EHDL.DE vs. WTEI.DE
EHDL.DE (Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF) and WTEI.DE (WisdomTree Emerging Markets Equity Income UCITS ETF) are both Emerging Markets Equities funds - EHDL.DE tracks the FTSE Emerging High Dividend Low Volatility Index while WTEI.DE tracks the WisdomTree Emerging Markets Equity Income. Both are passively managed. Over the past 10 years, EHDL.DE returned 6.47%/yr vs 9.62%/yr for WTEI.DE. A 0.76 correlation means they provide meaningful diversification when combined. EHDL.DE charges 0.49%/yr vs 0.46%/yr for WTEI.DE.
Performance
EHDL.DE vs. WTEI.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 WTEI.DE's 21.67% return. Over the past 10 years, EHDL.DE has underperformed WTEI.DE with an annualized return of 6.47%, while WTEI.DE has yielded a comparatively higher 9.62% 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%
WTEI.DE
- 1D
- 1.31%
- 1M
- 0.72%
- 6M
- 20.40%
- YTD
- 21.67%
- 1Y
- 28.16%
- 3Y*
- 16.16%
- 5Y*
- 11.20%
- 10Y*
- 9.62%
EHDL.DE vs. WTEI.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% |
WTEI.DE WisdomTree Emerging Markets Equity Income UCITS ETF | 21.67% | 7.76% | 11.70% | 16.82% | -7.16% | 22.68% | -15.24% | 23.06% | -3.85% | 10.46% |
Correlation
The correlation between EHDL.DE and WTEI.DE is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since May 27, 2016 | 0.76 |
The correlation between EHDL.DE and WTEI.DE shifts across timeframes, from 0.56 (1 year) to 0.76 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
EHDL.DE vs. WTEI.DE — Risk / Return Rank
EHDL.DE
WTEI.DE
EHDL.DE vs. WTEI.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 Equity Income UCITS ETF (WTEI.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 | WTEI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.37 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 4.67 | -0.94 |
| Martin ratioReturn relative to average drawdown | 10.05 | 15.87 | -5.82 |
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Drawdowns
EHDL.DE vs. WTEI.DE - Drawdown Comparison
The maximum EHDL.DE drawdown since its inception was -36.13%, smaller than the maximum WTEI.DE drawdown of -43.36%. Use the drawdown chart below to compare losses from any high point for EHDL.DE and WTEI.DE.
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Drawdown Indicators
| EHDL.DE | WTEI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.13% | -43.36% | +7.23% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -6.00% | +0.74% |
Max Drawdown (3Y)Largest decline over 3 years | -14.85% | -15.95% | +1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -18.80% | -16.76% | -2.04% |
Max Drawdown (10Y)Largest decline over 10 years | -36.13% | -35.60% | -0.53% |
Current DrawdownCurrent decline from peak | -3.59% | -2.26% | -1.33% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -10.35% | +1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 1.77% | +0.19% |
Volatility
EHDL.DE vs. WTEI.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 Equity Income UCITS ETF (WTEI.DE) has a volatility of 4.62%. This indicates that EHDL.DE experiences smaller price fluctuations and is considered to be less risky than WTEI.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 | WTEI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 4.62% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 10.46% | -2.33% |
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% | 13.58% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.02% | 18.16% | -0.14% |
EHDL.DE vs. WTEI.DE - Expense Ratio Comparison
EHDL.DE has a 0.49% expense ratio, which is higher than WTEI.DE's 0.46% expense ratio.
Dividends
EHDL.DE vs. WTEI.DE - Dividend Comparison
EHDL.DE's dividend yield for the trailing twelve months is around 4.87%, more than WTEI.DE's 4.76% 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% |
WTEI.DE WisdomTree Emerging Markets Equity Income UCITS ETF | 4.76% | 4.53% | 7.52% | 6.96% | 7.43% | 3.95% | 4.96% | 4.05% | 4.27% | 3.25% | 0.87% | 4.60% |
Frequently Asked Questions
EHDL.DE and WTEI.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTEI.DE is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTEI.DE is cheaper with a 0.46% expense ratio, compared with 0.49% for EHDL.DE.
EHDL.DE tracks FTSE Emerging High Dividend Low Volatility Index, while WTEI.DE tracks WisdomTree Emerging Markets Equity Income. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.49% for EHDL.DE and 0.46% for WTEI.DE.
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