EHDL.DE vs. EQQX.DE
EHDL.DE (Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF) and EQQX.DE (Invesco Nasdaq-100 Swap UCITS ETF Acc) are both exchange-traded funds - EHDL.DE is a Emerging Markets Equities fund tracking the FTSE Emerging High Dividend Low Volatility Index, while EQQX.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, EHDL.DE returned 6.50%/yr vs 16.51%/yr for EQQX.DE. At a 0.36 correlation, their price movements are largely independent. EHDL.DE charges 0.49%/yr vs 0.20%/yr for EQQX.DE.
Performance
EHDL.DE vs. EQQX.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 EQQX.DE's 19.18% 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%
EQQX.DE
- 1D
- 0.00%
- 1M
- -2.00%
- 6M
- 20.51%
- YTD
- 19.18%
- 1Y
- 33.29%
- 3Y*
- 23.42%
- 5Y*
- 16.51%
- 10Y*
- —
EHDL.DE vs. EQQX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EHDL.DE Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF | 9.26% | 12.82% | 8.32% | 6.17% | -10.93% | 10.54% |
EQQX.DE Invesco Nasdaq-100 Swap UCITS ETF Acc | 19.18% | 7.13% | 33.88% | 51.62% | -29.90% | 24.77% |
Correlation
The correlation between EHDL.DE and EQQX.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Apr 14, 2021 | 0.36 |
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Return for Risk
EHDL.DE vs. EQQX.DE — Risk / Return Rank
EHDL.DE
EQQX.DE
EHDL.DE vs. EQQX.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 Invesco Nasdaq-100 Swap UCITS ETF Acc (EQQX.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 | EQQX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.33 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 1.66 | +2.08 |
| Martin ratioReturn relative to average drawdown | 10.05 | 3.16 | +6.89 |
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Drawdowns
EHDL.DE vs. EQQX.DE - Drawdown Comparison
The maximum EHDL.DE drawdown since its inception was -36.13%, which is greater than EQQX.DE's maximum drawdown of -31.17%. Use the drawdown chart below to compare losses from any high point for EHDL.DE and EQQX.DE.
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Drawdown Indicators
| EHDL.DE | EQQX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.13% | -31.17% | -4.96% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -20.09% | +14.83% |
Max Drawdown (3Y)Largest decline over 3 years | -14.85% | -26.80% | +11.95% |
Max Drawdown (5Y)Largest decline over 5 years | -18.80% | -31.17% | +12.37% |
Max Drawdown (10Y)Largest decline over 10 years | -36.13% | — | — |
Current DrawdownCurrent decline from peak | -3.59% | -2.51% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -8.93% | -0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 10.54% | -8.58% |
Volatility
EHDL.DE vs. EQQX.DE - Volatility Comparison
The current volatility for Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) is 3.89%, while Invesco Nasdaq-100 Swap UCITS ETF Acc (EQQX.DE) has a volatility of 6.60%. This indicates that EHDL.DE experiences smaller price fluctuations and is considered to be less risky than EQQX.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 | EQQX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 6.60% | -2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 12.32% | -4.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.32% | 27.34% | -16.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.61% | 22.18% | -8.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.02% | 21.94% | -3.92% |
EHDL.DE vs. EQQX.DE - Expense Ratio Comparison
EHDL.DE has a 0.49% expense ratio, which is higher than EQQX.DE's 0.20% expense ratio.
Dividends
EHDL.DE vs. EQQX.DE - Dividend Comparison
EHDL.DE's dividend yield for the trailing twelve months is around 4.87%, while EQQX.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EQQX.DE Invesco Nasdaq-100 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% |
Frequently Asked Questions
EHDL.DE and EQQX.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EQQX.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EQQX.DE is cheaper with a 0.20% expense ratio, compared with 0.49% for EHDL.DE.
EHDL.DE is categorized as Emerging Markets Equities, while EQQX.DE is Nasdaq-100. EHDL.DE tracks FTSE Emerging High Dividend Low Volatility Index, while EQQX.DE tracks Nasdaq 100®. Their fees differ too: 0.49% for EHDL.DE and 0.20% for EQQX.DE.
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