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EHDL.DE vs. LYMH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EHDL.DE vs. LYMH.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 Amundi MSCI Greece UCITS ETF (Dist) (LYMH.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EHDL.DE
EHDL.DE Risk / Return Rank: 6969
Overall Rank
EHDL.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EHDL.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
EHDL.DE Omega Ratio Rank: 6363
Omega Ratio Rank
EHDL.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
EHDL.DE Martin Ratio Rank: 6868
Martin Ratio Rank

LYMH.DE
LYMH.DE Risk / Return Rank: 5050
Overall Rank
LYMH.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
LYMH.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
LYMH.DE Omega Ratio Rank: 5252
Omega Ratio Rank
LYMH.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
LYMH.DE Martin Ratio Rank: 4242
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. 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.DELYMH.DEDifference
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

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

The current EHDL.DE Sharpe Ratio is 1.74, which is comparable to the LYMH.DE Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of EHDL.DE and LYMH.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.


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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.DELYMH.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.59%

-73.27%

+69.68%

Average Drawdown

Average peak-to-trough decline

-9.11%

-85.13%

+76.02%

Ulcer Index

Depth 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.DELYMH.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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