EHDV.DE vs. 6PSE.DE
EHDV.DE (Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist) and 6PSE.DE (Invesco MSCI USA UCITS ETF Dist) are both exchange-traded funds - EHDV.DE is a Large Cap Value Equities fund tracking the EURO iSTOXX High Dividend Low Volatility 50 Index, while 6PSE.DE is a Large Cap Blend Equities fund tracking the MSCI USA. Both are passively managed. Over the past 3 years, EHDV.DE returned 20.12%/yr vs 19.18%/yr for 6PSE.DE. At a 0.41 correlation, their price movements are largely independent. EHDV.DE charges 0.30%/yr vs 0.05%/yr for 6PSE.DE.
Performance
EHDV.DE vs. 6PSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EHDV.DE achieves a 10.18% return, which is significantly lower than 6PSE.DE's 11.33% return.
EHDV.DE
- 1D
- -0.10%
- 1M
- -0.40%
- YTD
- 10.18%
- 6M
- 12.28%
- 1Y
- 20.81%
- 3Y*
- 20.12%
- 5Y*
- 12.73%
- 10Y*
- 6.45%
6PSE.DE
- 1D
- -0.18%
- 1M
- 4.51%
- YTD
- 11.33%
- 6M
- 10.72%
- 1Y
- 25.24%
- 3Y*
- 19.18%
- 5Y*
- —
- 10Y*
- —
EHDV.DE vs. 6PSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EHDV.DE Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist | 10.18% | 36.57% | 9.85% | 13.76% | -9.42% |
6PSE.DE Invesco MSCI USA UCITS ETF Dist | 11.33% | 4.78% | 32.52% | 23.62% | -6.58% |
Correlation
The correlation between EHDV.DE and 6PSE.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2022 | 0.41 |
The correlation between EHDV.DE and 6PSE.DE shifts across timeframes, from 0.31 (3 years) to 0.41 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EHDV.DE vs. 6PSE.DE — Risk / Return Rank
EHDV.DE
6PSE.DE
EHDV.DE vs. 6PSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) and Invesco MSCI USA UCITS ETF Dist (6PSE.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.
| EHDV.DE | 6PSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.40 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 3.44 | -0.04 |
| Martin ratioReturn relative to average drawdown | 11.10 | 11.99 | -0.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EHDV.DE | 6PSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 2.15 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.93 | -0.48 |
Drawdowns
EHDV.DE vs. 6PSE.DE - Drawdown Comparison
The maximum EHDV.DE drawdown since its inception was -41.47%, which is greater than 6PSE.DE's maximum drawdown of -23.70%. Use the drawdown chart below to compare losses from any high point for EHDV.DE and 6PSE.DE.
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Drawdown Indicators
| EHDV.DE | 6PSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.47% | -23.70% | -17.77% |
Max Drawdown (1Y)Largest decline over 1 year | -6.10% | -7.31% | +1.21% |
Max Drawdown (3Y)Largest decline over 3 years | -12.94% | -23.70% | +10.76% |
Max Drawdown (5Y)Largest decline over 5 years | -22.55% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.47% | — | — |
Current DrawdownCurrent decline from peak | -2.74% | -0.41% | -2.33% |
Average DrawdownAverage peak-to-trough decline | -7.88% | -4.83% | -3.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 2.10% | -0.23% |
Volatility
EHDV.DE vs. 6PSE.DE - Volatility Comparison
Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) has a higher volatility of 2.89% compared to Invesco MSCI USA UCITS ETF Dist (6PSE.DE) at 2.73%. This indicates that EHDV.DE's price experiences larger fluctuations and is considered to be riskier than 6PSE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EHDV.DE | 6PSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.89% | 2.73% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 7.95% | 7.68% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.31% | 11.65% | -1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.50% | 15.41% | -1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.86% | 15.41% | +0.45% |
EHDV.DE vs. 6PSE.DE - Expense Ratio Comparison
EHDV.DE has a 0.30% expense ratio, which is higher than 6PSE.DE's 0.05% expense ratio.
Dividends
EHDV.DE vs. 6PSE.DE - Dividend Comparison
EHDV.DE's dividend yield for the trailing twelve months is around 3.98%, more than 6PSE.DE's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
6PSE.DE Invesco MSCI USA UCITS ETF Dist | 1.05% | 1.16% | 1.26% | 1.51% | 1.69% | 0.00% | 0.00% |
EHDV.DE Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist | 3.98% | 4.70% | 5.79% | 5.57% | 5.62% | 4.18% | 2.66% |
Frequently Asked Questions
EHDV.DE and 6PSE.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 6PSE.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
6PSE.DE is cheaper with a 0.05% expense ratio, compared with 0.30% for EHDV.DE.
EHDV.DE is categorized as Large Cap Value Equities, while 6PSE.DE is Large Cap Blend Equities. EHDV.DE tracks EURO iSTOXX High Dividend Low Volatility 50 Index, while 6PSE.DE tracks MSCI USA. Their fees differ too: 0.30% for EHDV.DE and 0.05% for 6PSE.DE.
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