EHDV.DE vs. STHY.L
EHDV.DE (Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist) and STHY.L (PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Income) 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 STHY.L is a High Yield Bonds fund tracking the ICE BofA 0-5 Year US High Yield Constrained Index. Both are passively managed. Over the past 10 years, EHDV.DE returned 8.89%/yr vs 4.89%/yr for STHY.L. At a 0.20 correlation, their price movements are largely independent. EHDV.DE charges 0.30%/yr vs 0.55%/yr for STHY.L.
Performance
EHDV.DE vs. STHY.L - Performance Comparison
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Different Trading Currencies
EHDV.DE is traded in EUR, while STHY.L is traded in USD. To make them comparable, the STHY.L 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 14.32% return, which is significantly higher than STHY.L's 4.53% return. Over the past 10 years, EHDV.DE has outperformed STHY.L with an annualized return of 8.89%, while STHY.L has yielded a comparatively lower 4.89% annualized return.
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%
STHY.L
- 1D
- -0.00%
- 1M
- 1.31%
- 6M
- 3.17%
- YTD
- 4.53%
- 1Y
- 7.72%
- 3Y*
- 7.52%
- 5Y*
- 5.79%
- 10Y*
- 4.89%
EHDV.DE vs. STHY.L - 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% |
STHY.L PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Income | 4.53% | -4.28% | 15.59% | 8.31% | 1.08% | 12.18% | -4.69% | 12.58% | 4.02% | -7.51% |
Correlation
The correlation between EHDV.DE and STHY.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Feb 16, 2016 | 0.20 |
The correlation between EHDV.DE and STHY.L shifts across timeframes, from 0.03 (3 years) to 0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EHDV.DE vs. STHY.L — Risk / Return Rank
EHDV.DE
STHY.L
EHDV.DE vs. STHY.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 PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Income (STHY.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.
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 | STHY.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.14 | ||
| Sortino ratioReturn per unit of downside risk | +1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.22 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 2.16 | +1.84 |
| Martin ratioReturn relative to average drawdown | 12.88 | 7.18 | +5.69 |
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Drawdowns
EHDV.DE vs. STHY.L - Drawdown Comparison
The maximum EHDV.DE drawdown since its inception was -39.57%, which is greater than STHY.L's maximum drawdown of -21.32%. Use the drawdown chart below to compare losses from any high point for EHDV.DE and STHY.L.
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Drawdown Indicators
| EHDV.DE | STHY.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.57% | -21.32% | -18.25% |
Max Drawdown (1Y)Largest decline over 1 year | -6.10% | -3.56% | -2.54% |
Max Drawdown (3Y)Largest decline over 3 years | -12.95% | -12.38% | -0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -22.56% | -12.38% | -10.18% |
Max Drawdown (10Y)Largest decline over 10 years | -39.57% | -21.32% | -18.25% |
Current DrawdownCurrent decline from peak | -0.33% | -1.81% | +1.48% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -4.17% | -1.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 1.07% | +0.83% |
Volatility
EHDV.DE vs. STHY.L - Volatility Comparison
Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) has a higher volatility of 3.19% compared to PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Income (STHY.L) at 1.71%. This indicates that EHDV.DE's price experiences larger fluctuations and is considered to be riskier than STHY.L 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 | STHY.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 1.71% | +1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 8.41% | 4.68% | +3.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.42% | 6.40% | +4.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.50% | 7.89% | +5.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.39% | 8.58% | +6.81% |
EHDV.DE vs. STHY.L - Expense Ratio Comparison
EHDV.DE has a 0.30% expense ratio, which is lower than STHY.L's 0.55% expense ratio.
Dividends
EHDV.DE vs. STHY.L - Dividend Comparison
EHDV.DE's dividend yield for the trailing twelve months is around 3.68%, less than STHY.L's 6.94% 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% |
STHY.L PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Income | 6.94% | 7.17% | 7.60% | 6.36% | 4.97% | 4.58% | 4.89% | 5.10% | 5.32% | 5.21% | 5.39% | 5.29% |
Frequently Asked Questions
EHDV.DE and STHY.L have a correlation of 0.07, 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 0.55% for STHY.L.
EHDV.DE is categorized as Large Cap Value Equities, while STHY.L is High Yield Bonds. EHDV.DE tracks EURO iSTOXX High Dividend Low Volatility 50 Index, while STHY.L tracks ICE BofA 0-5 Year US High Yield Constrained Index. They also come from different issuers: Invesco and PIMCO. Their fees differ too: 0.30% for EHDV.DE and 0.55% for STHY.L.
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