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EUHD.L vs. IEFV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EUHD.L vs. IEFV.L

Last updated Jun 26, 2026

EUHD.L (PowerShares EURO STOXX High Dividend Low Volatility UCITS) and IEFV.L (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds - EUHD.L tracks the MSCI EMU NR EUR while IEFV.L tracks the MSCI Europe Value NR EUR. Both are passively managed. Over the past 10 years, EUHD.L returned 9.95%/yr vs 12.59%/yr for IEFV.L. Their correlation of 0.85 suggests significant overlap in exposure. EUHD.L charges 0.30%/yr vs 0.25%/yr for IEFV.L.

Performance

EUHD.L vs. IEFV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L) and iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUHD.L achieves a 11.00% return, which is significantly lower than IEFV.L's 14.64% return. Over the past 10 years, EUHD.L has underperformed IEFV.L with an annualized return of 9.95%, while IEFV.L has yielded a comparatively higher 12.59% annualized return.

EUHD.L

1D
0.32%
1M
-0.56%
YTD
11.00%
6M
11.86%
1Y
26.13%
3Y*
22.21%
5Y*
13.25%
10Y*
9.95%

IEFV.L

1D
1.36%
1M
1.12%
YTD
14.64%
6M
15.38%
1Y
38.77%
3Y*
22.78%
5Y*
15.04%
10Y*
12.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUHD.L vs. IEFV.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EUHD.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS		11.00%42.88%5.23%11.38%-3.28%13.30%-13.39%11.53%-7.27%13.76%
IEFV.L
iShares Edge MSCI Europe Value Factor UCITS ETF		14.64%42.20%5.40%11.41%1.47%18.58%-3.74%15.71%-12.67%14.28%

Correlation

The correlation between EUHD.L and IEFV.L is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.73

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

0.82

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

0.84

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

0.85

Correlation (All Time)
Calculated using the full available price history since Jan 8, 2016

0.85

The correlation between EUHD.L and IEFV.L shifts across timeframes, from 0.73 (1 year) to 0.85 (10 years), reflecting how their relationship changes across market environments.

EUHD.L vs. IEFV.L - Sectors Allocation Comparison

Sectors
EUHD.L
IEFV.L

Financial Services

37.2%
23.6%

Utilities

12.2%
4.8%

Real Estate

11.3%
0.7%

Basic Materials

9.7%
5.5%

Consumer Cyclical

9.7%
6.5%

Energy

6.5%
5.2%

Communication Services

5.9%
3.6%

Industrials

4.0%
18.8%

Consumer Defensive

3.6%
8.6%

Healthcare

0.0%
13.2%

Technology

-

9.7%

Financial Services

EUHD.L
37.2%
IEFV.L
23.6%

Utilities

EUHD.L
12.2%
IEFV.L
4.8%

Real Estate

EUHD.L
11.3%
IEFV.L
0.7%

Basic Materials

EUHD.L
9.7%
IEFV.L
5.5%

Consumer Cyclical

EUHD.L
9.7%
IEFV.L
6.5%

Energy

EUHD.L
6.5%
IEFV.L
5.2%

Communication Services

EUHD.L
5.9%
IEFV.L
3.6%

Industrials

EUHD.L
4.0%
IEFV.L
18.8%

Consumer Defensive

EUHD.L
3.6%
IEFV.L
8.6%

Healthcare

EUHD.L
0.0%
IEFV.L
13.2%

Technology

EUHD.L

-

IEFV.L
9.7%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

PowerShares EURO STOXX High Dividend Low Volatility UCITS

iShares Edge MSCI Europe Value Factor UCITS ETF

Often compared with EUHD.L:
EUHD.L vs. XDAX.LEUHD.L vs. LDEG.LEUHD.L vs. HDEM.LEUHD.L vs. H50E.LEUHD.L vs. SCHDEUHD.L vs. MVOL.LEUHD.L vs. TDGB.L
Often compared with IEFV.L:
IEFV.L vs. EVAL.LIEFV.L vs. BRK-BIEFV.L vs. NASL.LIEFV.L vs. SMEA.LIEFV.L vs. UC96.LIEFV.L vs. XDAX.LIEFV.L vs. EFV

Return for Risk

EUHD.L vs. IEFV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EUHD.L
EUHD.L Risk / Return Rank: 8181
Overall Rank
EUHD.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EUHD.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
EUHD.L Omega Ratio Rank: 8383
Omega Ratio Rank
EUHD.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
EUHD.L Martin Ratio Rank: 7676
Martin Ratio Rank
IEFV.L
IEFV.L Risk / Return Rank: 8787
Overall Rank
IEFV.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IEFV.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
IEFV.L Omega Ratio Rank: 9292
Omega Ratio Rank
IEFV.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
IEFV.L Martin Ratio Rank: 7979
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.

EUHD.L vs. IEFV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L) and iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.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.

EUHD.LIEFV.LDifference
Sharpe ratioReturn per unit of total volatility
2.37
2.88

-0.51

Sortino ratioReturn per unit of downside risk
3.12
3.91

-0.79

Omega ratioGain probability vs. loss probability

1.43

1.53

-0.10

Calmar ratioReturn relative to maximum drawdown

3.63

3.65

-0.02

Martin ratioReturn relative to average drawdown

12.55

13.42

-0.87

EUHD.L vs. IEFV.L - Sharpe Ratio Comparison

The current EUHD.L Sharpe Ratio is 2.37, which is comparable to the IEFV.L Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of EUHD.L and IEFV.L, 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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Drawdowns

EUHD.L vs. IEFV.L - Drawdown Comparison

The maximum EUHD.L drawdown since its inception was -35.97%, roughly equal to the maximum IEFV.L drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for EUHD.L and IEFV.L.

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Drawdown Indicators

EUHD.LIEFV.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.97%

-34.64%

-1.33%

Max Drawdown (1Y)

Largest decline over 1 year

-7.17%

-10.57%

+3.40%

Max Drawdown (3Y)

Largest decline over 3 years

-10.52%

-15.02%

+4.50%

Max Drawdown (5Y)

Largest decline over 5 years

-19.84%

-16.16%

-3.68%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

-34.64%

-1.33%

Current Drawdown

Current decline from peak

-0.93%

0.00%

-0.93%

Average Drawdown

Average peak-to-trough decline

-5.34%

-6.18%

+0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

2.88%

-0.80%

Volatility

EUHD.L vs. IEFV.L - Volatility Comparison

The current volatility for PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L) is 2.40%, while iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) has a volatility of 3.84%. This indicates that EUHD.L experiences smaller price fluctuations and is considered to be less risky than IEFV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EUHD.LIEFV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.40%

3.84%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

8.65%

11.09%

-2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

11.03%

13.43%

-2.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.71%

17.10%

-3.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.46%

17.58%

-2.12%

EUHD.L vs. IEFV.L - Expense Ratio Comparison

EUHD.L has a 0.30% expense ratio, which is higher than IEFV.L's 0.25% expense ratio.

Dividends

EUHD.L vs. IEFV.L - Dividend Comparison

EUHD.L's dividend yield for the trailing twelve months is around 3.76%, while IEFV.L has not paid dividends to shareholders.

PositionTTM2025202420232022202120202019201820172016
EUHD.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS		3.76%4.61%5.86%5.50%5.43%4.28%3.06%4.66%4.33%3.41%3.51%
IEFV.L
iShares Edge MSCI Europe Value Factor UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

EUHD.L and IEFV.L have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEFV.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEFV.L is cheaper with a 0.25% expense ratio, compared with 0.30% for EUHD.L.

EUHD.L tracks MSCI EMU NR EUR, while IEFV.L tracks MSCI Europe Value NR EUR. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.30% for EUHD.L and 0.25% for IEFV.L.

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