EHDV.DE vs. HDEU.L
EHDV.DE (Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist) and HDEU.L (PowerShares EURO STOXX High Dividend Low Volatility UCITS) 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 HDEU.L is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, EHDV.DE returned 6.45%/yr vs 8.16%/yr for HDEU.L. Their correlation of 0.92 suggests significant overlap in exposure. Both charge a 0.30% expense ratio.
Performance
EHDV.DE vs. HDEU.L - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with EHDV.DE having a 10.18% return and HDEU.L slightly higher at 10.26%. Over the past 10 years, EHDV.DE has underperformed HDEU.L with an annualized return of 6.45%, while HDEU.L has yielded a comparatively higher 8.16% annualized 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%
HDEU.L
- 1D
- -0.29%
- 1M
- -0.74%
- YTD
- 10.26%
- 6M
- 12.26%
- 1Y
- 20.78%
- 3Y*
- 20.15%
- 5Y*
- 12.72%
- 10Y*
- 8.16%
EHDV.DE vs. HDEU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EHDV.DE Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist | 10.18% | 36.57% | 9.85% | 13.76% | -9.06% | 21.20% | -18.40% | 13.72% | -12.46% | 6.15% |
HDEU.L PowerShares EURO STOXX High Dividend Low Volatility UCITS | 10.26% | 35.87% | 10.18% | 13.58% | -8.23% | 21.08% | -17.97% | 17.34% | -8.18% | 10.01% |
Correlation
The correlation between EHDV.DE and HDEU.L is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2016 | 0.92 |
The correlation between EHDV.DE and HDEU.L shifts across timeframes, from 0.83 (1 year) to 0.94 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EHDV.DE vs. HDEU.L — Risk / Return Rank
EHDV.DE
HDEU.L
EHDV.DE vs. HDEU.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 PowerShares EURO STOXX High Dividend Low Volatility UCITS (HDEU.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.
| EHDV.DE | HDEU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.38 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 3.57 | -0.17 |
| Martin ratioReturn relative to average drawdown | 11.10 | 11.36 | -0.25 |
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 | HDEU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 2.07 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.94 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.51 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.51 | -0.05 |
Drawdowns
EHDV.DE vs. HDEU.L - Drawdown Comparison
The maximum EHDV.DE drawdown since its inception was -41.47%, roughly equal to the maximum HDEU.L drawdown of -40.22%. Use the drawdown chart below to compare losses from any high point for EHDV.DE and HDEU.L.
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Drawdown Indicators
| EHDV.DE | HDEU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.47% | -40.22% | -1.25% |
Max Drawdown (1Y)Largest decline over 1 year | -6.10% | -5.88% | -0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -12.94% | -12.86% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -22.55% | -22.45% | -0.10% |
Max Drawdown (10Y)Largest decline over 10 years | -41.47% | -40.22% | -1.25% |
Current DrawdownCurrent decline from peak | -2.74% | -1.97% | -0.77% |
Average DrawdownAverage peak-to-trough decline | -7.88% | -5.72% | -2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 1.85% | +0.02% |
Volatility
EHDV.DE vs. HDEU.L - Volatility Comparison
The current volatility for Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) is 2.89%, while PowerShares EURO STOXX High Dividend Low Volatility UCITS (HDEU.L) has a volatility of 3.12%. This indicates that EHDV.DE experiences smaller price fluctuations and is considered to be less risky than HDEU.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.DE | HDEU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.89% | 3.12% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 7.95% | 7.85% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.31% | 10.14% | +0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.50% | 13.50% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.86% | 15.95% | -0.09% |
EHDV.DE vs. HDEU.L - Expense Ratio Comparison
Both EHDV.DE and HDEU.L have an expense ratio of 0.30%.
Dividends
EHDV.DE vs. HDEU.L - Dividend Comparison
EHDV.DE's dividend yield for the trailing twelve months is around 3.98%, which matches HDEU.L's 3.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% |
HDEU.L PowerShares EURO STOXX High Dividend Low Volatility UCITS | 3.98% | 4.71% | 5.77% | 5.56% | 5.60% | 4.21% | 3.04% | 4.50% | 4.38% | 3.44% | 3.59% |
Frequently Asked Questions
EHDV.DE and HDEU.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
EHDV.DE and HDEU.L have the same expense ratio: 0.30% per year.
EHDV.DE is categorized as Large Cap Value Equities, while HDEU.L is Europe Equities. EHDV.DE tracks EURO iSTOXX High Dividend Low Volatility 50 Index, while HDEU.L tracks MSCI EMU NR EUR.
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