EHDL.DE vs. XGLF.DE
EHDL.DE (Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF) and XGLF.DE (Xtrackers MSCI GCC Select Swap UCITS ETF (Acc)) are both Emerging Markets Equities funds - EHDL.DE tracks the FTSE Emerging High Dividend Low Volatility Index while XGLF.DE tracks the MSCI GCC Countries ex Select Securities Index. Both are passively managed. Over the past 10 years, EHDL.DE returned 6.47%/yr vs 8.00%/yr for XGLF.DE. At a 0.38 correlation, their price movements are largely independent. EHDL.DE charges 0.49%/yr vs 0.65%/yr for XGLF.DE.
Performance
EHDL.DE vs. XGLF.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 higher than XGLF.DE's 6.06% return. Over the past 10 years, EHDL.DE has underperformed XGLF.DE with an annualized return of 6.47%, while XGLF.DE has yielded a comparatively higher 8.00% 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%
XGLF.DE
- 1D
- 0.50%
- 1M
- 2.01%
- 6M
- 5.05%
- YTD
- 6.06%
- 1Y
- 5.74%
- 3Y*
- 3.33%
- 5Y*
- 5.16%
- 10Y*
- 8.00%
EHDL.DE vs. XGLF.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% |
XGLF.DE Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) | 6.06% | -5.36% | 9.58% | 0.55% | 1.24% | 48.84% | -9.49% | 9.50% | 22.95% | -7.49% |
Correlation
The correlation between EHDL.DE and XGLF.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since May 27, 2016 | 0.38 |
The correlation between EHDL.DE and XGLF.DE shifts across timeframes, from 0.22 (1 year) to 0.39 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
EHDL.DE vs. XGLF.DE — Risk / Return Rank
EHDL.DE
XGLF.DE
EHDL.DE vs. XGLF.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 Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.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 | XGLF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.28 | ||
| Sortino ratioReturn per unit of downside risk | +1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.09 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 0.63 | +3.10 |
| Martin ratioReturn relative to average drawdown | 10.05 | 1.39 | +8.66 |
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Drawdowns
EHDL.DE vs. XGLF.DE - Drawdown Comparison
The maximum EHDL.DE drawdown since its inception was -36.13%, smaller than the maximum XGLF.DE drawdown of -42.15%. Use the drawdown chart below to compare losses from any high point for EHDL.DE and XGLF.DE.
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Drawdown Indicators
| EHDL.DE | XGLF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.13% | -42.15% | +6.02% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -9.05% | +3.79% |
Max Drawdown (3Y)Largest decline over 3 years | -14.85% | -18.41% | +3.56% |
Max Drawdown (5Y)Largest decline over 5 years | -18.80% | -31.29% | +12.49% |
Max Drawdown (10Y)Largest decline over 10 years | -36.13% | -35.16% | -0.97% |
Current DrawdownCurrent decline from peak | -3.59% | -17.78% | +14.19% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -18.26% | +9.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 4.11% | -2.15% |
Volatility
EHDL.DE vs. XGLF.DE - Volatility Comparison
The current volatility for Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) is 3.89%, while Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) has a volatility of 4.44%. This indicates that EHDL.DE experiences smaller price fluctuations and is considered to be less risky than XGLF.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 | XGLF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 4.44% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 9.30% | -1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.32% | 12.62% | -1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.61% | 15.35% | -1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.02% | 18.34% | -0.32% |
EHDL.DE vs. XGLF.DE - Expense Ratio Comparison
EHDL.DE has a 0.49% expense ratio, which is lower than XGLF.DE's 0.65% expense ratio.
Dividends
EHDL.DE vs. XGLF.DE - Dividend Comparison
EHDL.DE's dividend yield for the trailing twelve months is around 4.87%, while XGLF.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XGLF.DE Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EHDL.DE and XGLF.DE have a correlation of 0.22, 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 0.65% for XGLF.DE.
EHDL.DE tracks FTSE Emerging High Dividend Low Volatility Index, while XGLF.DE tracks MSCI GCC Countries ex Select Securities Index. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.49% for EHDL.DE and 0.65% for XGLF.DE.
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