EHDV.DE vs. UDVD.L
EHDV.DE (Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist) and UDVD.L (SPDR S&P US Dividend Aristocrats UCITS ETF Dis) 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 UDVD.L is a Large Cap Blend Equities fund tracking the S&P High Yield Dividend Aristocrats Index. Both are passively managed. Over the past 10 years, EHDV.DE returned 8.89%/yr vs 8.25%/yr for UDVD.L. At a 0.49 correlation, their price movements are largely independent. EHDV.DE charges 0.30%/yr vs 0.35%/yr for UDVD.L.
Performance
EHDV.DE vs. UDVD.L - Performance Comparison
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Different Trading Currencies
EHDV.DE is traded in EUR, while UDVD.L is traded in USD. To make them comparable, the UDVD.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 UDVD.L's 13.17% return. Over the past 10 years, EHDV.DE has outperformed UDVD.L with an annualized return of 8.89%, while UDVD.L has yielded a comparatively lower 8.25% 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%
UDVD.L
- 1D
- -0.37%
- 1M
- 2.06%
- 6M
- 7.94%
- YTD
- 13.17%
- 1Y
- 15.07%
- 3Y*
- 9.29%
- 5Y*
- 7.47%
- 10Y*
- 8.25%
EHDV.DE vs. UDVD.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% |
UDVD.L SPDR S&P US Dividend Aristocrats UCITS ETF Dis | 13.17% | -4.31% | 14.75% | -1.00% | 5.85% | 34.40% | -7.54% | 25.42% | 0.57% | 1.51% |
Correlation
The correlation between EHDV.DE and UDVD.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Feb 16, 2016 | 0.49 |
The correlation between EHDV.DE and UDVD.L shifts across timeframes, from 0.31 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EHDV.DE vs. UDVD.L — Risk / Return Rank
EHDV.DE
UDVD.L
EHDV.DE vs. UDVD.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 SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.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 | UDVD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.24 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 2.51 | +1.50 |
| Martin ratioReturn relative to average drawdown | 12.88 | 6.41 | +6.46 |
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Drawdowns
EHDV.DE vs. UDVD.L - Drawdown Comparison
The maximum EHDV.DE drawdown since its inception was -39.57%, which is greater than UDVD.L's maximum drawdown of -35.46%. Use the drawdown chart below to compare losses from any high point for EHDV.DE and UDVD.L.
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Drawdown Indicators
| EHDV.DE | UDVD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.57% | -35.46% | -4.11% |
Max Drawdown (1Y)Largest decline over 1 year | -6.10% | -5.98% | -0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -12.95% | -18.41% | +5.46% |
Max Drawdown (5Y)Largest decline over 5 years | -22.56% | -18.41% | -4.15% |
Max Drawdown (10Y)Largest decline over 10 years | -39.57% | -35.46% | -4.11% |
Current DrawdownCurrent decline from peak | -0.33% | -2.24% | +1.91% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -5.10% | -0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 2.34% | -0.44% |
Volatility
EHDV.DE vs. UDVD.L - Volatility Comparison
The current volatility for Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) is 3.19%, while SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.L) has a volatility of 3.66%. This indicates that EHDV.DE experiences smaller price fluctuations and is considered to be less risky than UDVD.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 | UDVD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 3.66% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 8.41% | 8.37% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.42% | 11.05% | -0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.50% | 14.15% | -0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.39% | 16.24% | -0.85% |
EHDV.DE vs. UDVD.L - Expense Ratio Comparison
EHDV.DE has a 0.30% expense ratio, which is lower than UDVD.L's 0.35% expense ratio.
Dividends
EHDV.DE vs. UDVD.L - Dividend Comparison
EHDV.DE's dividend yield for the trailing twelve months is around 3.68%, more than UDVD.L's 2.03% 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% |
UDVD.L SPDR S&P US Dividend Aristocrats UCITS ETF Dis | 2.03% | 2.17% | 2.03% | 2.24% | 2.13% | 2.15% | 2.36% | 2.01% | 2.27% | 1.78% | 1.83% | 2.06% |
Frequently Asked Questions
EHDV.DE and UDVD.L have a correlation of 0.31, 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 0.35% for UDVD.L.
EHDV.DE is categorized as Large Cap Value Equities, while UDVD.L is Large Cap Blend Equities. EHDV.DE tracks EURO iSTOXX High Dividend Low Volatility 50 Index, while UDVD.L tracks S&P High Yield Dividend Aristocrats Index. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.30% for EHDV.DE and 0.35% for UDVD.L.
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