EHDV.DE vs. ISPA.DE
EHDV.DE (Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist) and ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) 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 ISPA.DE is a Global Equities fund tracking the STOXX Global Select Dividend 100. Both are passively managed. Over the past 10 years, EHDV.DE returned 8.89%/yr vs 8.77%/yr for ISPA.DE. A 0.75 correlation means they provide meaningful diversification when combined. EHDV.DE charges 0.30%/yr vs 0.46%/yr for ISPA.DE.
Performance
EHDV.DE vs. ISPA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EHDV.DE achieves a 14.32% return, which is significantly lower than ISPA.DE's 17.49% return. Both investments have delivered pretty close results over the past 10 years, with EHDV.DE having a 8.89% annualized return and ISPA.DE not far behind at 8.77%.
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%
ISPA.DE
- 1D
- 0.51%
- 1M
- 2.39%
- 6M
- 14.26%
- YTD
- 17.49%
- 1Y
- 32.20%
- 3Y*
- 20.14%
- 5Y*
- 11.43%
- 10Y*
- 8.77%
EHDV.DE vs. ISPA.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 | 14.32% | 36.54% | 9.86% | 13.76% | -9.03% | 21.15% | -18.04% | 19.08% | -8.88% | 9.88% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 17.49% | 19.72% | 12.97% | 4.78% | -1.91% | 22.80% | -9.12% | 24.23% | -6.97% | 2.97% |
Correlation
The correlation between EHDV.DE and ISPA.DE is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Feb 16, 2016 | 0.75 |
The correlation between EHDV.DE and ISPA.DE shifts across timeframes, from 0.64 (1 year) to 0.75 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
EHDV.DE vs. ISPA.DE — Risk / Return Rank
EHDV.DE
ISPA.DE
EHDV.DE vs. ISPA.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 STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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.
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 | ISPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.66 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 8.80 | -4.79 |
| Martin ratioReturn relative to average drawdown | 12.88 | 31.91 | -19.04 |
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Drawdowns
EHDV.DE vs. ISPA.DE - Drawdown Comparison
The maximum EHDV.DE drawdown since its inception was -39.57%, roughly equal to the maximum ISPA.DE drawdown of -38.90%. Use the drawdown chart below to compare losses from any high point for EHDV.DE and ISPA.DE.
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Drawdown Indicators
| EHDV.DE | ISPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.57% | -38.90% | -0.67% |
Max Drawdown (1Y)Largest decline over 1 year | -6.10% | -3.64% | -2.46% |
Max Drawdown (3Y)Largest decline over 3 years | -12.95% | -15.09% | +2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -22.56% | -15.09% | -7.47% |
Max Drawdown (10Y)Largest decline over 10 years | -39.57% | -38.90% | -0.67% |
Current DrawdownCurrent decline from peak | -0.33% | 0.00% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -4.52% | -1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 1.01% | +0.89% |
Volatility
EHDV.DE vs. ISPA.DE - Volatility Comparison
Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) has a higher volatility of 3.19% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 1.99%. This indicates that EHDV.DE's price experiences larger fluctuations and is considered to be riskier than ISPA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EHDV.DE | ISPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 1.99% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 8.41% | 6.69% | +1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.42% | 8.92% | +1.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.50% | 11.93% | +1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.39% | 14.64% | +0.75% |
EHDV.DE vs. ISPA.DE - Expense Ratio Comparison
EHDV.DE has a 0.30% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.
Dividends
EHDV.DE vs. ISPA.DE - Dividend Comparison
EHDV.DE's dividend yield for the trailing twelve months is around 3.68%, less than ISPA.DE's 3.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 3.94% | 4.52% | 4.89% | 5.91% | 4.87% | 3.31% | 4.04% | 4.02% | 4.01% | 5.66% | 3.64% | 4.35% |
Frequently Asked Questions
EHDV.DE and ISPA.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EHDV.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EHDV.DE is cheaper with a 0.30% expense ratio, compared with 0.46% for ISPA.DE.
EHDV.DE is categorized as Large Cap Value Equities, while ISPA.DE is Global Equities. EHDV.DE tracks EURO iSTOXX High Dividend Low Volatility 50 Index, while ISPA.DE tracks STOXX Global Select Dividend 100. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.30% for EHDV.DE and 0.46% for ISPA.DE.
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