EHDL.DE vs. EUNY.DE
EHDL.DE (Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF) and EUNY.DE (iShares Emerging Markets Dividend UCITS ETF) are both Emerging Markets Equities funds - EHDL.DE tracks the FTSE Emerging High Dividend Low Volatility Index while EUNY.DE tracks the Dow Jones Emerging Markets Select Dividend. Both are passively managed. Over the past 10 years, EHDL.DE returned 6.47%/yr vs 6.39%/yr for EUNY.DE. Their correlation of 0.80 suggests significant overlap in exposure. EHDL.DE charges 0.49%/yr vs 0.65%/yr for EUNY.DE.
Performance
EHDL.DE vs. EUNY.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 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%
EHDL.DE vs. EUNY.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% |
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
EHDL.DE
EUNY.DE
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.DE | EUNY.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | EUNY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.59% | -4.14% | +0.55% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -20.28% | +11.17% |
Ulcer IndexDepth 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.DE | EUNY.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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