launched on Jan 6, 2016 and has a 0.30% expense ratio.

HDEU.L's Sharpe Ratio of 2.47 indicates that for each unit of volatility, it generates 2.47 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 16, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

HDEU.L Sharpe Ratio Rank

HDEU.L Sharpe Ratio Rank: 90.991
Exceptional

HDEU.L ranks above 90.9% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

HDEU.L Sharpe Ratio Market Positioning

The chart shows HDEU.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.74 or lower
  • Yellow zone (middle 50%): 0.74 to 1.91
  • Green zone (top 25%): 1.91 or higher
  • Top 1%: 6.53+
  • Median: 1.42 — half of all investments score higher

How it compares to other similar ETFs

The table compares PowerShares EURO STOXX High Dividend Low Volatility UCITS's Sharpe Ratio with other ETFs in the Europe Equities category across multiple time periods, showing how HDEU.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 16, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LDEU.LL&G Europe ex-UK Quality Dividends Equal Weight ETF EUR Dis2.52
HDEU.LPowerShares EURO STOXX High Dividend Low Volatility UCITS2.47
CS1.LAmundi ETF MSCI Spain UCITS ETF EUR (C)2.45
EEI.LWisdomTree Europe Equity Income UCITS ETF2.42
IEVL.LiShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating2.42
IEDL.LiShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)2.41
X7PS.LInvesco STOXX Europe 600 Optimised Banks UCITS ETF2.39
EEIP.LWisdomTree Europe Equity Income UCITS ETF Acc2.33
MIBX.LLyxor FTSE MIB UCITS ETF - Dist2.29
LCPE.LOssiam Shiller Barclays Cape Europe Sector Value TR UCITS2.27

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows HDEU.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when HDEU.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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