EHDV.DE vs. JPVA.DE
EHDV.DE (Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist) and JPVA.DE (JPMorgan US Value Active UCITS ETF USD (Acc)) are both Large Cap Value Equities funds. EHDV.DE is passively managed, while JPVA.DE is actively managed. Over the past year, EHDV.DE returned 20.79% vs 23.17% for JPVA.DE. At a 0.36 correlation, their price movements are largely independent. EHDV.DE charges 0.30%/yr vs 0.50%/yr for JPVA.DE.
Performance
EHDV.DE vs. JPVA.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EHDV.DE having a 10.18% return and JPVA.DE slightly lower at 9.76%.
EHDV.DE
- 1D
- -0.10%
- 1M
- 0.83%
- YTD
- 10.18%
- 6M
- 12.10%
- 1Y
- 20.79%
- 3Y*
- 20.12%
- 5Y*
- 12.73%
- 10Y*
- 6.45%
JPVA.DE
- 1D
- 0.75%
- 1M
- 3.79%
- YTD
- 9.76%
- 6M
- 10.26%
- 1Y
- 23.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EHDV.DE vs. JPVA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EHDV.DE Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist | 10.18% | 36.57% | 9.35% |
JPVA.DE JPMorgan US Value Active UCITS ETF USD (Acc) | 9.76% | 1.79% | 20.26% |
Correlation
The correlation between EHDV.DE and JPVA.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2024 | 0.36 |
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Return for Risk
EHDV.DE vs. JPVA.DE — Risk / Return Rank
EHDV.DE
JPVA.DE
EHDV.DE vs. JPVA.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 JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.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 | JPVA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 4.58 | -1.19 |
| Martin ratioReturn relative to average drawdown | 11.10 | 14.35 | -3.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EHDV.DE | JPVA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 2.06 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.95 | -0.50 |
Drawdowns
EHDV.DE vs. JPVA.DE - Drawdown Comparison
The maximum EHDV.DE drawdown since its inception was -41.47%, which is greater than JPVA.DE's maximum drawdown of -21.80%. Use the drawdown chart below to compare losses from any high point for EHDV.DE and JPVA.DE.
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Drawdown Indicators
| EHDV.DE | JPVA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.47% | -21.80% | -19.67% |
Max Drawdown (1Y)Largest decline over 1 year | -6.10% | -5.03% | -1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -12.94% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.55% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.47% | — | — |
Current DrawdownCurrent decline from peak | -2.74% | 0.00% | -2.74% |
Average DrawdownAverage peak-to-trough decline | -7.88% | -5.34% | -2.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 1.61% | +0.26% |
Volatility
EHDV.DE vs. JPVA.DE - Volatility Comparison
Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) has a higher volatility of 2.89% compared to JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.DE) at 2.22%. This indicates that EHDV.DE's price experiences larger fluctuations and is considered to be riskier than JPVA.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 | JPVA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.89% | 2.22% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 7.95% | 7.25% | +0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.31% | 11.18% | -0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.50% | 13.96% | -0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.86% | 13.96% | +1.90% |
EHDV.DE vs. JPVA.DE - Expense Ratio Comparison
EHDV.DE has a 0.30% expense ratio, which is lower than JPVA.DE's 0.50% expense ratio.
Dividends
EHDV.DE vs. JPVA.DE - Dividend Comparison
EHDV.DE's dividend yield for the trailing twelve months is around 3.98%, while JPVA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EHDV.DE Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist | 3.98% | 4.70% | 5.79% | 5.57% | 5.62% | 4.18% | 2.66% |
JPVA.DE JPMorgan US Value Active UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EHDV.DE and JPVA.DE have a correlation of 0.40, 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 0.50% for JPVA.DE.
They also come from different issuers: Invesco and JPMorgan. Their fees differ too: 0.30% for EHDV.DE and 0.50% for JPVA.DE.
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