EHDL.DE vs. LTUR.DE
EHDL.DE (Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF) and LTUR.DE (Amundi MSCI Turkey UCITS ETF (Acc)) are both Emerging Markets Equities funds - EHDL.DE tracks the FTSE Emerging High Dividend Low Volatility Index while LTUR.DE tracks the MSCI Turkey Net Total Return Index. Both are passively managed. Over the past 5 years, EHDL.DE returned 7.13%/yr vs 18.34%/yr for LTUR.DE. At a 0.28 correlation, their price movements are largely independent. EHDL.DE charges 0.49%/yr vs 0.45%/yr for LTUR.DE.
Performance
EHDL.DE vs. LTUR.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 LTUR.DE's 22.02% 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%
LTUR.DE
- 1D
- 0.84%
- 1M
- -3.26%
- 6M
- 6.90%
- YTD
- 22.02%
- 1Y
- 23.83%
- 3Y*
- 12.97%
- 5Y*
- 18.34%
- 10Y*
- —
EHDL.DE vs. LTUR.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% | 10.46% |
LTUR.DE Amundi MSCI Turkey UCITS ETF (Acc) | 22.02% | -14.56% | 27.15% | -8.67% | 98.34% | -18.99% | -17.22% | 3.00% |
Correlation
The correlation between EHDL.DE and LTUR.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2019 | 0.28 |
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Return for Risk
EHDL.DE vs. LTUR.DE — Risk / Return Rank
EHDL.DE
LTUR.DE
EHDL.DE vs. LTUR.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 Amundi MSCI Turkey UCITS ETF (Acc) (LTUR.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 | LTUR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.34 | ||
| Sortino ratioReturn per unit of downside risk | +1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.17 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 4.48 | 1.27 | +3.22 |
| Martin ratioReturn relative to average drawdown | 11.80 | 2.84 | +8.96 |
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Drawdowns
EHDL.DE vs. LTUR.DE - Drawdown Comparison
The maximum EHDL.DE drawdown since its inception was -36.13%, smaller than the maximum LTUR.DE drawdown of -49.50%. Use the drawdown chart below to compare losses from any high point for EHDL.DE and LTUR.DE.
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Drawdown Indicators
| EHDL.DE | LTUR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.13% | -49.50% | +13.37% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -18.75% | +13.49% |
Max Drawdown (3Y)Largest decline over 3 years | -14.85% | -35.43% | +20.58% |
Max Drawdown (5Y)Largest decline over 5 years | -18.80% | -35.43% | +16.63% |
Max Drawdown (10Y)Largest decline over 10 years | -36.13% | — | — |
Current DrawdownCurrent decline from peak | -0.99% | -11.86% | +10.87% |
Average DrawdownAverage peak-to-trough decline | -9.09% | -19.83% | +10.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 8.36% | -6.36% |
Volatility
EHDL.DE vs. LTUR.DE - Volatility Comparison
The current volatility for Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) is 3.21%, while Amundi MSCI Turkey UCITS ETF (Acc) (LTUR.DE) has a volatility of 7.43%. This indicates that EHDL.DE experiences smaller price fluctuations and is considered to be less risky than LTUR.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 | LTUR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 7.43% | -4.22% |
Volatility (6M)Calculated over the trailing 6-month period | 8.05% | 27.29% | -19.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.34% | 31.93% | -20.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.60% | 36.32% | -22.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 35.69% | -17.70% |
EHDL.DE vs. LTUR.DE - Expense Ratio Comparison
EHDL.DE has a 0.49% expense ratio, which is higher than LTUR.DE's 0.45% expense ratio.
Dividends
EHDL.DE vs. LTUR.DE - Dividend Comparison
EHDL.DE's dividend yield for the trailing twelve months is around 4.74%, while LTUR.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% |
LTUR.DE Amundi MSCI Turkey 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 LTUR.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LTUR.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LTUR.DE is cheaper with a 0.45% expense ratio, compared with 0.49% for EHDL.DE.
EHDL.DE tracks FTSE Emerging High Dividend Low Volatility Index, while LTUR.DE tracks MSCI Turkey Net Total Return Index. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.49% for EHDL.DE and 0.45% for LTUR.DE.
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