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EUEA.AS vs. SPHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUEA.AS vs. SPHD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EURO STOXX 50 UCITS ETF (EUEA.AS) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EUEA.AS is traded in EUR, while SPHD is traded in USD. To make them comparable, the SPHD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EUEA.AS achieves a 7.45% return, which is significantly higher than SPHD's 6.84% return. Over the past 10 years, EUEA.AS has outperformed SPHD with an annualized return of 10.53%, while SPHD has yielded a comparatively lower 6.93% annualized return.


EUEA.AS

1D
0.82%
1M
4.69%
YTD
7.45%
6M
8.63%
1Y
15.80%
3Y*
15.60%
5Y*
11.52%
10Y*
10.53%

SPHD

1D
1.06%
1M
0.67%
YTD
6.84%
6M
6.55%
1Y
8.42%
3Y*
9.01%
5Y*
6.72%
10Y*
6.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUEA.AS vs. SPHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUEA.AS
iShares EURO STOXX 50 UCITS ETF
7.45%21.70%11.49%23.09%-9.29%24.04%-2.55%27.75%-11.10%9.82%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
6.84%-8.87%25.87%-1.72%6.81%34.33%-17.40%22.98%-1.76%-1.85%

Correlation

The correlation between EUEA.AS and SPHD is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

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

0.14

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

0.21

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

0.31

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2012

0.35

The correlation between EUEA.AS and SPHD shifts across timeframes, from 0.14 (3 years) to 0.35 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EUEA.AS vs. SPHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EUEA.AS
EUEA.AS Risk / Return Rank: 3030
Overall Rank
EUEA.AS Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
EUEA.AS Sortino Ratio Rank: 2929
Sortino Ratio Rank
EUEA.AS Omega Ratio Rank: 2828
Omega Ratio Rank
EUEA.AS Calmar Ratio Rank: 3030
Calmar Ratio Rank
EUEA.AS Martin Ratio Rank: 3333
Martin Ratio Rank

SPHD
SPHD Risk / Return Rank: 2727
Overall Rank
SPHD Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SPHD Sortino Ratio Rank: 2727
Sortino Ratio Rank
SPHD Omega Ratio Rank: 2424
Omega Ratio Rank
SPHD Calmar Ratio Rank: 2929
Calmar Ratio Rank
SPHD Martin Ratio Rank: 2626
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.

EUEA.AS vs. SPHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 UCITS ETF (EUEA.AS) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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.


EUEA.ASSPHDDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.18

1.13

+0.05

Calmar ratioReturn relative to maximum drawdown

1.43

1.29

+0.14

Martin ratioReturn relative to average drawdown

4.86

3.19

+1.67

EUEA.AS vs. SPHD - Sharpe Ratio Comparison

The current EUEA.AS Sharpe Ratio is 0.99, which is higher than the SPHD Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of EUEA.AS and SPHD, 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


EUEA.ASSPHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.76

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.48

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.38

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.60

-0.48

Drawdowns

EUEA.AS vs. SPHD - Drawdown Comparison

The maximum EUEA.AS drawdown since its inception was -62.53%, which is greater than SPHD's maximum drawdown of -39.95%. Use the drawdown chart below to compare losses from any high point for EUEA.AS and SPHD.


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Drawdown Indicators


EUEA.ASSPHDDifference

Max Drawdown

Largest peak-to-trough decline

-62.53%

-39.95%

-22.58%

Max Drawdown (1Y)

Largest decline over 1 year

-10.91%

-6.53%

-4.38%

Max Drawdown (3Y)

Largest decline over 3 years

-16.32%

-17.12%

+0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-23.35%

-19.91%

-3.44%

Max Drawdown (10Y)

Largest decline over 10 years

-38.22%

-39.95%

+1.73%

Current Drawdown

Current decline from peak

-0.49%

-7.25%

+6.76%

Average Drawdown

Average peak-to-trough decline

-24.30%

-6.73%

-17.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

2.65%

+0.57%

Volatility

EUEA.AS vs. SPHD - Volatility Comparison

iShares EURO STOXX 50 UCITS ETF (EUEA.AS) has a higher volatility of 4.91% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 3.18%. This indicates that EUEA.AS's price experiences larger fluctuations and is considered to be riskier than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUEA.ASSPHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

3.18%

+1.73%

Volatility (6M)

Calculated over the trailing 6-month period

12.92%

8.04%

+4.88%

Volatility (1Y)

Calculated over the trailing 1-year period

15.80%

11.25%

+4.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.37%

14.21%

+3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

18.18%

-0.07%

EUEA.AS vs. SPHD - Expense Ratio Comparison

EUEA.AS has a 0.10% expense ratio, which is lower than SPHD's 0.30% expense ratio.


Dividends

EUEA.AS vs. SPHD - Dividend Comparison

EUEA.AS's dividend yield for the trailing twelve months is around 2.55%, less than SPHD's 4.57% yield.


PositionTTM20252024202320222021202020192018201720162015
EUEA.AS
iShares EURO STOXX 50 UCITS ETF
2.55%2.52%3.01%3.02%2.94%2.05%2.16%3.05%3.67%2.85%3.38%2.96%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
4.57%4.02%3.41%4.48%3.89%3.45%4.89%4.07%4.40%3.14%3.83%3.49%

Frequently Asked Questions


EUEA.AS and SPHD have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUEA.AS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUEA.AS is cheaper with a 0.10% expense ratio, compared with 0.30% for SPHD.

EUEA.AS is categorized as Europe Equities, while SPHD is Dividend. EUEA.AS tracks MSCI EMU NR EUR, while SPHD tracks S&P 500 Low Volatility High Dividend Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.10% for EUEA.AS and 0.30% for SPHD.

Portfolio Optimizer

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