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

Performance

EHDL.DE vs. EUNZ.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 Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.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 EUNZ.DE's 22.35% return. Both investments have delivered pretty close results over the past 10 years, with EHDL.DE having a 6.47% annualized return and EUNZ.DE not far behind at 6.24%.


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%

EUNZ.DE

1D
1.93%
1M
1.87%
6M
21.10%
YTD
22.35%
1Y
26.15%
3Y*
12.37%
5Y*
6.82%
10Y*
6.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EHDL.DE vs. EUNZ.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%
EUNZ.DE
iShares Edge MSCI EM Minimum Volatility UCITS ETF
22.35%-0.12%15.71%3.83%-8.85%13.09%-2.49%10.54%-1.87%11.39%

Correlation

The correlation between EHDL.DE and EUNZ.DE is 0.53, 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

0.53

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

0.65

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

0.63

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

0.69

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

0.69

The correlation between EHDL.DE and EUNZ.DE shifts across timeframes, from 0.53 (1 year) to 0.69 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

EHDL.DE vs. EUNZ.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

EUNZ.DE
EUNZ.DE Risk / Return Rank: 7777
Overall Rank
EUNZ.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EUNZ.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
EUNZ.DE Omega Ratio Rank: 7676
Omega Ratio Rank
EUNZ.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
EUNZ.DE Martin Ratio Rank: 7777
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. EUNZ.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 Minimum Volatility UCITS ETF (EUNZ.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.DEEUNZ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.31

1.37

-0.06

Calmar ratioReturn relative to maximum drawdown

3.73

3.47

+0.27

Martin ratioReturn relative to average drawdown

10.05

11.79

-1.74

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

The current EHDL.DE Sharpe Ratio is 1.74, which is comparable to the EUNZ.DE Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of EHDL.DE and EUNZ.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. EUNZ.DE - Drawdown Comparison

The maximum EHDL.DE drawdown since its inception was -36.13%, which is greater than EUNZ.DE's maximum drawdown of -34.03%. Use the drawdown chart below to compare losses from any high point for EHDL.DE and EUNZ.DE.


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Drawdown Indicators


EHDL.DEEUNZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.13%

-34.03%

-2.10%

Max Drawdown (1Y)

Largest decline over 1 year

-5.26%

-7.51%

+2.25%

Max Drawdown (3Y)

Largest decline over 3 years

-14.85%

-14.00%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-18.80%

-14.00%

-4.80%

Max Drawdown (10Y)

Largest decline over 10 years

-36.13%

-26.16%

-9.97%

Current Drawdown

Current decline from peak

-3.59%

-2.21%

-1.38%

Average Drawdown

Average peak-to-trough decline

-9.11%

-10.16%

+1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

2.21%

-0.25%

Volatility

EHDL.DE vs. EUNZ.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 Minimum Volatility UCITS ETF (EUNZ.DE) has a volatility of 6.12%. This indicates that EHDL.DE experiences smaller price fluctuations and is considered to be less risky than EUNZ.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.DEEUNZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.89%

6.12%

-2.23%

Volatility (6M)

Calculated over the trailing 6-month period

8.13%

11.72%

-3.59%

Volatility (1Y)

Calculated over the trailing 1-year period

11.32%

13.37%

-2.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.61%

11.68%

+1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

13.35%

+4.67%

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

EHDL.DE has a 0.49% expense ratio, which is higher than EUNZ.DE's 0.40% expense ratio.


Dividends

EHDL.DE vs. EUNZ.DE - Dividend Comparison

EHDL.DE's dividend yield for the trailing twelve months is around 4.87%, while EUNZ.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%
EUNZ.DE
iShares Edge MSCI EM Minimum Volatility UCITS ETF
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 EUNZ.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUNZ.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNZ.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 EUNZ.DE tracks MSCI Emerging Markets Minimum Volatility. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.49% for EHDL.DE and 0.40% for EUNZ.DE.

Portfolio Optimizer

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