EHDL.DE vs. IUSS.DE
EHDL.DE (Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF) and IUSS.DE (iShares MSCI Saudi Arabia Capped UCITS ETF USD (Acc)) are both Emerging Markets Equities funds - EHDL.DE tracks the FTSE Emerging High Dividend Low Volatility Index while IUSS.DE tracks the MSCI Saudi Arabia 20/35 Index. Both are passively managed. Over the past 5 years, EHDL.DE returned 7.13%/yr vs 2.56%/yr for IUSS.DE. At a 0.34 correlation, their price movements are largely independent. EHDL.DE charges 0.49%/yr vs 0.60%/yr for IUSS.DE.
Performance
EHDL.DE vs. IUSS.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 higher than IUSS.DE's 7.47% 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%
IUSS.DE
- 1D
- -0.18%
- 1M
- -1.97%
- 6M
- 0.18%
- YTD
- 7.47%
- 1Y
- 3.80%
- 3Y*
- -0.96%
- 5Y*
- 2.56%
- 10Y*
- —
EHDL.DE vs. IUSS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 8.54% |
IUSS.DE iShares MSCI Saudi Arabia Capped UCITS ETF USD (Acc) | 7.47% | -16.14% | 5.57% | 5.70% | 0.37% | 47.28% | -7.77% | -20.20% |
Correlation
The correlation between EHDL.DE and IUSS.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2019 | 0.34 |
The correlation between EHDL.DE and IUSS.DE shifts across timeframes, from 0.16 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EHDL.DE vs. IUSS.DE — Risk / Return Rank
EHDL.DE
IUSS.DE
EHDL.DE vs. IUSS.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 Saudi Arabia Capped UCITS ETF USD (Acc) (IUSS.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 | IUSS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.84 | ||
| Sortino ratioReturn per unit of downside risk | +2.40 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.06 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 4.48 | 0.32 | +4.17 |
| Martin ratioReturn relative to average drawdown | 11.80 | 0.83 | +10.97 |
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Drawdowns
EHDL.DE vs. IUSS.DE - Drawdown Comparison
The maximum EHDL.DE drawdown since its inception was -36.13%, smaller than the maximum IUSS.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for EHDL.DE and IUSS.DE.
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Drawdown Indicators
| EHDL.DE | IUSS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.13% | -46.04% | +9.91% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -11.91% | +6.65% |
Max Drawdown (3Y)Largest decline over 3 years | -14.85% | -21.60% | +6.75% |
Max Drawdown (5Y)Largest decline over 5 years | -18.80% | -31.28% | +12.48% |
Max Drawdown (10Y)Largest decline over 10 years | -36.13% | — | — |
Current DrawdownCurrent decline from peak | -0.99% | -24.97% | +23.98% |
Average DrawdownAverage peak-to-trough decline | -9.09% | -19.72% | +10.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 4.55% | -2.55% |
Volatility
EHDL.DE vs. IUSS.DE - Volatility Comparison
Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) has a higher volatility of 3.21% compared to iShares MSCI Saudi Arabia Capped UCITS ETF USD (Acc) (IUSS.DE) at 2.98%. This indicates that EHDL.DE's price experiences larger fluctuations and is considered to be riskier than IUSS.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 | IUSS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 2.98% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.05% | 10.19% | -2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.34% | 15.43% | -4.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.60% | 16.08% | -2.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 19.62% | -1.63% |
EHDL.DE vs. IUSS.DE - Expense Ratio Comparison
EHDL.DE has a 0.49% expense ratio, which is lower than IUSS.DE's 0.60% expense ratio.
Dividends
EHDL.DE vs. IUSS.DE - Dividend Comparison
EHDL.DE's dividend yield for the trailing twelve months is around 4.74%, while IUSS.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 | 4.74% | 5.27% | 5.58% | 6.15% | 9.20% | 5.91% | 4.28% | 5.04% | 5.45% | 5.14% | 2.24% |
IUSS.DE iShares MSCI Saudi Arabia Capped 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 IUSS.DE have a correlation of 0.16, 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 0.60% for IUSS.DE.
EHDL.DE tracks FTSE Emerging High Dividend Low Volatility Index, while IUSS.DE tracks MSCI Saudi Arabia 20/35 Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.49% for EHDL.DE and 0.60% for IUSS.DE.
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