EHDV.DE vs. UBUS.DE
Compare and contrast key facts about Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) and UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.DE).
EHDV.DE and UBUS.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EHDV.DE is a passively managed fund by Invesco that tracks the performance of the EURO iSTOXX High Dividend Low Volatility 50 Index. It was launched on Jan 6, 2016. UBUS.DE is a passively managed fund by UBS that tracks the performance of the MSCI USA Prime Value. It was launched on Aug 26, 2015. Both EHDV.DE and UBUS.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EHDV.DE vs. UBUS.DE - Performance Comparison
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EHDV.DE vs. UBUS.DE - 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 | 7.09% | 36.57% | 9.85% | 13.76% | -9.06% | 21.20% | -19.46% | 13.72% | -12.46% | 6.15% |
UBUS.DE UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis | -0.80% | 0.31% | 13.88% | 12.22% | -2.99% | 41.06% | -3.23% | 29.19% | -2.28% | 5.60% |
Returns By Period
In the year-to-date period, EHDV.DE achieves a 7.09% return, which is significantly higher than UBUS.DE's -0.80% return. Over the past 10 years, EHDV.DE has underperformed UBUS.DE with an annualized return of 6.36%, while UBUS.DE has yielded a comparatively higher 10.66% annualized return.
EHDV.DE
- 1D
- 1.54%
- 1M
- -0.80%
- YTD
- 7.09%
- 6M
- 13.33%
- 1Y
- 25.61%
- 3Y*
- 19.99%
- 5Y*
- 12.83%
- 10Y*
- 6.36%
UBUS.DE
- 1D
- 1.46%
- 1M
- -4.72%
- YTD
- -0.80%
- 6M
- 3.47%
- 1Y
- 3.61%
- 3Y*
- 8.42%
- 5Y*
- 7.79%
- 10Y*
- 10.66%
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EHDV.DE vs. UBUS.DE - Expense Ratio Comparison
EHDV.DE has a 0.30% expense ratio, which is higher than UBUS.DE's 0.25% expense ratio.
Return for Risk
EHDV.DE vs. UBUS.DE — Risk / Return Rank
EHDV.DE
UBUS.DE
EHDV.DE vs. UBUS.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 UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.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 | UBUS.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.94 | 0.22 | +1.72 |
Sortino ratioReturn per unit of downside risk | 2.39 | 0.41 | +1.98 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.05 | +0.34 |
Calmar ratioReturn relative to maximum drawdown | 2.70 | 0.44 | +2.26 |
Martin ratioReturn relative to average drawdown | 12.01 | 1.50 | +10.51 |
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 | UBUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 0.22 | +1.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.52 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.64 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.63 | -0.19 |
Correlation
The correlation between EHDV.DE and UBUS.DE is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EHDV.DE vs. UBUS.DE - Dividend Comparison
EHDV.DE's dividend yield for the trailing twelve months is around 4.10%, more than UBUS.DE's 1.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
EHDV.DE Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist | 4.10% | 4.70% | 5.79% | 5.57% | 5.62% | 4.18% | 1.36% | 0.00% | 0.00% | 0.00% | 0.00% |
UBUS.DE UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis | 1.06% | 1.14% | 0.61% | 1.38% | 1.52% | 1.30% | 1.66% | 1.17% | 1.58% | 1.42% | 1.28% |
Drawdowns
EHDV.DE vs. UBUS.DE - Drawdown Comparison
The maximum EHDV.DE drawdown since its inception was -41.47%, which is greater than UBUS.DE's maximum drawdown of -34.63%. Use the drawdown chart below to compare losses from any high point for EHDV.DE and UBUS.DE.
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Drawdown Indicators
| EHDV.DE | UBUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.47% | -34.63% | -6.84% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -12.80% | +1.87% |
Max Drawdown (5Y)Largest decline over 5 years | -22.55% | -21.86% | -0.69% |
Max Drawdown (10Y)Largest decline over 10 years | -41.47% | -34.63% | -6.84% |
Current DrawdownCurrent decline from peak | -1.26% | -6.96% | +5.70% |
Average DrawdownAverage peak-to-trough decline | -8.43% | -5.18% | -3.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 2.55% | -0.37% |
Volatility
EHDV.DE vs. UBUS.DE - Volatility Comparison
Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) has a higher volatility of 4.67% compared to UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.DE) at 3.71%. This indicates that EHDV.DE's price experiences larger fluctuations and is considered to be riskier than UBUS.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 | UBUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 3.71% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 8.15% | -0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.13% | 16.06% | -2.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.47% | 14.76% | -1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.00% | 16.42% | -0.42% |