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

Performance

EHDL.DE vs. IUSS.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 Saudi Arabia Capped UCITS ETF USD (Acc) (IUSS.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 12.21% 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
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.

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. IUSS.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: 8282
Overall Rank
EHDL.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EHDL.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
EHDL.DE Omega Ratio Rank: 7979
Omega Ratio Rank
EHDL.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
EHDL.DE Martin Ratio Rank: 7878
Martin Ratio Rank

IUSS.DE
IUSS.DE Risk / Return Rank: 1313
Overall Rank
IUSS.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
IUSS.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
IUSS.DE Omega Ratio Rank: 1212
Omega Ratio Rank
IUSS.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
IUSS.DE Martin Ratio Rank: 1414
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. 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.DEIUSS.DEDifference
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

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

The current EHDL.DE Sharpe Ratio is 2.08, which is higher than the IUSS.DE Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of EHDL.DE and IUSS.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. 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.


Loading charts...

Drawdown Indicators


EHDL.DEIUSS.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.99%

-24.97%

+23.98%

Average Drawdown

Average peak-to-trough decline

-9.09%

-19.72%

+10.63%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


EHDL.DEIUSS.DEDifference

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.


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%
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.

Portfolio Optimizer

Find the right allocation for EHDL.DE and IUSS.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