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EHDV.DE vs. ASDV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EHDV.DE vs. ASDV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) and SPDR S&P Pan Asia Dividend Aristocrats UCITS (ASDV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EHDV.DE is traded in EUR, while ASDV.L is traded in USD. To make them comparable, the ASDV.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EHDV.DE achieves a 14.32% return, which is significantly higher than ASDV.L's 7.97% return. Over the past 10 years, EHDV.DE has outperformed ASDV.L with an annualized return of 8.89%, while ASDV.L has yielded a comparatively lower 6.06% annualized return.


EHDV.DE

1D
-0.33%
1M
1.74%
6M
12.15%
YTD
14.32%
1Y
24.51%
3Y*
21.66%
5Y*
13.46%
10Y*
8.89%

ASDV.L

1D
-0.26%
1M
1.46%
6M
4.91%
YTD
7.97%
1Y
14.23%
3Y*
9.98%
5Y*
5.70%
10Y*
6.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EHDV.DE vs. ASDV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EHDV.DE
Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist
14.32%36.54%9.86%13.76%-9.03%21.15%-18.04%19.08%-8.88%9.88%
ASDV.L
SPDR S&P Pan Asia Dividend Aristocrats UCITS
7.97%8.63%11.77%12.01%-10.38%10.20%-8.10%23.37%-4.75%13.89%

Correlation

The correlation between EHDV.DE and ASDV.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2016

0.52

The correlation between EHDV.DE and ASDV.L has been stable across timeframes, ranging from 0.46 to 0.52 - a consistent structural relationship.

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Return for Risk

EHDV.DE vs. ASDV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EHDV.DE
EHDV.DE Risk / Return Rank: 8686
Overall Rank
EHDV.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EHDV.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
EHDV.DE Omega Ratio Rank: 8888
Omega Ratio Rank
EHDV.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
EHDV.DE Martin Ratio Rank: 8383
Martin Ratio Rank

ASDV.L
ASDV.L Risk / Return Rank: 3636
Overall Rank
ASDV.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ASDV.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
ASDV.L Omega Ratio Rank: 3535
Omega Ratio Rank
ASDV.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
ASDV.L Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EHDV.DE vs. ASDV.L - 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 SPDR S&P Pan Asia Dividend Aristocrats UCITS (ASDV.L). 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.


EHDV.DEASDV.LDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+1.18

Omega ratioGain probability vs. loss probability

1.43

1.24

+0.19

Calmar ratioReturn relative to maximum drawdown

4.00

2.54

+1.46

Martin ratioReturn relative to average drawdown

12.88

6.48

+6.40

EHDV.DE vs. ASDV.L - Sharpe Ratio Comparison

The current EHDV.DE Sharpe Ratio is 2.34, which is higher than the ASDV.L Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of EHDV.DE and ASDV.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EHDV.DE vs. ASDV.L - Drawdown Comparison

The maximum EHDV.DE drawdown since its inception was -39.57%, which is greater than ASDV.L's maximum drawdown of -31.51%. Use the drawdown chart below to compare losses from any high point for EHDV.DE and ASDV.L.


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Drawdown Indicators


EHDV.DEASDV.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.57%

-31.51%

-8.06%

Max Drawdown (1Y)

Largest decline over 1 year

-6.10%

-5.57%

-0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-12.95%

-12.43%

-0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-22.56%

-21.61%

-0.95%

Max Drawdown (10Y)

Largest decline over 10 years

-39.57%

-31.51%

-8.06%

Current Drawdown

Current decline from peak

-0.33%

-0.26%

-0.07%

Average Drawdown

Average peak-to-trough decline

-5.84%

-6.90%

+1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

2.19%

-0.29%

Volatility

EHDV.DE vs. ASDV.L - Volatility Comparison

Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) has a higher volatility of 3.19% compared to SPDR S&P Pan Asia Dividend Aristocrats UCITS (ASDV.L) at 2.53%. This indicates that EHDV.DE's price experiences larger fluctuations and is considered to be riskier than ASDV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EHDV.DEASDV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

2.53%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

8.41%

8.55%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

10.42%

10.80%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.50%

13.59%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.39%

14.94%

+0.45%

EHDV.DE vs. ASDV.L - Expense Ratio Comparison

EHDV.DE has a 0.30% expense ratio, which is lower than ASDV.L's 0.55% expense ratio.


Dividends

EHDV.DE vs. ASDV.L - Dividend Comparison

EHDV.DE's dividend yield for the trailing twelve months is around 3.68%, more than ASDV.L's 2.83% yield.


PositionTTM20252024202320222021202020192018201720162015
ASDV.L
SPDR S&P Pan Asia Dividend Aristocrats UCITS
2.83%2.85%3.11%2.89%3.63%2.98%2.82%2.65%2.52%1.70%2.37%3.24%
EHDV.DE
Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist
3.68%4.70%5.80%5.57%5.61%4.18%3.02%4.47%4.42%3.44%3.59%0.00%

Frequently Asked Questions


EHDV.DE and ASDV.L have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EHDV.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EHDV.DE is cheaper with a 0.30% expense ratio, compared with 0.55% for ASDV.L.

EHDV.DE is categorized as Large Cap Value Equities, while ASDV.L is Asia Pacific Equities. EHDV.DE tracks EURO iSTOXX High Dividend Low Volatility 50 Index, while ASDV.L tracks MSCI AC Asia Pacific NR USD. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.30% for EHDV.DE and 0.55% for ASDV.L.

Portfolio Optimizer

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