EHDL.DE vs. 5MVL.DE
EHDL.DE (Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both Emerging Markets Equities funds - EHDL.DE tracks the FTSE Emerging High Dividend Low Volatility Index while 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, EHDL.DE returned 6.50%/yr vs 16.49%/yr for 5MVL.DE. A 0.74 correlation means they provide meaningful diversification when combined. EHDL.DE charges 0.49%/yr vs 0.40%/yr for 5MVL.DE.
Performance
EHDL.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EHDL.DE achieves a 9.26% return, which is significantly lower than 5MVL.DE's 40.32% return.
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%
5MVL.DE
- 1D
- 2.80%
- 1M
- -6.17%
- 6M
- 36.31%
- YTD
- 40.32%
- 1Y
- 66.56%
- 3Y*
- 31.76%
- 5Y*
- 16.49%
- 10Y*
- —
EHDL.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -2.61% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 40.32% | 27.25% | 21.00% | 14.59% | -10.56% | 13.09% | -2.40% | 20.36% | -14.02% |
Correlation
The correlation between EHDL.DE and 5MVL.DE is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2018 | 0.74 |
The correlation between EHDL.DE and 5MVL.DE shifts across timeframes, from 0.55 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EHDL.DE vs. 5MVL.DE — Risk / Return Rank
EHDL.DE
5MVL.DE
EHDL.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.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.
| EHDL.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.52 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 6.42 | -2.69 |
| Martin ratioReturn relative to average drawdown | 10.05 | 19.50 | -9.45 |
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Drawdowns
EHDL.DE vs. 5MVL.DE - Drawdown Comparison
The maximum EHDL.DE drawdown since its inception was -36.13%, which is greater than 5MVL.DE's maximum drawdown of -32.22%. Use the drawdown chart below to compare losses from any high point for EHDL.DE and 5MVL.DE.
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Drawdown Indicators
| EHDL.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.13% | -32.22% | -3.91% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -10.32% | +5.06% |
Max Drawdown (3Y)Largest decline over 3 years | -14.85% | -19.14% | +4.29% |
Max Drawdown (5Y)Largest decline over 5 years | -18.80% | -20.60% | +1.80% |
Max Drawdown (10Y)Largest decline over 10 years | -36.13% | — | — |
Current DrawdownCurrent decline from peak | -3.59% | -7.81% | +4.22% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -6.62% | -2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 3.40% | -1.44% |
Volatility
EHDL.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) is 3.89%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 10.83%. This indicates that EHDL.DE experiences smaller price fluctuations and is considered to be less risky than 5MVL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EHDL.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 10.83% | -6.94% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 18.78% | -10.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.32% | 21.61% | -10.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.61% | 17.42% | -3.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.02% | 19.53% | -1.51% |
EHDL.DE vs. 5MVL.DE - Expense Ratio Comparison
EHDL.DE has a 0.49% expense ratio, which is higher than 5MVL.DE's 0.40% expense ratio.
Dividends
EHDL.DE vs. 5MVL.DE - Dividend Comparison
EHDL.DE's dividend yield for the trailing twelve months is around 4.87%, while 5MVL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(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
EHDL.DE and 5MVL.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 5MVL.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5MVL.DE is cheaper with a 0.40% expense ratio, compared with 0.49% for EHDL.DE.
EHDL.DE tracks FTSE Emerging High Dividend Low Volatility Index, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.49% for EHDL.DE and 0.40% for 5MVL.DE.
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