EHDV.DE vs. IBCK.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) and iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE).

EHDV.DE and IBCK.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EHDV.DE is a passively managed fund by Invesco that tracks the performance of the EURO iSTOXX High Dividend Low Volatility 50 Index. It was launched on Jan 6, 2016. IBCK.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Minimum Volatility. It was launched on Nov 30, 2012. Both EHDV.DE and IBCK.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EHDV.DE vs. IBCK.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 iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE). The values are adjusted to include any dividend payments, if applicable.

EHDV.DE vs. IBCK.DE - 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	7.09%	36.57%	9.85%	13.76%	-9.06%	21.20%	-19.46%	13.72%	-12.46%	6.15%
IBCK.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)	-2.81%	-0.69%	25.61%	6.20%	-6.04%	35.73%	-2.18%	34.85%	-1.47%	2.29%

Returns By Period

In the year-to-date period, EHDV.DE achieves a 7.09% return, which is significantly higher than IBCK.DE's -2.81% return. Over the past 10 years, EHDV.DE has underperformed IBCK.DE with an annualized return of 6.36%, while IBCK.DE has yielded a comparatively higher 9.65% annualized 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%

IBCK.DE

• 1D: 0.45%
• 1M: -3.92%
• YTD: -2.81%
• 6M: -0.61%
• 1Y: -2.30%
• 3Y*: 8.98%
• 5Y*: 8.51%
• 10Y*: 9.65%

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

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

EHDV.DE has a 0.30% expense ratio, which is higher than IBCK.DE's 0.20% expense ratio.

EHDV.DE

Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist

IBCK.DE

iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)

Return for Risk

EHDV.DE vs. IBCK.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: 87
EHDV.DE Sharpe Ratio Rank: 88
EHDV.DE Sortino Ratio Rank: 85
EHDV.DE Omega Ratio Rank: 90
EHDV.DE Calmar Ratio Rank: 83
EHDV.DE Martin Ratio Rank: 88

IBCK.DE

IBCK.DE Risk / Return Rank: 8
IBCK.DE Sharpe Ratio Rank: 8
IBCK.DE Sortino Ratio Rank: 8
IBCK.DE Omega Ratio Rank: 7
IBCK.DE Calmar Ratio Rank: 9
IBCK.DE Martin Ratio Rank: 6

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. IBCK.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 iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.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	IBCK.DE	Difference
Sharpe ratio Return per unit of total volatility	1.94	-0.17	+2.11
Sortino ratio Return per unit of downside risk	2.39	-0.14	+2.53
Omega ratio Gain probability vs. loss probability	1.40	0.98	+0.42
Calmar ratio Return relative to maximum drawdown	2.70	-0.18	+2.88
Martin ratio Return relative to average drawdown	12.01	-0.72	+12.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current EHDV.DE Sharpe Ratio is 1.94, which is higher than the IBCK.DE Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of EHDV.DE and IBCK.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.

Sharpe Ratios by Period

	EHDV.DE	IBCK.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.94	-0.17	+2.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.94	0.68	+0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.40	0.68	-0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.84	-0.41

Correlation

The correlation between EHDV.DE and IBCK.DE is 0.45, 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. IBCK.DE - Dividend Comparison

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

	TTM	2025	2024	2023	2022	2021	2020
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%
IBCK.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

EHDV.DE vs. IBCK.DE - Drawdown Comparison

The maximum EHDV.DE drawdown since its inception was -41.47%, which is greater than IBCK.DE's maximum drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for EHDV.DE and IBCK.DE.

Drawdown Indicators

	EHDV.DE	IBCK.DE	Difference
Max Drawdown Largest peak-to-trough decline	-41.47%	-33.11%	-8.36%
Max Drawdown (1Y) Largest decline over 1 year	-10.93%	-11.87%	+0.94%
Max Drawdown (5Y) Largest decline over 5 years	-22.55%	-17.55%	-5.00%
Max Drawdown (10Y) Largest decline over 10 years	-41.47%	-33.11%	-8.36%
Current Drawdown Current decline from peak	-1.26%	-8.00%	+6.74%
Average Drawdown Average peak-to-trough decline	-8.43%	-4.50%	-3.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.18%	2.30%	-0.12%

Volatility

EHDV.DE vs. IBCK.DE - Volatility Comparison

Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) has a higher volatility of 4.67% compared to iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) at 2.66%. This indicates that EHDV.DE's price experiences larger fluctuations and is considered to be riskier than IBCK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EHDV.DE	IBCK.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.67%	2.66%	+2.01%
Volatility (6M) Calculated over the trailing 6-month period	7.59%	6.15%	+1.44%
Volatility (1Y) Calculated over the trailing 1-year period	13.13%	13.37%	-0.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.47%	12.43%	+1.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.00%	14.06%	+1.94%