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

Performance

EHDV.DE vs. SPYW.DE - 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 SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EHDV.DE achieves a 10.18% return, which is significantly higher than SPYW.DE's 5.36% return. Over the past 10 years, EHDV.DE has underperformed SPYW.DE with an annualized return of 6.45%, while SPYW.DE has yielded a comparatively higher 6.79% annualized return.


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%

SPYW.DE

1D
0.09%
1M
-1.61%
YTD
5.36%
6M
7.50%
1Y
7.59%
3Y*
13.21%
5Y*
8.07%
10Y*
6.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EHDV.DE vs. SPYW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EHDV.DE
Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist
10.18%36.57%9.85%13.76%-9.06%21.20%-18.40%13.72%-12.46%6.15%
SPYW.DE
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)
5.36%20.24%8.29%17.93%-11.23%14.36%-11.84%23.34%-8.58%11.23%

Correlation

The correlation between EHDV.DE and SPYW.DE is 0.74, 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

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2016

0.85

The correlation between EHDV.DE and SPYW.DE shifts across timeframes, from 0.74 (1 year) to 0.86 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

EHDV.DE vs. SPYW.DE — 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: 6262
Overall Rank
EHDV.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
EHDV.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
EHDV.DE Omega Ratio Rank: 6262
Omega Ratio Rank
EHDV.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
EHDV.DE Martin Ratio Rank: 6262
Martin Ratio Rank

SPYW.DE
SPYW.DE Risk / Return Rank: 2222
Overall Rank
SPYW.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SPYW.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
SPYW.DE Omega Ratio Rank: 2222
Omega Ratio Rank
SPYW.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
SPYW.DE Martin Ratio Rank: 2424
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. SPYW.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 SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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.DESPYW.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.27

Sortino ratioReturn per unit of downside risk

+1.62

Omega ratioGain probability vs. loss probability

1.37

1.14

+0.23

Calmar ratioReturn relative to maximum drawdown

3.40

0.98

+2.41

Martin ratioReturn relative to average drawdown

11.10

3.14

+7.96

EHDV.DE vs. SPYW.DE - Sharpe Ratio Comparison

The current EHDV.DE Sharpe Ratio is 2.01, which is higher than the SPYW.DE Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of EHDV.DE and SPYW.DE, 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.DESPYW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

0.74

+1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.60

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.45

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.53

-0.07

Drawdowns

EHDV.DE vs. SPYW.DE - Drawdown Comparison

The maximum EHDV.DE drawdown since its inception was -41.47%, which is greater than SPYW.DE's maximum drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for EHDV.DE and SPYW.DE.


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Drawdown Indicators


EHDV.DESPYW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.47%

-38.68%

-2.79%

Max Drawdown (1Y)

Largest decline over 1 year

-6.10%

-7.99%

+1.89%

Max Drawdown (3Y)

Largest decline over 3 years

-12.94%

-11.64%

-1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-22.55%

-23.97%

+1.42%

Max Drawdown (10Y)

Largest decline over 10 years

-41.47%

-38.68%

-2.79%

Current Drawdown

Current decline from peak

-2.74%

-2.54%

-0.20%

Average Drawdown

Average peak-to-trough decline

-7.88%

-5.62%

-2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

2.50%

-0.63%

Volatility

EHDV.DE vs. SPYW.DE - Volatility Comparison

Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) and SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) have volatilities of 2.89% and 2.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EHDV.DESPYW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.89%

2.92%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

7.95%

8.76%

-0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

10.31%

10.65%

-0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.50%

13.27%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.86%

14.88%

+0.98%

EHDV.DE vs. SPYW.DE - Expense Ratio Comparison

Both EHDV.DE and SPYW.DE have an expense ratio of 0.30%.


Dividends

EHDV.DE vs. SPYW.DE - Dividend Comparison

EHDV.DE's dividend yield for the trailing twelve months is around 3.98%, more than SPYW.DE's 3.60% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%0.00%
SPYW.DE
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)
3.60%4.07%3.67%3.31%3.62%2.78%3.05%3.10%3.74%3.15%2.97%2.99%

Frequently Asked Questions


EHDV.DE and SPYW.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EHDV.DE and SPYW.DE have the same expense ratio: 0.30% per year.

EHDV.DE is categorized as Large Cap Value Equities, while SPYW.DE is Europe Equities. EHDV.DE tracks EURO iSTOXX High Dividend Low Volatility 50 Index, while SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats. They also come from different issuers: Invesco and State Street.

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