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

Performance

EHDV.DE vs. SLVO - 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 Credit Suisse X-Links Silver Shares Covered Call ETN (SLVO). The values are adjusted to include any dividend payments, if applicable.

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EHDV.DE vs. SLVO - Yearly Performance Comparison


Different Trading Currencies

EHDV.DE is traded in EUR, while SLVO is traded in USD. To make them comparable, the SLVO 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 7.70% return, which is significantly higher than SLVO's 6.18% return.


EHDV.DE

1D
2.12%
1M
2.56%
YTD
7.70%
6M
13.34%
1Y
28.67%
3Y*
20.17%
5Y*
12.96%
10Y*
6.41%

SLVO

1D
-2.55%
1M
-4.99%
YTD
6.18%
6M
22.72%
1Y
53.75%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EHDV.DE vs. SLVO - Expense Ratio Comparison

EHDV.DE has a 0.30% expense ratio, which is lower than SLVO's 0.65% expense ratio.


Return for Risk

EHDV.DE vs. SLVO — 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: 9191
Overall Rank
EHDV.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EHDV.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
EHDV.DE Omega Ratio Rank: 9292
Omega Ratio Rank
EHDV.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
EHDV.DE Martin Ratio Rank: 9292
Martin Ratio Rank

SLVO
SLVO Risk / Return Rank: 8585
Overall Rank
SLVO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SLVO Sortino Ratio Rank: 7777
Sortino Ratio Rank
SLVO Omega Ratio Rank: 8989
Omega Ratio Rank
SLVO Calmar Ratio Rank: 8484
Calmar Ratio Rank
SLVO Martin Ratio Rank: 8989
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. SLVO - 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 Credit Suisse X-Links Silver Shares Covered Call ETN (SLVO). 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.DESLVODifference

Sharpe ratio

Return per unit of total volatility

2.03

1.49

+0.54

Sortino ratio

Return per unit of downside risk

2.50

1.81

+0.69

Omega ratio

Gain probability vs. loss probability

1.42

1.34

+0.08

Calmar ratio

Return relative to maximum drawdown

4.70

2.59

+2.12

Martin ratio

Return relative to average drawdown

15.12

9.41

+5.71

EHDV.DE vs. SLVO - Sharpe Ratio Comparison

The current EHDV.DE Sharpe Ratio is 2.03, which is higher than the SLVO Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of EHDV.DE and SLVO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EHDV.DESLVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

1.49

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

1.38

-0.94

Correlation

The correlation between EHDV.DE and SLVO is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EHDV.DE vs. SLVO - Dividend Comparison

EHDV.DE's dividend yield for the trailing twelve months is around 4.08%, less than SLVO's 39.10% yield.


TTM202520242023202220212020
EHDV.DE
Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist
4.08%4.70%5.79%5.57%5.62%4.18%1.36%
SLVO
Credit Suisse X-Links Silver Shares Covered Call ETN
39.10%19.35%14.45%0.00%0.00%0.00%0.00%

Drawdowns

EHDV.DE vs. SLVO - Drawdown Comparison

The maximum EHDV.DE drawdown since its inception was -41.47%, which is greater than SLVO's maximum drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for EHDV.DE and SLVO.


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Drawdown Indicators


EHDV.DESLVODifference

Max Drawdown

Largest peak-to-trough decline

-41.47%

-17.23%

-24.24%

Max Drawdown (1Y)

Largest decline over 1 year

-6.10%

-17.23%

+11.13%

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

-0.70%

-10.64%

+9.94%

Average Drawdown

Average peak-to-trough decline

-8.42%

-3.02%

-5.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

3.99%

-2.09%

Volatility

EHDV.DE vs. SLVO - Volatility Comparison

The current volatility for Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) is 4.87%, while Credit Suisse X-Links Silver Shares Covered Call ETN (SLVO) has a volatility of 14.18%. This indicates that EHDV.DE experiences smaller price fluctuations and is considered to be less risky than SLVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EHDV.DESLVODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.87%

14.18%

-9.31%

Volatility (6M)

Calculated over the trailing 6-month period

7.72%

26.71%

-18.99%

Volatility (1Y)

Calculated over the trailing 1-year period

13.20%

29.29%

-16.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.48%

24.87%

-11.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.00%

24.87%

-8.87%