DX2Z.DE vs. EHDL.DE
DX2Z.DE (Xtrackers S&P Select Frontier Swap UCITS ETF (Acc)) and EHDL.DE (Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF) are both Emerging Markets Equities funds - DX2Z.DE tracks the S&P Select Frontier Index while EHDL.DE tracks the FTSE Emerging High Dividend Low Volatility Index. Both are passively managed. Over the past 10 years, DX2Z.DE returned 11.40%/yr vs 6.47%/yr for EHDL.DE. At a 0.47 correlation, their price movements are largely independent. DX2Z.DE charges 0.95%/yr vs 0.49%/yr for EHDL.DE.
Performance
DX2Z.DE vs. EHDL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DX2Z.DE achieves a 10.31% return, which is significantly higher than EHDL.DE's 9.26% return. Over the past 10 years, DX2Z.DE has outperformed EHDL.DE with an annualized return of 11.40%, while EHDL.DE has yielded a comparatively lower 6.47% annualized return.
DX2Z.DE
- 1D
- 0.61%
- 1M
- 2.36%
- 6M
- 8.54%
- YTD
- 10.31%
- 1Y
- 29.81%
- 3Y*
- 18.61%
- 5Y*
- 12.91%
- 10Y*
- 11.40%
EHDL.DE
- 1D
- 1.22%
- 1M
- -0.90%
- 6M
- 8.37%
- YTD
- 9.26%
- 1Y
- 19.74%
- 3Y*
- 11.75%
- 5Y*
- 6.50%
- 10Y*
- 6.47%
DX2Z.DE vs. EHDL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DX2Z.DE Xtrackers S&P Select Frontier Swap UCITS ETF (Acc) | 10.31% | 18.38% | 30.33% | 20.29% | -15.40% | 26.53% | -13.05% | 26.32% | -14.75% | 22.09% |
EHDL.DE Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF | 9.26% | 12.82% | 8.32% | 6.17% | -10.93% | 22.11% | -15.54% | 19.11% | -2.44% | 9.35% |
Correlation
The correlation between DX2Z.DE and EHDL.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since May 27, 2016 | 0.47 |
Over the past year, the correlation between DX2Z.DE and EHDL.DE has dropped to 0.22 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
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Return for Risk
DX2Z.DE vs. EHDL.DE — Risk / Return Rank
DX2Z.DE
EHDL.DE
DX2Z.DE vs. EHDL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P Select Frontier Swap UCITS ETF (Acc) (DX2Z.DE) and Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.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.
| DX2Z.DE | EHDL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.31 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | 3.73 | -1.48 |
| Martin ratioReturn relative to average drawdown | 6.70 | 10.05 | -3.35 |
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Drawdowns
DX2Z.DE vs. EHDL.DE - Drawdown Comparison
The maximum DX2Z.DE drawdown since its inception was -76.62%, which is greater than EHDL.DE's maximum drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for DX2Z.DE and EHDL.DE.
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Drawdown Indicators
| DX2Z.DE | EHDL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.62% | -36.13% | -40.49% |
Max Drawdown (1Y)Largest decline over 1 year | -13.15% | -5.26% | -7.89% |
Max Drawdown (3Y)Largest decline over 3 years | -20.17% | -14.85% | -5.32% |
Max Drawdown (5Y)Largest decline over 5 years | -23.10% | -18.80% | -4.30% |
Max Drawdown (10Y)Largest decline over 10 years | -45.54% | -36.13% | -9.41% |
Current DrawdownCurrent decline from peak | 0.00% | -3.59% | +3.59% |
Average DrawdownAverage peak-to-trough decline | -44.91% | -9.11% | -35.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.44% | 1.96% | +2.48% |
Volatility
DX2Z.DE vs. EHDL.DE - Volatility Comparison
Xtrackers S&P Select Frontier Swap UCITS ETF (Acc) (DX2Z.DE) and Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) have volatilities of 3.87% and 3.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DX2Z.DE | EHDL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 3.89% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 14.14% | 8.13% | +6.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.85% | 11.32% | +7.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.49% | 13.61% | +4.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.78% | 18.02% | +0.76% |
DX2Z.DE vs. EHDL.DE - Expense Ratio Comparison
DX2Z.DE has a 0.95% expense ratio, which is higher than EHDL.DE's 0.49% expense ratio.
Dividends
DX2Z.DE vs. EHDL.DE - Dividend Comparison
DX2Z.DE has not paid dividends to shareholders, while EHDL.DE's dividend yield for the trailing twelve months is around 4.87%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DX2Z.DE Xtrackers S&P Select Frontier Swap UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EHDL.DE Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF | 4.87% | 5.27% | 5.58% | 6.15% | 9.20% | 5.91% | 4.28% | 5.04% | 5.45% | 5.14% | 2.24% |
Frequently Asked Questions
DX2Z.DE and EHDL.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EHDL.DE is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EHDL.DE is cheaper with a 0.49% expense ratio, compared with 0.95% for DX2Z.DE.
DX2Z.DE tracks S&P Select Frontier Index, while EHDL.DE tracks FTSE Emerging High Dividend Low Volatility Index. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.95% for DX2Z.DE and 0.49% for EHDL.DE.
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