EHDV.DE vs. IBTU.L
EHDV.DE (Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist) and IBTU.L (iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)) 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 IBTU.L is a Government Bonds fund tracking the ICE U.S. Treasury Short Bond Index. Both are passively managed. Over the past 5 years, EHDV.DE returned 13.46%/yr vs 4.06%/yr for IBTU.L. At a correlation of -0.14, they often move in opposite directions. EHDV.DE charges 0.30%/yr vs 0.07%/yr for IBTU.L.
Performance
EHDV.DE vs. IBTU.L - Performance Comparison
Loading charts...
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*
- —
EHDV.DE vs. IBTU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EHDV.DE vs. IBTU.L — Risk / Return Rank
EHDV.DE
IBTU.L
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.DE | IBTU.L | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| EHDV.DE | IBTU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.33% | -5.21% | +4.88% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -5.81% | -0.03% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| EHDV.DE | IBTU.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EHDV.DE Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist | 3.68% | 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.
Find the right allocation for EHDV.DE and IBTU.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer