EHDL.DE vs. FWEA.DE
EHDL.DE (Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF) and FWEA.DE (Invesco FTSE All-World UCITS ETF EUR PfHdg Acc) are both exchange-traded funds - EHDL.DE is a Emerging Markets Equities fund tracking the FTSE Emerging High Dividend Low Volatility Index, while FWEA.DE is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 3 years, EHDL.DE returned 11.75%/yr vs 17.71%/yr for FWEA.DE. At a 0.45 correlation, their price movements are largely independent. EHDL.DE charges 0.49%/yr vs 0.20%/yr for FWEA.DE.
Performance
EHDL.DE vs. FWEA.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 FWEA.DE's 10.02% 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%
FWEA.DE
- 1D
- 0.00%
- 1M
- -0.80%
- 6M
- 10.26%
- YTD
- 10.02%
- 1Y
- 21.71%
- 3Y*
- 17.71%
- 5Y*
- —
- 10Y*
- —
EHDL.DE vs. FWEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EHDL.DE Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF | 9.26% | 12.82% | 8.32% | 7.07% |
FWEA.DE Invesco FTSE All-World UCITS ETF EUR PfHdg Acc | 10.02% | 17.53% | 19.21% | 8.62% |
Correlation
The correlation between EHDL.DE and FWEA.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2023 | 0.45 |
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Return for Risk
EHDL.DE vs. FWEA.DE — Risk / Return Rank
EHDL.DE
FWEA.DE
EHDL.DE vs. FWEA.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 FTSE All-World UCITS ETF EUR PfHdg Acc (FWEA.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 | FWEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.34 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 2.62 | +1.11 |
| Martin ratioReturn relative to average drawdown | 10.05 | 10.72 | -0.67 |
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Drawdowns
EHDL.DE vs. FWEA.DE - Drawdown Comparison
The maximum EHDL.DE drawdown since its inception was -36.13%, which is greater than FWEA.DE's maximum drawdown of -17.48%. Use the drawdown chart below to compare losses from any high point for EHDL.DE and FWEA.DE.
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Drawdown Indicators
| EHDL.DE | FWEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.13% | -17.48% | -18.65% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -8.28% | +3.02% |
Max Drawdown (3Y)Largest decline over 3 years | -14.85% | -17.48% | +2.63% |
Max Drawdown (5Y)Largest decline over 5 years | -18.80% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.13% | — | — |
Current DrawdownCurrent decline from peak | -3.59% | -1.37% | -2.22% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -1.86% | -7.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 2.03% | -0.07% |
Volatility
EHDL.DE vs. FWEA.DE - Volatility Comparison
Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) and Invesco FTSE All-World UCITS ETF EUR PfHdg Acc (FWEA.DE) have volatilities of 3.89% and 3.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EHDL.DE | FWEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 3.88% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 9.49% | -1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.32% | 11.88% | -0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.61% | 12.75% | +0.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.02% | 12.75% | +5.27% |
EHDL.DE vs. FWEA.DE - Expense Ratio Comparison
EHDL.DE has a 0.49% expense ratio, which is higher than FWEA.DE's 0.20% expense ratio.
Dividends
EHDL.DE vs. FWEA.DE - Dividend Comparison
EHDL.DE's dividend yield for the trailing twelve months is around 4.87%, while FWEA.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% |
FWEA.DE Invesco FTSE All-World UCITS ETF EUR PfHdg 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 FWEA.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FWEA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FWEA.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 FWEA.DE is Global Equities. EHDL.DE tracks FTSE Emerging High Dividend Low Volatility Index, while FWEA.DE tracks FTSE All-World Index. Their fees differ too: 0.49% for EHDL.DE and 0.20% for FWEA.DE.
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