EHDV.DE vs. LDGL.L

Last updated Jun 5, 2026

EHDV.DE (Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist) and LDGL.L (L&G Global Quality Dividends UCITS ETF USD Distributing) 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 LDGL.L is a Global Equity Income fund tracking the FTSE Developed All Cap Dividend Growth with Quality Index. Both are passively managed. A 0.70 correlation means they provide meaningful diversification when combined. EHDV.DE charges 0.30%/yr vs 0.29%/yr for LDGL.L.

Performance

EHDV.DE vs. LDGL.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 L&G Global Quality Dividends UCITS ETF USD Distributing (LDGL.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

EHDV.DE

• 1D: -0.10%
• 1M: -0.40%
• YTD: 10.18%
• 6M: 12.28%
• 1Y: 20.81%
• 3Y*: 20.12%
• 5Y*: 12.73%
• 10Y*: 6.45%

LDGL.L

• 1D: 0.13%
• 1M: 2.26%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)
EHDV.DE Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist	7.71%
LDGL.L L&G Global Quality Dividends UCITS ETF USD Distributing	8.07%

Correlation

The correlation between EHDV.DE and LDGL.L is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 16, 2026	0.70

Return for Risk

EHDV.DE vs. LDGL.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: 62
EHDV.DE Sharpe Ratio Rank: 61
EHDV.DE Sortino Ratio Rank: 57
EHDV.DE Omega Ratio Rank: 62
EHDV.DE Calmar Ratio Rank: 69
EHDV.DE Martin Ratio Rank: 62

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. LDGL.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 L&G Global Quality Dividends UCITS ETF USD Distributing (LDGL.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.

	EHDV.DE	LDGL.L	Difference
Sharpe ratio: Return per unit of total volatility	2.01	—	—
Sortino ratio: Return per unit of downside risk	2.68	—	—
Omega ratio: Gain probability vs. loss probability	1.37	—	—
Calmar ratio: Return relative to maximum drawdown	3.40	—	—
Martin ratio: Return relative to average drawdown	11.10	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	EHDV.DE	LDGL.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.01	—	—
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	1.64	-1.19

Drawdowns

EHDV.DE vs. LDGL.L - Drawdown Comparison

The maximum EHDV.DE drawdown since its inception was -41.47%, which is greater than LDGL.L's maximum drawdown of -7.52%. Use the drawdown chart below to compare losses from any high point for EHDV.DE and LDGL.L.

Drawdown Indicators

	EHDV.DE	LDGL.L	Difference
Max Drawdown Largest peak-to-trough decline	-41.47%	-7.52%	-33.95%
Max Drawdown (1Y) Largest decline over 1 year	-6.10%	—	—
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 Drawdown Current decline from peak	-2.74%	-0.28%	-2.46%
Average Drawdown Average peak-to-trough decline	-7.88%	-2.06%	-5.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.87%	—	—

Volatility

Volatility by Period

	EHDV.DE	LDGL.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.89%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.95%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.31%	13.78%	-3.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.50%	13.78%	-0.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.86%	13.78%	+2.08%

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

EHDV.DE has a 0.30% expense ratio, which is higher than LDGL.L's 0.29% expense ratio.

Dividends

EHDV.DE vs. LDGL.L - Dividend Comparison

EHDV.DE's dividend yield for the trailing twelve months is around 3.98%, more than LDGL.L's 1.30% yield.

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%
LDGL.L L&G Global Quality Dividends UCITS ETF USD Distributing	1.30%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EHDV.DE and LDGL.L in my portfolio?

EHDV.DE and LDGL.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EHDV.DE or LDGL.L?

On fees, LDGL.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EHDV.DE or LDGL.L?

LDGL.L is cheaper with a 0.29% expense ratio, compared with 0.30% for EHDV.DE.

What is the main difference between EHDV.DE and LDGL.L?

EHDV.DE is categorized as Large Cap Value Equities, while LDGL.L is Global Equity Income. EHDV.DE tracks EURO iSTOXX High Dividend Low Volatility 50 Index, while LDGL.L tracks FTSE Developed All Cap Dividend Growth with Quality Index. They also come from different issuers: Invesco and L&G. Their fees differ too: 0.30% for EHDV.DE and 0.29% for LDGL.L.