EUHD.L vs. ISXF.L
EUHD.L (PowerShares EURO STOXX High Dividend Low Volatility UCITS) and ISXF.L (iShares GBP Corporate Bond ex-Financials UCITS ETF) are both exchange-traded funds - EUHD.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while ISXF.L is a European Corporate Bonds fund tracking the Markit iBoxx GBP NonGilts TR. Both are passively managed. Over the past 10 years, EUHD.L returned 9.34%/yr vs 1.35%/yr for ISXF.L. At a 0.12 correlation, their price movements are largely independent. EUHD.L charges 0.30%/yr vs 0.20%/yr for ISXF.L.
Performance
EUHD.L vs. ISXF.L - Performance Comparison
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Different Trading Currencies
EUHD.L is traded in GBp, while ISXF.L is traded in GBP. To make them comparable, the ISXF.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 9.03% return, which is significantly higher than ISXF.L's -0.91% return. Over the past 10 years, EUHD.L has outperformed ISXF.L with an annualized return of 9.34%, while ISXF.L has yielded a comparatively lower 1.35% annualized return.
EUHD.L
- 1D
- -0.96%
- 1M
- 0.20%
- YTD
- 9.03%
- 6M
- 11.47%
- 1Y
- 23.95%
- 3Y*
- 20.19%
- 5Y*
- 12.83%
- 10Y*
- 9.34%
ISXF.L
- 1D
- -0.52%
- 1M
- 1.09%
- YTD
- -0.91%
- 6M
- -0.38%
- 1Y
- 4.28%
- 3Y*
- 5.00%
- 5Y*
- -1.47%
- 10Y*
- 1.35%
EUHD.L vs. ISXF.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 | 9.03% | 42.88% | 5.23% | 11.37% | -3.26% | 13.30% | -13.39% | 11.53% | -7.27% | 13.76% |
ISXF.L iShares GBP Corporate Bond ex-Financials UCITS ETF | -0.91% | 6.93% | -0.18% | 8.72% | -19.96% | -4.01% | 8.54% | 11.27% | -2.05% | 3.40% |
Correlation
The correlation between EUHD.L and ISXF.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 | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2016 | 0.12 |
The correlation between EUHD.L and ISXF.L shifts across timeframes, from 0.12 (all time) to 0.30 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
EUHD.L vs. ISXF.L — Risk / Return Rank
EUHD.L
ISXF.L
EUHD.L vs. ISXF.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 GBP Corporate Bond ex-Financials UCITS ETF (ISXF.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 | ISXF.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.39 | ||
| Sortino ratioReturn per unit of downside risk | +1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.14 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 3.32 | 0.90 | +2.42 |
| Martin ratioReturn relative to average drawdown | 11.62 | 2.56 | +9.06 |
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
| EUHD.L | ISXF.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 0.74 | +1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | -0.19 | +1.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.18 | +0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.53 | +0.09 |
Drawdowns
EUHD.L vs. ISXF.L - Drawdown Comparison
The maximum EUHD.L drawdown since its inception was -35.97%, which is greater than ISXF.L's maximum drawdown of -32.38%. Use the drawdown chart below to compare losses from any high point for EUHD.L and ISXF.L.
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Drawdown Indicators
| EUHD.L | ISXF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.97% | -32.38% | -3.59% |
Max Drawdown (1Y)Largest decline over 1 year | -7.17% | -4.73% | -2.44% |
Max Drawdown (3Y)Largest decline over 3 years | -10.52% | -4.73% | -5.79% |
Max Drawdown (5Y)Largest decline over 5 years | -19.82% | -31.23% | +11.41% |
Max Drawdown (10Y)Largest decline over 10 years | -35.97% | -32.38% | -3.59% |
Current DrawdownCurrent decline from peak | -2.33% | -11.94% | +9.61% |
Average DrawdownAverage peak-to-trough decline | -5.30% | -6.56% | +1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 1.67% | +0.39% |
Volatility
EUHD.L vs. ISXF.L - Volatility Comparison
PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L) has a higher volatility of 3.81% compared to iShares GBP Corporate Bond ex-Financials UCITS ETF (ISXF.L) at 2.56%. This indicates that EUHD.L's price experiences larger fluctuations and is considered to be riskier than ISXF.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.L | ISXF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 2.56% | +1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 8.70% | 5.09% | +3.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.19% | 5.77% | +5.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.74% | 7.92% | +5.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.55% | 7.28% | +8.27% |
EUHD.L vs. ISXF.L - Expense Ratio Comparison
EUHD.L has a 0.30% expense ratio, which is higher than ISXF.L's 0.20% expense ratio.
Dividends
EUHD.L vs. ISXF.L - Dividend Comparison
EUHD.L's dividend yield for the trailing twelve months is around 3.96%, less than ISXF.L's 4.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUHD.L PowerShares EURO STOXX High Dividend Low Volatility UCITS | 3.96% | 4.61% | 5.86% | 5.50% | 5.44% | 4.28% | 3.06% | 4.66% | 4.34% | 3.41% | 3.51% | 0.00% |
ISXF.L iShares GBP Corporate Bond ex-Financials UCITS ETF | 4.55% | 4.23% | 3.97% | 3.15% | 2.93% | 2.31% | 2.30% | 2.66% | 2.87% | 2.87% | 3.48% | 1.95% |
Frequently Asked Questions
EUHD.L and ISXF.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.
On fees, ISXF.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ISXF.L is cheaper with a 0.20% expense ratio, compared with 0.30% for EUHD.L.
EUHD.L is categorized as Europe Equities, while ISXF.L is European Corporate Bonds. EUHD.L tracks MSCI EMU NR EUR, while ISXF.L tracks Markit iBoxx GBP NonGilts TR. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.30% for EUHD.L and 0.20% for ISXF.L.
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