EHDL.DE vs. FWIA.DE
EHDL.DE (Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF) and FWIA.DE (Invesco FTSE All-World 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 FWIA.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 17.66%/yr for FWIA.DE. A 0.51 correlation means they provide meaningful diversification when combined. EHDL.DE charges 0.49%/yr vs 0.15%/yr for FWIA.DE.
Performance
EHDL.DE vs. FWIA.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 FWIA.DE's 13.31% 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%
FWIA.DE
- 1D
- 0.00%
- 1M
- 0.41%
- 6M
- 13.60%
- YTD
- 13.31%
- 1Y
- 25.60%
- 3Y*
- 17.66%
- 5Y*
- —
- 10Y*
- —
EHDL.DE vs. FWIA.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% | 6.86% |
FWIA.DE Invesco FTSE All-World UCITS ETF Acc | 13.31% | 9.02% | 24.70% | 7.98% |
Correlation
The correlation between EHDL.DE and FWIA.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2023 | 0.51 |
The correlation between EHDL.DE and FWIA.DE has been stable across timeframes, ranging from 0.47 to 0.51 - a consistent structural relationship.
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Return for Risk
EHDL.DE vs. FWIA.DE — Risk / Return Rank
EHDL.DE
FWIA.DE
EHDL.DE vs. FWIA.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 Acc (FWIA.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 | FWIA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.41 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 3.96 | -0.23 |
| Martin ratioReturn relative to average drawdown | 10.05 | 15.76 | -5.71 |
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Drawdowns
EHDL.DE vs. FWIA.DE - Drawdown Comparison
The maximum EHDL.DE drawdown since its inception was -36.13%, which is greater than FWIA.DE's maximum drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for EHDL.DE and FWIA.DE.
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Drawdown Indicators
| EHDL.DE | FWIA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.13% | -20.96% | -15.17% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -6.49% | +1.23% |
Max Drawdown (3Y)Largest decline over 3 years | -14.85% | -20.96% | +6.11% |
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% | -0.72% | -2.87% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -2.40% | -6.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 1.63% | +0.33% |
Volatility
EHDL.DE vs. FWIA.DE - Volatility Comparison
Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) has a higher volatility of 3.89% compared to Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) at 3.57%. This indicates that EHDL.DE's price experiences larger fluctuations and is considered to be riskier than FWIA.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 | FWIA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 3.57% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 8.64% | -0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.32% | 11.71% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.61% | 13.18% | +0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.02% | 13.18% | +4.84% |
EHDL.DE vs. FWIA.DE - Expense Ratio Comparison
EHDL.DE has a 0.49% expense ratio, which is higher than FWIA.DE's 0.15% expense ratio.
Dividends
EHDL.DE vs. FWIA.DE - Dividend Comparison
EHDL.DE's dividend yield for the trailing twelve months is around 4.87%, while FWIA.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% |
FWIA.DE Invesco FTSE All-World 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 FWIA.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FWIA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FWIA.DE is cheaper with a 0.15% expense ratio, compared with 0.49% for EHDL.DE.
EHDL.DE is categorized as Emerging Markets Equities, while FWIA.DE is Global Equities. EHDL.DE tracks FTSE Emerging High Dividend Low Volatility Index, while FWIA.DE tracks FTSE All-World Index. Their fees differ too: 0.49% for EHDL.DE and 0.15% for FWIA.DE.
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