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EHDV.DE vs. IGF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EHDV.DE vs. IGF - 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 Global Infrastructure ETF (IGF). The values are adjusted to include any dividend payments, if applicable.

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EHDV.DE vs. IGF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IGF
iShares Global Infrastructure ETF
11.24%6.91%22.39%2.96%4.86%19.92%-14.20%28.67%-5.73%4.65%
Different Trading Currencies

EHDV.DE is traded in EUR, while IGF is traded in USD. To make them comparable, the IGF 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 7.09% return, which is significantly lower than IGF's 11.24% return. Over the past 10 years, EHDV.DE has underperformed IGF with an annualized return of 6.36%, while IGF has yielded a comparatively higher 8.68% 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%

IGF

1D
0.22%
1M
-1.54%
YTD
11.24%
6M
12.98%
1Y
18.01%
3Y*
13.41%
5Y*
11.85%
10Y*
8.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EHDV.DE vs. IGF - Expense Ratio Comparison

EHDV.DE has a 0.30% expense ratio, which is lower than IGF's 0.39% expense ratio.


Return for Risk

EHDV.DE vs. IGF — 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: 8787
Overall Rank
EHDV.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
EHDV.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
EHDV.DE Omega Ratio Rank: 9090
Omega Ratio Rank
EHDV.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
EHDV.DE Martin Ratio Rank: 8888
Martin Ratio Rank

IGF
IGF Risk / Return Rank: 9292
Overall Rank
IGF Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IGF Sortino Ratio Rank: 9292
Sortino Ratio Rank
IGF Omega Ratio Rank: 9292
Omega Ratio Rank
IGF Calmar Ratio Rank: 9090
Calmar Ratio Rank
IGF Martin Ratio Rank: 9494
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. IGF - 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 Global Infrastructure ETF (IGF). 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.DEIGFDifference

Sharpe ratio

Return per unit of total volatility

1.94

1.42

+0.52

Sortino ratio

Return per unit of downside risk

2.39

1.93

+0.46

Omega ratio

Gain probability vs. loss probability

1.40

1.29

+0.10

Calmar ratio

Return relative to maximum drawdown

2.70

1.92

+0.78

Martin ratio

Return relative to average drawdown

12.01

8.49

+3.52

EHDV.DE vs. IGF - Sharpe Ratio Comparison

The current EHDV.DE Sharpe Ratio is 1.94, which is higher than the IGF Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of EHDV.DE and IGF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EHDV.DEIGFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

1.42

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.96

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.53

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.34

+0.09

Correlation

The correlation between EHDV.DE and IGF is 0.42, 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. IGF - Dividend Comparison

EHDV.DE's dividend yield for the trailing twelve months is around 4.10%, more than IGF's 2.94% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%0.00%
IGF
iShares Global Infrastructure ETF
2.94%3.23%3.21%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%

Drawdowns

EHDV.DE vs. IGF - Drawdown Comparison

The maximum EHDV.DE drawdown since its inception was -41.47%, smaller than the maximum IGF drawdown of -51.30%. Use the drawdown chart below to compare losses from any high point for EHDV.DE and IGF.


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Drawdown Indicators


EHDV.DEIGFDifference

Max Drawdown

Largest peak-to-trough decline

-41.47%

-58.33%

+16.86%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-8.74%

-2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-22.55%

-20.83%

-1.72%

Max Drawdown (10Y)

Largest decline over 10 years

-41.47%

-42.11%

+0.64%

Current Drawdown

Current decline from peak

-1.26%

-3.10%

+1.84%

Average Drawdown

Average peak-to-trough decline

-8.43%

-11.95%

+3.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

1.75%

+0.43%

Volatility

EHDV.DE vs. IGF - Volatility Comparison

Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) has a higher volatility of 4.67% compared to iShares Global Infrastructure ETF (IGF) at 3.37%. This indicates that EHDV.DE's price experiences larger fluctuations and is considered to be riskier than IGF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EHDV.DEIGFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

3.37%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

7.59%

6.68%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

13.13%

12.75%

+0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.47%

12.44%

+1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.00%

16.28%

-0.28%