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

Performance

EHDV.DE vs. HDEU.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 PowerShares EURO STOXX High Dividend Low Volatility UCITS (HDEU.L). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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

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

EHDV.DE
EHDV.DE Risk / Return Rank: 6262
Overall Rank
EHDV.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
EHDV.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
EHDV.DE Omega Ratio Rank: 6262
Omega Ratio Rank
EHDV.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
EHDV.DE Martin Ratio Rank: 6262
Martin Ratio Rank

HDEU.L
HDEU.L Risk / Return Rank: 6464
Overall Rank
HDEU.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
HDEU.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
HDEU.L Omega Ratio Rank: 6464
Omega Ratio Rank
HDEU.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
HDEU.L Martin Ratio Rank: 6464
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. 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.DEHDEU.LDifference
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

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

The current EHDV.DE Sharpe Ratio is 2.01, which is comparable to the HDEU.L Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of EHDV.DE and HDEU.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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Sharpe Ratios by Period


EHDV.DEHDEU.LDifference

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.DEHDEU.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.74%

-1.97%

-0.77%

Average Drawdown

Average peak-to-trough decline

-7.88%

-5.72%

-2.16%

Ulcer Index

Depth 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.DEHDEU.LDifference

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.


PositionTTM2025202420232022202120202019201820172016
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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