EHDL.DE vs. IQQ5.DE
EHDL.DE (Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF) and IQQ5.DE (iShares MSCI Turkey UCITS ETF USD (Dist)) are both Emerging Markets Equities funds - EHDL.DE tracks the FTSE Emerging High Dividend Low Volatility Index while IQQ5.DE tracks the MSCI Turkey Index. Both are passively managed. Over the past 10 years, EHDL.DE returned 6.10%/yr vs -0.55%/yr for IQQ5.DE. At a 0.31 correlation, their price movements are largely independent. EHDL.DE charges 0.49%/yr vs 0.74%/yr for IQQ5.DE.
Performance
EHDL.DE vs. IQQ5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EHDL.DE achieves a 12.21% return, which is significantly lower than IQQ5.DE's 19.88% return. Over the past 10 years, EHDL.DE has outperformed IQQ5.DE with an annualized return of 6.10%, while IQQ5.DE has yielded a comparatively lower -0.55% annualized return.
EHDL.DE
- 1D
- -0.20%
- 1M
- 1.47%
- 6M
- 8.34%
- YTD
- 12.21%
- 1Y
- 23.70%
- 3Y*
- 13.52%
- 5Y*
- 7.13%
- 10Y*
- 6.10%
IQQ5.DE
- 1D
- -0.32%
- 1M
- -4.06%
- 6M
- 5.71%
- YTD
- 19.88%
- 1Y
- 20.02%
- 3Y*
- 10.59%
- 5Y*
- 16.03%
- 10Y*
- -0.55%
EHDL.DE vs. IQQ5.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 | 12.21% | 12.82% | 8.32% | 6.17% | -10.93% | 22.11% | -15.54% | 19.11% | -2.44% | 9.35% |
IQQ5.DE iShares MSCI Turkey UCITS ETF USD (Dist) | 19.88% | -15.96% | 24.70% | -10.45% | 93.90% | -20.23% | -16.97% | 12.89% | -39.29% | 20.36% |
Correlation
The correlation between EHDL.DE and IQQ5.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since May 27, 2016 | 0.31 |
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Return for Risk
EHDL.DE vs. IQQ5.DE — Risk / Return Rank
EHDL.DE
IQQ5.DE
EHDL.DE vs. IQQ5.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 Turkey UCITS ETF USD (Dist) (IQQ5.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 | IQQ5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.15 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 4.48 | 1.46 | +3.03 |
| Martin ratioReturn relative to average drawdown | 11.80 | 3.43 | +8.37 |
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Drawdowns
EHDL.DE vs. IQQ5.DE - Drawdown Comparison
The maximum EHDL.DE drawdown since its inception was -36.13%, smaller than the maximum IQQ5.DE drawdown of -75.94%. Use the drawdown chart below to compare losses from any high point for EHDL.DE and IQQ5.DE.
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Drawdown Indicators
| EHDL.DE | IQQ5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.13% | -75.94% | +39.81% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -13.68% | +8.42% |
Max Drawdown (3Y)Largest decline over 3 years | -14.85% | -36.14% | +21.29% |
Max Drawdown (5Y)Largest decline over 5 years | -18.80% | -36.14% | +17.34% |
Max Drawdown (10Y)Largest decline over 10 years | -36.13% | -66.59% | +30.46% |
Current DrawdownCurrent decline from peak | -0.99% | -34.90% | +33.91% |
Average DrawdownAverage peak-to-trough decline | -9.09% | -40.23% | +31.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 5.83% | -3.83% |
Volatility
EHDL.DE vs. IQQ5.DE - Volatility Comparison
The current volatility for Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) is 3.21%, while iShares MSCI Turkey UCITS ETF USD (Dist) (IQQ5.DE) has a volatility of 6.37%. This indicates that EHDL.DE experiences smaller price fluctuations and is considered to be less risky than IQQ5.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 | IQQ5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 6.37% | -3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 8.05% | 20.11% | -12.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.34% | 26.01% | -14.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.60% | 35.34% | -21.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 34.22% | -16.23% |
EHDL.DE vs. IQQ5.DE - Expense Ratio Comparison
EHDL.DE has a 0.49% expense ratio, which is lower than IQQ5.DE's 0.74% expense ratio.
Dividends
EHDL.DE vs. IQQ5.DE - Dividend Comparison
EHDL.DE's dividend yield for the trailing twelve months is around 4.74%, more than IQQ5.DE's 1.84% 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 | 4.74% | 5.27% | 5.58% | 6.15% | 9.20% | 5.91% | 4.28% | 5.04% | 5.45% | 5.14% | 2.24% | 0.00% |
IQQ5.DE iShares MSCI Turkey UCITS ETF USD (Dist) | 1.84% | 1.84% | 2.06% | 2.77% | 1.75% | 3.02% | 0.56% | 2.14% | 4.07% | 1.78% | 1.68% | 2.18% |
Frequently Asked Questions
EHDL.DE and IQQ5.DE have a correlation of 0.21, 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 0.74% for IQQ5.DE.
EHDL.DE tracks FTSE Emerging High Dividend Low Volatility Index, while IQQ5.DE tracks MSCI Turkey Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.49% for EHDL.DE and 0.74% for IQQ5.DE.
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