EHDL.DE vs. D5BI.DE
EHDL.DE (Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF) and D5BI.DE (Xtrackers MSCI Mexico UCITS ETF (Acc)) are both Emerging Markets Equities funds - EHDL.DE tracks the FTSE Emerging High Dividend Low Volatility Index while D5BI.DE tracks the MSCI Mexico Index. Both are passively managed. Over the past 10 years, EHDL.DE returned 6.47%/yr vs 6.75%/yr for D5BI.DE. At a 0.49 correlation, their price movements are largely independent. EHDL.DE charges 0.49%/yr vs 0.65%/yr for D5BI.DE.
Performance
EHDL.DE vs. D5BI.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 D5BI.DE's 11.27% return. Both investments have delivered pretty close results over the past 10 years, with EHDL.DE having a 6.47% annualized return and D5BI.DE not far ahead at 6.75%.
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%
D5BI.DE
- 1D
- -1.37%
- 1M
- -1.99%
- 6M
- 12.22%
- YTD
- 11.27%
- 1Y
- 32.11%
- 3Y*
- 8.59%
- 5Y*
- 13.52%
- 10Y*
- 6.75%
EHDL.DE vs. D5BI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
D5BI.DE Xtrackers MSCI Mexico UCITS ETF (Acc) | 11.27% | 38.94% | -22.34% | 33.20% | 6.01% | 26.63% | -10.02% | 16.19% | -10.43% | -1.01% |
Correlation
The correlation between EHDL.DE and D5BI.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since May 27, 2016 | 0.49 |
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Return for Risk
EHDL.DE vs. D5BI.DE — Risk / Return Rank
EHDL.DE
D5BI.DE
EHDL.DE vs. D5BI.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 Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.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 | D5BI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.28 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 2.70 | +1.03 |
| Martin ratioReturn relative to average drawdown | 10.05 | 10.42 | -0.37 |
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Drawdowns
EHDL.DE vs. D5BI.DE - Drawdown Comparison
The maximum EHDL.DE drawdown since its inception was -36.13%, smaller than the maximum D5BI.DE drawdown of -55.39%. Use the drawdown chart below to compare losses from any high point for EHDL.DE and D5BI.DE.
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Drawdown Indicators
| EHDL.DE | D5BI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.13% | -55.39% | +19.26% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -11.84% | +6.58% |
Max Drawdown (3Y)Largest decline over 3 years | -14.85% | -30.89% | +16.04% |
Max Drawdown (5Y)Largest decline over 5 years | -18.80% | -30.89% | +12.09% |
Max Drawdown (10Y)Largest decline over 10 years | -36.13% | -49.58% | +13.45% |
Current DrawdownCurrent decline from peak | -3.59% | -4.36% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -19.55% | +10.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 3.07% | -1.11% |
Volatility
EHDL.DE vs. D5BI.DE - Volatility Comparison
The current volatility for Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) is 3.89%, while Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.DE) has a volatility of 6.63%. This indicates that EHDL.DE experiences smaller price fluctuations and is considered to be less risky than D5BI.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 | D5BI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 6.63% | -2.74% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 16.81% | -8.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.32% | 19.87% | -8.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.61% | 20.87% | -7.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.02% | 23.94% | -5.92% |
EHDL.DE vs. D5BI.DE - Expense Ratio Comparison
EHDL.DE has a 0.49% expense ratio, which is lower than D5BI.DE's 0.65% expense ratio.
Dividends
EHDL.DE vs. D5BI.DE - Dividend Comparison
EHDL.DE's dividend yield for the trailing twelve months is around 4.87%, while D5BI.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
D5BI.DE Xtrackers MSCI Mexico 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
EHDL.DE and D5BI.DE have a correlation of 0.49, 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 0.65% for D5BI.DE.
EHDL.DE tracks FTSE Emerging High Dividend Low Volatility Index, while D5BI.DE tracks MSCI Mexico Index. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.49% for EHDL.DE and 0.65% for D5BI.DE.
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