EUEA.AS vs. SPHD
EUEA.AS (iShares EURO STOXX 50 UCITS ETF) and SPHD (Invesco S&P 500® High Dividend Low Volatility ETF) are both exchange-traded funds - EUEA.AS is a Europe Equities fund tracking the MSCI EMU NR EUR, while SPHD is a Dividend fund tracking the S&P 500 Low Volatility High Dividend Index. Both are passively managed. Over the past 10 years, EUEA.AS returned 10.53%/yr vs 6.93%/yr for SPHD. At a 0.35 correlation, their price movements are largely independent. EUEA.AS charges 0.10%/yr vs 0.30%/yr for SPHD.
Performance
EUEA.AS vs. SPHD - Performance Comparison
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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%
EUEA.AS vs. SPHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
EUEA.AS
SPHD
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.AS | SPHD | Difference | |
|---|---|---|---|
| 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 |
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
| EUEA.AS | SPHD | Difference | |
|---|---|---|---|
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.AS | SPHD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.49% | -7.25% | +6.76% |
Average DrawdownAverage peak-to-trough decline | -24.30% | -6.73% | -17.57% |
Ulcer IndexDepth 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.AS | SPHD | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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