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

Performance

EHDV.DE vs. IBTU.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 iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EHDV.DE is traded in EUR, while IBTU.L is traded in USD. To make them comparable, the IBTU.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EHDV.DE achieves a 14.32% return, which is significantly higher than IBTU.L's 4.20% return.


EHDV.DE

1D
-0.33%
1M
1.74%
6M
12.15%
YTD
14.32%
1Y
24.51%
3Y*
21.66%
5Y*
13.46%
10Y*
8.89%

IBTU.L

1D
-0.47%
1M
1.44%
6M
3.30%
YTD
4.20%
1Y
5.09%
3Y*
3.88%
5Y*
4.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
EHDV.DE
Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist
14.32%36.54%9.86%13.76%-9.03%21.15%-18.04%10.34%
IBTU.L
iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)
4.20%-8.05%12.26%1.77%7.31%7.58%-7.43%3.17%

Correlation

The correlation between EHDV.DE and IBTU.L is -0.09, 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

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

-0.18

Correlation (5Y)
Calculated over the trailing 5-year period

-0.22

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2019

-0.14

The correlation between EHDV.DE and IBTU.L shifts across timeframes, from -0.22 (5 years) to -0.09 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EHDV.DE vs. IBTU.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: 8686
Overall Rank
EHDV.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EHDV.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
EHDV.DE Omega Ratio Rank: 8888
Omega Ratio Rank
EHDV.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
EHDV.DE Martin Ratio Rank: 8383
Martin Ratio Rank

IBTU.L
IBTU.L Risk / Return Rank: 9898
Overall Rank
IBTU.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IBTU.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBTU.L Omega Ratio Rank: 9999
Omega Ratio Rank
IBTU.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
IBTU.L Martin Ratio Rank: 9999
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. IBTU.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 iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EHDV.DEIBTU.LDifference
Sharpe ratioReturn per unit of total volatility

+1.53

Sortino ratioReturn per unit of downside risk

+1.92

Omega ratioGain probability vs. loss probability

1.43

1.14

+0.29

Calmar ratioReturn relative to maximum drawdown

4.00

1.37

+2.63

Martin ratioReturn relative to average drawdown

12.88

3.39

+9.48

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

The current EHDV.DE Sharpe Ratio is 2.34, which is higher than the IBTU.L Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of EHDV.DE and IBTU.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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Drawdowns

EHDV.DE vs. IBTU.L - Drawdown Comparison

The maximum EHDV.DE drawdown since its inception was -39.57%, which is greater than IBTU.L's maximum drawdown of -13.35%. Use the drawdown chart below to compare losses from any high point for EHDV.DE and IBTU.L.


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Drawdown Indicators


EHDV.DEIBTU.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.57%

-13.35%

-26.22%

Max Drawdown (1Y)

Largest decline over 1 year

-6.10%

-3.69%

-2.41%

Max Drawdown (3Y)

Largest decline over 3 years

-12.95%

-11.54%

-1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-22.56%

-11.84%

-10.72%

Max Drawdown (10Y)

Largest decline over 10 years

-39.57%

Current Drawdown

Current decline from peak

-0.33%

-5.21%

+4.88%

Average Drawdown

Average peak-to-trough decline

-5.84%

-5.81%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

1.50%

+0.40%

Volatility

EHDV.DE vs. IBTU.L - Volatility Comparison

Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) has a higher volatility of 3.19% compared to iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L) at 1.68%. This indicates that EHDV.DE's price experiences larger fluctuations and is considered to be riskier than IBTU.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.DEIBTU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

1.68%

+1.51%

Volatility (6M)

Calculated over the trailing 6-month period

8.41%

4.52%

+3.89%

Volatility (1Y)

Calculated over the trailing 1-year period

10.42%

6.28%

+4.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.50%

7.58%

+5.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.39%

7.29%

+8.10%

EHDV.DE vs. IBTU.L - Expense Ratio Comparison

EHDV.DE has a 0.30% expense ratio, which is higher than IBTU.L's 0.07% expense ratio.


Dividends

EHDV.DE vs. IBTU.L - Dividend Comparison

EHDV.DE's dividend yield for the trailing twelve months is around 3.68%, less than IBTU.L's 4.05% yield.


PositionTTM2025202420232022202120202019201820172016
EHDV.DE
Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist
3.68%4.70%5.80%5.57%5.61%4.18%3.02%4.47%4.42%3.44%3.59%
IBTU.L
iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)
4.05%4.43%6.82%3.99%0.44%0.10%1.28%1.21%0.00%0.00%0.00%

Frequently Asked Questions


EHDV.DE and IBTU.L have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBTU.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBTU.L is cheaper with a 0.07% expense ratio, compared with 0.30% for EHDV.DE.

EHDV.DE is categorized as Large Cap Value Equities, while IBTU.L is Government Bonds. EHDV.DE tracks EURO iSTOXX High Dividend Low Volatility 50 Index, while IBTU.L tracks ICE U.S. Treasury Short Bond Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.30% for EHDV.DE and 0.07% for IBTU.L.

Portfolio Optimizer

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