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EHDV.DE vs. FWIA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EHDV.DE vs. FWIA.DE - 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 Invesco FTSE All-World UCITS ETF Acc (FWIA.DE). The values are adjusted to include any dividend payments, if applicable.

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EHDV.DE vs. FWIA.DE - Yearly Performance Comparison


2026 (YTD)202520242023
EHDV.DE
Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist
7.09%36.57%9.85%6.38%
FWIA.DE
Invesco FTSE All-World UCITS ETF Acc
-0.49%9.02%24.70%7.73%

Returns By Period

In the year-to-date period, EHDV.DE achieves a 7.09% return, which is significantly higher than FWIA.DE's -0.49% return.


EHDV.DE

1D
1.54%
1M
-0.80%
YTD
7.09%
6M
13.33%
1Y
25.61%
3Y*
19.99%
5Y*
12.83%
10Y*
6.36%

FWIA.DE

1D
2.18%
1M
-3.47%
YTD
-0.49%
6M
3.08%
1Y
13.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EHDV.DE vs. FWIA.DE - Expense Ratio Comparison

EHDV.DE has a 0.30% expense ratio, which is higher than FWIA.DE's 0.15% expense ratio.


Return for Risk

EHDV.DE vs. FWIA.DE — 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: 8787
Overall Rank
EHDV.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
EHDV.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
EHDV.DE Omega Ratio Rank: 9090
Omega Ratio Rank
EHDV.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
EHDV.DE Martin Ratio Rank: 8888
Martin Ratio Rank

FWIA.DE
FWIA.DE Risk / Return Rank: 5151
Overall Rank
FWIA.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
FWIA.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
FWIA.DE Omega Ratio Rank: 4545
Omega Ratio Rank
FWIA.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
FWIA.DE Martin Ratio Rank: 6767
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. FWIA.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 FTSE All-World UCITS ETF Acc (FWIA.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.DEFWIA.DEDifference

Sharpe ratio

Return per unit of total volatility

1.94

0.84

+1.11

Sortino ratio

Return per unit of downside risk

2.39

1.21

+1.18

Omega ratio

Gain probability vs. loss probability

1.40

1.18

+0.21

Calmar ratio

Return relative to maximum drawdown

2.70

1.58

+1.12

Martin ratio

Return relative to average drawdown

12.01

7.10

+4.91

EHDV.DE vs. FWIA.DE - Sharpe Ratio Comparison

The current EHDV.DE Sharpe Ratio is 1.94, which is higher than the FWIA.DE Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of EHDV.DE and FWIA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EHDV.DEFWIA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

0.84

+1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

1.10

-0.66

Correlation

The correlation between EHDV.DE and FWIA.DE is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EHDV.DE vs. FWIA.DE - Dividend Comparison

EHDV.DE's dividend yield for the trailing twelve months is around 4.10%, while FWIA.DE has not paid dividends to shareholders.


TTM202520242023202220212020
EHDV.DE
Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist
4.10%4.70%5.79%5.57%5.62%4.18%1.36%
FWIA.DE
Invesco FTSE All-World UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EHDV.DE vs. FWIA.DE - Drawdown Comparison

The maximum EHDV.DE drawdown since its inception was -41.47%, which is greater than FWIA.DE's maximum drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for EHDV.DE and FWIA.DE.


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Drawdown Indicators


EHDV.DEFWIA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.47%

-20.96%

-20.51%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-13.06%

+2.13%

Max Drawdown (5Y)

Largest decline over 5 years

-22.55%

Max Drawdown (10Y)

Largest decline over 10 years

-41.47%

Current Drawdown

Current decline from peak

-1.26%

-4.01%

+2.75%

Average Drawdown

Average peak-to-trough decline

-8.43%

-2.55%

-5.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

1.93%

+0.25%

Volatility

EHDV.DE vs. FWIA.DE - Volatility Comparison

Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) and Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) have volatilities of 4.67% and 4.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EHDV.DEFWIA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

4.55%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

7.59%

8.55%

-0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

13.13%

16.07%

-2.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.47%

13.26%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.00%

13.26%

+2.74%