EHDL.DE vs. WTED.DE
EHDL.DE (Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF) and WTED.DE (WisdomTree Emerging Markets SmallCap Dividend UCITS ETF) are both Emerging Markets Equities funds - EHDL.DE tracks the FTSE Emerging High Dividend Low Volatility Index while WTED.DE tracks the WisdomTree Emerging Markets SmallCap Dividend. Both are passively managed. Over the past 10 years, EHDL.DE returned 6.47%/yr vs 9.05%/yr for WTED.DE. A 0.69 correlation means they provide meaningful diversification when combined. EHDL.DE charges 0.49%/yr vs 0.54%/yr for WTED.DE.
Performance
EHDL.DE vs. WTED.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 WTED.DE's 15.58% return. Over the past 10 years, EHDL.DE has underperformed WTED.DE with an annualized return of 6.47%, while WTED.DE has yielded a comparatively higher 9.05% 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%
WTED.DE
- 1D
- 1.12%
- 1M
- 3.06%
- 6M
- 14.62%
- YTD
- 15.58%
- 1Y
- 22.22%
- 3Y*
- 12.84%
- 5Y*
- 8.12%
- 10Y*
- 9.05%
EHDL.DE vs. WTED.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% |
WTED.DE WisdomTree Emerging Markets SmallCap Dividend UCITS ETF | 15.58% | 6.38% | 8.38% | 15.71% | -5.53% | 21.92% | -3.85% | 20.15% | -11.97% | 18.97% |
Correlation
The correlation between EHDL.DE and WTED.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since May 27, 2016 | 0.69 |
Over the past year, the correlation between EHDL.DE and WTED.DE has dropped to 0.43 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
EHDL.DE vs. WTED.DE — Risk / Return Rank
EHDL.DE
WTED.DE
EHDL.DE vs. WTED.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 WisdomTree Emerging Markets SmallCap Dividend UCITS ETF (WTED.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 | WTED.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.31 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 3.12 | +0.62 |
| Martin ratioReturn relative to average drawdown | 10.05 | 9.59 | +0.46 |
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Drawdowns
EHDL.DE vs. WTED.DE - Drawdown Comparison
The maximum EHDL.DE drawdown since its inception was -36.13%, roughly equal to the maximum WTED.DE drawdown of -36.92%. Use the drawdown chart below to compare losses from any high point for EHDL.DE and WTED.DE.
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Drawdown Indicators
| EHDL.DE | WTED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.13% | -36.92% | +0.79% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -7.10% | +1.84% |
Max Drawdown (3Y)Largest decline over 3 years | -14.85% | -19.61% | +4.76% |
Max Drawdown (5Y)Largest decline over 5 years | -18.80% | -19.61% | +0.81% |
Max Drawdown (10Y)Largest decline over 10 years | -36.13% | -36.92% | +0.79% |
Current DrawdownCurrent decline from peak | -3.59% | -0.27% | -3.32% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -8.38% | -0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 2.31% | -0.35% |
Volatility
EHDL.DE vs. WTED.DE - Volatility Comparison
The current volatility for Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) is 3.89%, while WisdomTree Emerging Markets SmallCap Dividend UCITS ETF (WTED.DE) has a volatility of 5.21%. This indicates that EHDL.DE experiences smaller price fluctuations and is considered to be less risky than WTED.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 | WTED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 5.21% | -1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 10.66% | -2.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.32% | 13.25% | -1.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.61% | 13.30% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.02% | 22.25% | -4.23% |
EHDL.DE vs. WTED.DE - Expense Ratio Comparison
EHDL.DE has a 0.49% expense ratio, which is lower than WTED.DE's 0.54% expense ratio.
Dividends
EHDL.DE vs. WTED.DE - Dividend Comparison
EHDL.DE's dividend yield for the trailing twelve months is around 4.87%, more than WTED.DE's 3.84% 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% |
WTED.DE WisdomTree Emerging Markets SmallCap Dividend UCITS ETF | 3.84% | 2.95% | 4.72% | 3.50% | 4.17% | 2.79% | 3.04% | 3.11% | 3.11% | 2.37% | 0.43% | 3.30% |
Frequently Asked Questions
EHDL.DE and WTED.DE have a correlation of 0.43, 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 0.54% for WTED.DE.
EHDL.DE tracks FTSE Emerging High Dividend Low Volatility Index, while WTED.DE tracks WisdomTree Emerging Markets SmallCap Dividend. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.49% for EHDL.DE and 0.54% for WTED.DE.
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