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EHDL.DE vs. EUNY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EHDL.DE vs. EUNY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) and iShares Emerging Markets Dividend UCITS ETF (EUNY.DE). The values are adjusted to include any dividend payments, if applicable.

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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 EUNY.DE's 9.92% return. Both investments have delivered pretty close results over the past 10 years, with EHDL.DE having a 6.47% annualized return and EUNY.DE not far behind at 6.39%.


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%

EUNY.DE

1D
1.27%
1M
-1.95%
6M
8.25%
YTD
9.92%
1Y
21.22%
3Y*
16.25%
5Y*
5.02%
10Y*
6.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EHDL.DE vs. EUNY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
9.92%13.97%12.41%15.34%-26.11%20.00%-11.72%18.34%-1.57%10.55%

Correlation

The correlation between EHDL.DE and EUNY.DE is 0.76, 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

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (10Y)
Calculated over the trailing 10-year period

0.81

Correlation (All Time)
Calculated using the full available price history since May 27, 2016

0.80

The correlation between EHDL.DE and EUNY.DE has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.

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Return for Risk

EHDL.DE vs. EUNY.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EHDL.DE
EHDL.DE Risk / Return Rank: 6969
Overall Rank
EHDL.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EHDL.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
EHDL.DE Omega Ratio Rank: 6363
Omega Ratio Rank
EHDL.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
EHDL.DE Martin Ratio Rank: 6868
Martin Ratio Rank

EUNY.DE
EUNY.DE Risk / Return Rank: 6969
Overall Rank
EUNY.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EUNY.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
EUNY.DE Omega Ratio Rank: 6060
Omega Ratio Rank
EUNY.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
EUNY.DE Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EHDL.DE vs. EUNY.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 Emerging Markets Dividend UCITS ETF (EUNY.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.DEEUNY.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.31

1.30

+0.01

Calmar ratioReturn relative to maximum drawdown

3.73

3.91

-0.18

Martin ratioReturn relative to average drawdown

10.05

11.46

-1.41

EHDL.DE vs. EUNY.DE - Sharpe Ratio Comparison

The current EHDL.DE Sharpe Ratio is 1.74, which is comparable to the EUNY.DE Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of EHDL.DE and EUNY.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EHDL.DE vs. EUNY.DE - Drawdown Comparison

The maximum EHDL.DE drawdown since its inception was -36.13%, smaller than the maximum EUNY.DE drawdown of -50.11%. Use the drawdown chart below to compare losses from any high point for EHDL.DE and EUNY.DE.


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Drawdown Indicators


EHDL.DEEUNY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.13%

-50.11%

+13.98%

Max Drawdown (1Y)

Largest decline over 1 year

-5.26%

-5.40%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-14.85%

-15.70%

+0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-18.80%

-31.41%

+12.61%

Max Drawdown (10Y)

Largest decline over 10 years

-36.13%

-36.29%

+0.16%

Current Drawdown

Current decline from peak

-3.59%

-4.14%

+0.55%

Average Drawdown

Average peak-to-trough decline

-9.11%

-20.28%

+11.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

1.85%

+0.11%

Volatility

EHDL.DE vs. EUNY.DE - Volatility Comparison

The current volatility for Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) is 3.89%, while iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) has a volatility of 4.38%. This indicates that EHDL.DE experiences smaller price fluctuations and is considered to be less risky than EUNY.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.DEEUNY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.89%

4.38%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

8.13%

10.21%

-2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

11.32%

12.47%

-1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.61%

15.68%

-2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

16.68%

+1.34%

EHDL.DE vs. EUNY.DE - Expense Ratio Comparison

EHDL.DE has a 0.49% expense ratio, which is lower than EUNY.DE's 0.65% expense ratio.


Dividends

EHDL.DE vs. EUNY.DE - Dividend Comparison

EHDL.DE's dividend yield for the trailing twelve months is around 4.87%, less than EUNY.DE's 5.13% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
5.13%5.83%7.71%8.05%9.57%6.35%5.09%5.58%5.64%4.10%4.36%6.39%

Frequently Asked Questions


EHDL.DE and EUNY.DE have a correlation of 0.76, 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 EUNY.DE.

EHDL.DE tracks FTSE Emerging High Dividend Low Volatility Index, while EUNY.DE tracks Dow Jones Emerging Markets Select Dividend. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.49% for EHDL.DE and 0.65% for EUNY.DE.

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