PortfoliosLab logoPortfoliosLab logo
EHDL.DE vs. IBC4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EHDL.DE vs. IBC4.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 MSCI South Africa UCITS ETF USD (Acc) (IBC4.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EHDL.DE achieves a 12.16% return, which is significantly higher than IBC4.DE's -5.68% return. Both investments have delivered pretty close results over the past 10 years, with EHDL.DE having a 6.03% annualized return and IBC4.DE not far behind at 5.91%.


EHDL.DE

1D
0.63%
1M
2.53%
6M
7.80%
YTD
12.16%
1Y
22.69%
3Y*
13.73%
5Y*
7.13%
10Y*
6.03%

IBC4.DE

1D
-1.35%
1M
-8.25%
6M
-11.48%
YTD
-5.68%
1Y
28.54%
3Y*
19.22%
5Y*
10.87%
10Y*
5.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EHDL.DE vs. IBC4.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EHDL.DE
Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF
12.16%12.82%8.32%6.17%-10.93%22.11%-15.54%19.11%-2.44%9.35%
IBC4.DE
iShares MSCI South Africa UCITS ETF USD (Acc)
-5.68%57.35%14.83%-3.10%1.72%12.68%-11.83%12.46%-21.79%19.74%

Correlation

The correlation between EHDL.DE and IBC4.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

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

0.51

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

0.49

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

0.56

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

0.57

The correlation between EHDL.DE and IBC4.DE shifts across timeframes, from 0.46 (1 year) to 0.57 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EHDL.DE vs. IBC4.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: 8383
Overall Rank
EHDL.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EHDL.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
EHDL.DE Omega Ratio Rank: 8080
Omega Ratio Rank
EHDL.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
EHDL.DE Martin Ratio Rank: 8080
Martin Ratio Rank

IBC4.DE
IBC4.DE Risk / Return Rank: 3232
Overall Rank
IBC4.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IBC4.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
IBC4.DE Omega Ratio Rank: 3232
Omega Ratio Rank
IBC4.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
IBC4.DE Martin Ratio Rank: 2828
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. IBC4.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 MSCI South Africa UCITS ETF USD (Acc) (IBC4.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.DEIBC4.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+1.33

Omega ratioGain probability vs. loss probability

1.36

1.17

+0.18

Calmar ratioReturn relative to maximum drawdown

4.29

1.32

+2.97

Martin ratioReturn relative to average drawdown

11.28

2.88

+8.40

EHDL.DE vs. IBC4.DE - Sharpe Ratio Comparison

The current EHDL.DE Sharpe Ratio is 2.00, which is higher than the IBC4.DE Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of EHDL.DE and IBC4.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.


Loading charts...

Drawdowns

EHDL.DE vs. IBC4.DE - Drawdown Comparison

The maximum EHDL.DE drawdown since its inception was -36.13%, smaller than the maximum IBC4.DE drawdown of -55.48%. Use the drawdown chart below to compare losses from any high point for EHDL.DE and IBC4.DE.


Loading charts...

Drawdown Indicators


EHDL.DEIBC4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.13%

-55.48%

+19.35%

Max Drawdown (1Y)

Largest decline over 1 year

-5.26%

-21.54%

+16.28%

Max Drawdown (3Y)

Largest decline over 3 years

-14.85%

-21.54%

+6.69%

Max Drawdown (5Y)

Largest decline over 5 years

-18.80%

-29.74%

+10.94%

Max Drawdown (10Y)

Largest decline over 10 years

-36.13%

-55.48%

+19.35%

Current Drawdown

Current decline from peak

-1.03%

-19.74%

+18.71%

Average Drawdown

Average peak-to-trough decline

-9.08%

-17.45%

+8.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

9.90%

-7.89%

Volatility

EHDL.DE vs. IBC4.DE - Volatility Comparison

The current volatility for Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) is 3.05%, while iShares MSCI South Africa UCITS ETF USD (Acc) (IBC4.DE) has a volatility of 6.20%. This indicates that EHDL.DE experiences smaller price fluctuations and is considered to be less risky than IBC4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EHDL.DEIBC4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

6.20%

-3.15%

Volatility (6M)

Calculated over the trailing 6-month period

8.07%

25.07%

-17.00%

Volatility (1Y)

Calculated over the trailing 1-year period

11.36%

29.95%

-18.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.60%

25.64%

-12.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

27.80%

-9.81%

EHDL.DE vs. IBC4.DE - Expense Ratio Comparison

EHDL.DE has a 0.49% expense ratio, which is lower than IBC4.DE's 0.65% expense ratio.


Dividends

EHDL.DE vs. IBC4.DE - Dividend Comparison

EHDL.DE's dividend yield for the trailing twelve months is around 4.74%, while IBC4.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
EHDL.DE
Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF
4.74%5.27%5.58%6.15%9.20%5.91%4.28%5.04%5.45%5.14%2.24%
IBC4.DE
iShares MSCI South Africa UCITS ETF USD (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 IBC4.DE have a correlation of 0.46, 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 IBC4.DE.

EHDL.DE tracks FTSE Emerging High Dividend Low Volatility Index, while IBC4.DE tracks MSCI South Africa Capped Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.49% for EHDL.DE and 0.65% for IBC4.DE.

Portfolio Optimizer

Find the right allocation for EHDL.DE and IBC4.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer