EHDL.DE vs. LYMH.DE
EHDL.DE (Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF) and LYMH.DE (Amundi MSCI Greece UCITS ETF (Dist)) are both Emerging Markets Equities funds - EHDL.DE tracks the FTSE Emerging High Dividend Low Volatility Index while LYMH.DE tracks the MSCI Greece IMI + Coca-Cola 20/35 Index. Both are passively managed. Over the past 10 years, EHDL.DE returned 6.47%/yr vs 18.24%/yr for LYMH.DE. At a 0.35 correlation, their price movements are largely independent. EHDL.DE charges 0.49%/yr vs 0.45%/yr for LYMH.DE.
Performance
EHDL.DE vs. LYMH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EHDL.DE achieves a 9.26% return, which is significantly lower than LYMH.DE's 24.02% return. Over the past 10 years, EHDL.DE has underperformed LYMH.DE with an annualized return of 6.47%, while LYMH.DE has yielded a comparatively higher 18.24% annualized return.
EHDL.DE
- 1D
- 1.22%
- 1M
- -0.90%
- 6M
- 8.37%
- YTD
- 9.26%
- 1Y
- 19.74%
- 3Y*
- 11.75%
- 5Y*
- 6.50%
- 10Y*
- 6.47%
LYMH.DE
- 1D
- 1.43%
- 1M
- 10.51%
- 6M
- 20.85%
- YTD
- 24.02%
- 1Y
- 34.86%
- 3Y*
- 30.77%
- 5Y*
- 26.77%
- 10Y*
- 18.24%
EHDL.DE vs. LYMH.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 | 9.26% | 12.82% | 8.32% | 6.17% | -10.93% | 22.11% | -15.54% | 19.11% | -2.44% | 9.35% |
LYMH.DE Amundi MSCI Greece UCITS ETF (Dist) | 24.02% | 54.23% | 17.75% | 39.74% | 2.60% | 14.80% | -16.11% | 50.03% | -25.49% | 23.38% |
Correlation
The correlation between EHDL.DE and LYMH.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since May 27, 2016 | 0.35 |
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Return for Risk
EHDL.DE vs. LYMH.DE — Risk / Return Rank
EHDL.DE
LYMH.DE
EHDL.DE vs. LYMH.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 Greece UCITS ETF (Dist) (LYMH.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 | LYMH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.27 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 2.01 | +1.73 |
| Martin ratioReturn relative to average drawdown | 10.05 | 5.75 | +4.30 |
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Drawdowns
EHDL.DE vs. LYMH.DE - Drawdown Comparison
The maximum EHDL.DE drawdown since its inception was -36.13%, smaller than the maximum LYMH.DE drawdown of -96.06%. Use the drawdown chart below to compare losses from any high point for EHDL.DE and LYMH.DE.
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Drawdown Indicators
| EHDL.DE | LYMH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.13% | -96.06% | +59.93% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -17.29% | +12.03% |
Max Drawdown (3Y)Largest decline over 3 years | -14.85% | -17.81% | +2.96% |
Max Drawdown (5Y)Largest decline over 5 years | -18.80% | -22.30% | +3.50% |
Max Drawdown (10Y)Largest decline over 10 years | -36.13% | -50.10% | +13.97% |
Current DrawdownCurrent decline from peak | -3.59% | -73.27% | +69.68% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -85.13% | +76.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 6.05% | -4.09% |
Volatility
EHDL.DE vs. LYMH.DE - Volatility Comparison
The current volatility for Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) is 3.89%, while Amundi MSCI Greece UCITS ETF (Dist) (LYMH.DE) has a volatility of 4.41%. This indicates that EHDL.DE experiences smaller price fluctuations and is considered to be less risky than LYMH.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 | LYMH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 4.41% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 19.33% | -11.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.32% | 22.95% | -11.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.61% | 21.88% | -8.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.02% | 24.34% | -6.32% |
EHDL.DE vs. LYMH.DE - Expense Ratio Comparison
EHDL.DE has a 0.49% expense ratio, which is higher than LYMH.DE's 0.45% expense ratio.
Dividends
EHDL.DE vs. LYMH.DE - Dividend Comparison
EHDL.DE's dividend yield for the trailing twelve months is around 4.87%, more than LYMH.DE's 2.46% 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 | 4.87% | 5.27% | 5.58% | 6.15% | 9.20% | 5.91% | 4.28% | 5.04% | 5.45% | 5.14% | 2.24% | 0.00% |
LYMH.DE Amundi MSCI Greece UCITS ETF (Dist) | 2.46% | 3.06% | 3.92% | 2.22% | 2.02% | 2.03% | 1.14% | 1.89% | 2.77% | 2.02% | 1.22% | 1.17% |
Frequently Asked Questions
EHDL.DE and LYMH.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYMH.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYMH.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 LYMH.DE tracks MSCI Greece IMI + Coca-Cola 20/35 Index. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.49% for EHDL.DE and 0.45% for LYMH.DE.
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