EUHD.L vs. IGET.L
EUHD.L (PowerShares EURO STOXX High Dividend Low Volatility UCITS) is Europe Equities fund tracking the MSCI EMU NR EUR, while IGET.L (Invesco Global Equity Income Trust plc) is a stock. Over the past 10 years, EUHD.L returned 9.36%/yr vs 9.71%/yr for IGET.L. At a 0.22 correlation, their price movements are largely independent.
Performance
EUHD.L vs. IGET.L - Performance Comparison
Loading charts...
Different Trading Currencies
EUHD.L is traded in GBp, while IGET.L is traded in GBP. To make them comparable, the IGET.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, EUHD.L achieves a 9.29% return, which is significantly higher than IGET.L's 6.22% return. Both investments have delivered pretty close results over the past 10 years, with EUHD.L having a 9.36% annualized return and IGET.L not far ahead at 9.71%.
EUHD.L
- 1D
- 0.24%
- 1M
- 1.24%
- YTD
- 9.29%
- 6M
- 11.09%
- 1Y
- 24.45%
- 3Y*
- 20.22%
- 5Y*
- 12.89%
- 10Y*
- 9.36%
IGET.L
- 1D
- -1.01%
- 1M
- 1.55%
- YTD
- 6.22%
- 6M
- 7.67%
- 1Y
- 13.26%
- 3Y*
- 19.35%
- 5Y*
- 11.60%
- 10Y*
- 9.71%
EUHD.L vs. IGET.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUHD.L PowerShares EURO STOXX High Dividend Low Volatility UCITS | 9.29% | 42.88% | 5.23% | 11.37% | -3.26% | 13.30% | -13.39% | 11.53% | -7.27% | 13.76% |
IGET.L Invesco Global Equity Income Trust plc | 6.22% | 23.30% | 14.06% | 15.32% | -8.00% | 20.33% | -4.57% | 17.98% | -11.30% | 9.90% |
Correlation
The correlation between EUHD.L and IGET.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2016 | 0.22 |
The correlation between EUHD.L and IGET.L shifts across timeframes, from 0.16 (3 years) to 0.28 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EUHD.L vs. IGET.L — Risk / Return Rank
EUHD.L
IGET.L
EUHD.L vs. IGET.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 Invesco Global Equity Income Trust plc (IGET.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.
| EUHD.L | IGET.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.39 | ||
| Sortino ratioReturn per unit of downside risk | +1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.15 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 3.39 | 0.99 | +2.40 |
| Martin ratioReturn relative to average drawdown | 11.84 | 3.50 | +8.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EUHD.L | IGET.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.18 | 0.78 | +1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.66 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.65 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.52 | +0.11 |
Drawdowns
EUHD.L vs. IGET.L - Drawdown Comparison
The maximum EUHD.L drawdown since its inception was -35.97%, roughly equal to the maximum IGET.L drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for EUHD.L and IGET.L.
Loading charts...
Drawdown Indicators
| EUHD.L | IGET.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.97% | -37.04% | +1.07% |
Max Drawdown (1Y)Largest decline over 1 year | -7.17% | -15.35% | +8.18% |
Max Drawdown (3Y)Largest decline over 3 years | -10.52% | -17.51% | +6.99% |
Max Drawdown (5Y)Largest decline over 5 years | -19.82% | -17.51% | -2.31% |
Max Drawdown (10Y)Largest decline over 10 years | -35.97% | -33.41% | -2.56% |
Current DrawdownCurrent decline from peak | -2.09% | -2.48% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -5.30% | -6.31% | +1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 4.35% | -2.29% |
Volatility
EUHD.L vs. IGET.L - Volatility Comparison
The current volatility for PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L) is 3.72%, while Invesco Global Equity Income Trust plc (IGET.L) has a volatility of 4.87%. This indicates that EUHD.L experiences smaller price fluctuations and is considered to be less risky than IGET.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EUHD.L | IGET.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 4.87% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 8.70% | 15.09% | -6.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.18% | 19.39% | -8.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.74% | 17.68% | -3.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.55% | 14.92% | +0.63% |
Dividends
EUHD.L vs. IGET.L - Dividend Comparison
EUHD.L's dividend yield for the trailing twelve months is around 3.95%, more than IGET.L's 0.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUHD.L PowerShares EURO STOXX High Dividend Low Volatility UCITS | 3.95% | 4.61% | 5.86% | 5.50% | 5.44% | 4.28% | 3.06% | 4.66% | 4.34% | 3.41% | 3.51% | 0.00% |
IGET.L Invesco Global Equity Income Trust plc | 0.03% | 0.04% | 0.03% | 0.03% | 0.03% | 0.03% | 0.03% | 0.03% | 0.04% | 0.03% | 0.03% | 0.03% |
Frequently Asked Questions
EUHD.L and IGET.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for EUHD.L and IGET.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer