EHDL.DE vs. UEF5.DE
EHDL.DE (Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF) and UEF5.DE (UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis) are both Emerging Markets Equities funds - EHDL.DE tracks the FTSE Emerging High Dividend Low Volatility Index while UEF5.DE tracks the MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 10 years, EHDL.DE returned 6.47%/yr vs 9.43%/yr for UEF5.DE. A 0.68 correlation means they provide meaningful diversification when combined. EHDL.DE charges 0.49%/yr vs 0.24%/yr for UEF5.DE.
Performance
EHDL.DE vs. UEF5.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 UEF5.DE's 36.31% return. Over the past 10 years, EHDL.DE has underperformed UEF5.DE with an annualized return of 6.47%, while UEF5.DE has yielded a comparatively higher 9.43% 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%
UEF5.DE
- 1D
- 2.11%
- 1M
- 0.05%
- 6M
- 33.29%
- YTD
- 36.31%
- 1Y
- 55.52%
- 3Y*
- 24.31%
- 5Y*
- 9.90%
- 10Y*
- 9.43%
EHDL.DE vs. UEF5.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% |
UEF5.DE UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis | 36.31% | 20.99% | 15.47% | 3.78% | -15.32% | 6.96% | 5.36% | 14.51% | -7.68% | 16.40% |
Correlation
The correlation between EHDL.DE and UEF5.DE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since May 27, 2016 | 0.68 |
The correlation between EHDL.DE and UEF5.DE shifts across timeframes, from 0.51 (1 year) to 0.68 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
EHDL.DE vs. UEF5.DE — Risk / Return Rank
EHDL.DE
UEF5.DE
EHDL.DE vs. UEF5.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 UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.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 | UEF5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.47 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 5.78 | -2.05 |
| Martin ratioReturn relative to average drawdown | 10.05 | 18.33 | -8.28 |
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Drawdowns
EHDL.DE vs. UEF5.DE - Drawdown Comparison
The maximum EHDL.DE drawdown since its inception was -36.13%, smaller than the maximum UEF5.DE drawdown of -38.64%. Use the drawdown chart below to compare losses from any high point for EHDL.DE and UEF5.DE.
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Drawdown Indicators
| EHDL.DE | UEF5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.13% | -38.64% | +2.51% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -9.56% | +4.30% |
Max Drawdown (3Y)Largest decline over 3 years | -14.85% | -20.35% | +5.50% |
Max Drawdown (5Y)Largest decline over 5 years | -18.80% | -24.36% | +5.56% |
Max Drawdown (10Y)Largest decline over 10 years | -36.13% | -36.70% | +0.57% |
Current DrawdownCurrent decline from peak | -3.59% | -4.19% | +0.60% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -13.28% | +4.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 3.02% | -1.06% |
Volatility
EHDL.DE vs. UEF5.DE - Volatility Comparison
The current volatility for Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) is 3.89%, while UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.DE) has a volatility of 8.38%. This indicates that EHDL.DE experiences smaller price fluctuations and is considered to be less risky than UEF5.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 | UEF5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 8.38% | -4.49% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 17.47% | -9.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.32% | 20.36% | -9.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.61% | 18.00% | -4.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.02% | 18.94% | -0.92% |
EHDL.DE vs. UEF5.DE - Expense Ratio Comparison
EHDL.DE has a 0.49% expense ratio, which is higher than UEF5.DE's 0.24% expense ratio.
Dividends
EHDL.DE vs. UEF5.DE - Dividend Comparison
EHDL.DE's dividend yield for the trailing twelve months is around 4.87%, more than UEF5.DE's 1.56% 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% |
UEF5.DE UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis | 1.56% | 2.19% | 1.73% | 2.36% | 2.19% | 1.32% | 1.89% | 2.00% | 2.16% | 2.00% | 2.30% | 1.65% |
Frequently Asked Questions
EHDL.DE and UEF5.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UEF5.DE is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UEF5.DE is cheaper with a 0.24% expense ratio, compared with 0.49% for EHDL.DE.
EHDL.DE tracks FTSE Emerging High Dividend Low Volatility Index, while UEF5.DE tracks MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: Invesco and UBS. Their fees differ too: 0.49% for EHDL.DE and 0.24% for UEF5.DE.
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