EHDV.DE vs. EXAG.DE
EHDV.DE (Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist) and EXAG.DE (WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc) 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 EXAG.DE is a Commodities fund tracking the Morgan Stanley RADAR ex Agriculture & Livestock Commodity (EUR Hedged). Both are passively managed. Over the past 3 years, EHDV.DE returned 20.12%/yr vs 18.34%/yr for EXAG.DE. At a 0.23 correlation, their price movements are largely independent. EHDV.DE charges 0.30%/yr vs 0.60%/yr for EXAG.DE.
Performance
EHDV.DE vs. EXAG.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 EXAG.DE's 23.44% return.
EHDV.DE
- 1D
- -0.10%
- 1M
- 0.83%
- YTD
- 10.18%
- 6M
- 12.10%
- 1Y
- 20.79%
- 3Y*
- 20.12%
- 5Y*
- 12.73%
- 10Y*
- 6.45%
EXAG.DE
- 1D
- -1.00%
- 1M
- -3.06%
- YTD
- 23.44%
- 6M
- 33.80%
- 1Y
- 60.10%
- 3Y*
- 18.34%
- 5Y*
- —
- 10Y*
- —
EHDV.DE vs. EXAG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EHDV.DE Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist | 10.18% | 36.57% | 9.85% | 13.76% | -9.06% | 5.73% |
EXAG.DE WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc | 23.44% | 32.86% | 1.21% | -10.04% | 12.14% | -0.14% |
Correlation
The correlation between EHDV.DE and EXAG.DE is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021 | 0.23 |
The correlation between EHDV.DE and EXAG.DE shifts across timeframes, from -0.00 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EHDV.DE vs. EXAG.DE — Risk / Return Rank
EHDV.DE
EXAG.DE
EHDV.DE vs. EXAG.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 WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc (EXAG.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 | EXAG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.45 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 5.01 | -1.61 |
| Martin ratioReturn relative to average drawdown | 11.10 | 17.27 | -6.17 |
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 | EXAG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 2.73 | -0.72 |
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 | 0.53 | -0.07 |
Drawdowns
EHDV.DE vs. EXAG.DE - Drawdown Comparison
The maximum EHDV.DE drawdown since its inception was -41.47%, which is greater than EXAG.DE's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for EHDV.DE and EXAG.DE.
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Drawdown Indicators
| EHDV.DE | EXAG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.47% | -35.04% | -6.43% |
Max Drawdown (1Y)Largest decline over 1 year | -6.10% | -11.94% | +5.84% |
Max Drawdown (3Y)Largest decline over 3 years | -12.94% | -15.69% | +2.75% |
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% | -6.47% | +3.73% |
Average DrawdownAverage peak-to-trough decline | -7.88% | -21.25% | +13.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 3.47% | -1.60% |
Volatility
EHDV.DE vs. EXAG.DE - Volatility Comparison
The current volatility for Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) is 2.89%, while WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc (EXAG.DE) has a volatility of 5.02%. This indicates that EHDV.DE experiences smaller price fluctuations and is considered to be less risky than EXAG.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 | EXAG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.89% | 5.02% | -2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 7.95% | 19.08% | -11.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.31% | 21.98% | -11.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.50% | 20.80% | -7.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.86% | 20.80% | -4.94% |
EHDV.DE vs. EXAG.DE - Expense Ratio Comparison
EHDV.DE has a 0.30% expense ratio, which is lower than EXAG.DE's 0.60% expense ratio.
Dividends
EHDV.DE vs. EXAG.DE - Dividend Comparison
EHDV.DE's dividend yield for the trailing twelve months is around 3.98%, while EXAG.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
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% |
EXAG.DE WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EHDV.DE and EXAG.DE have a correlation of -0.00, 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 0.60% for EXAG.DE.
EHDV.DE is categorized as Large Cap Value Equities, while EXAG.DE is Commodities. EHDV.DE tracks EURO iSTOXX High Dividend Low Volatility 50 Index, while EXAG.DE tracks Morgan Stanley RADAR ex Agriculture & Livestock Commodity (EUR Hedged). They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.30% for EHDV.DE and 0.60% for EXAG.DE.
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