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EUHD.L vs. WTEE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUHD.L vs. WTEE.DE - 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 WisdomTree Europe Equity Income UCITS ETF (WTEE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EUHD.L is traded in GBp, while WTEE.DE is traded in EUR. To make them comparable, the WTEE.DE 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 lower than WTEE.DE's 12.99% 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%

WTEE.DE

1D
-0.29%
1M
1.57%
YTD
12.99%
6M
15.46%
1Y
29.47%
3Y*
17.40%
5Y*
12.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUHD.L vs. WTEE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EUHD.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS
9.03%42.88%5.23%11.37%-3.26%13.30%2.07%
WTEE.DE
WisdomTree Europe Equity Income UCITS ETF
12.99%35.09%-2.25%12.77%5.53%10.35%6.73%

Correlation

The correlation between EUHD.L and WTEE.DE is 0.67, 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

0.67

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

0.76

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

0.75

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2020

0.73

The correlation between EUHD.L and WTEE.DE has been stable across timeframes, ranging from 0.67 to 0.76 - a consistent structural relationship.

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Return for Risk

EUHD.L vs. WTEE.DE — 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: 6363
Overall Rank
EUHD.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
EUHD.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
EUHD.L Omega Ratio Rank: 6262
Omega Ratio Rank
EUHD.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
EUHD.L Martin Ratio Rank: 6464
Martin Ratio Rank

WTEE.DE
WTEE.DE Risk / Return Rank: 7474
Overall Rank
WTEE.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
WTEE.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
WTEE.DE Omega Ratio Rank: 7373
Omega Ratio Rank
WTEE.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
WTEE.DE Martin Ratio Rank: 7878
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. WTEE.DE - 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 WisdomTree Europe Equity Income UCITS ETF (WTEE.DE). 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.LWTEE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

1.38

1.49

-0.11

Calmar ratioReturn relative to maximum drawdown

3.32

3.69

-0.37

Martin ratioReturn relative to average drawdown

11.62

14.87

-3.25

EUHD.L vs. WTEE.DE - Sharpe Ratio Comparison

The current EUHD.L Sharpe Ratio is 2.13, which is comparable to the WTEE.DE Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of EUHD.L and WTEE.DE, 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


EUHD.LWTEE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

2.71

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.95

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

1.02

-0.40

Drawdowns

EUHD.L vs. WTEE.DE - Drawdown Comparison

The maximum EUHD.L drawdown since its inception was -35.97%, which is greater than WTEE.DE's maximum drawdown of -14.66%. Use the drawdown chart below to compare losses from any high point for EUHD.L and WTEE.DE.


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Drawdown Indicators


EUHD.LWTEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.97%

-14.66%

-21.31%

Max Drawdown (1Y)

Largest decline over 1 year

-7.17%

-8.06%

+0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-10.52%

-12.26%

+1.74%

Max Drawdown (5Y)

Largest decline over 5 years

-19.82%

-14.66%

-5.16%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

Current Drawdown

Current decline from peak

-2.33%

-1.45%

-0.88%

Average Drawdown

Average peak-to-trough decline

-5.30%

-3.17%

-2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

2.00%

+0.06%

Volatility

EUHD.L vs. WTEE.DE - Volatility Comparison

PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L) has a higher volatility of 3.81% compared to WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) at 3.59%. This indicates that EUHD.L's price experiences larger fluctuations and is considered to be riskier than WTEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUHD.LWTEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

3.59%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

8.70%

8.92%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

11.19%

11.01%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.74%

14.53%

-0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.55%

15.09%

+0.46%

EUHD.L vs. WTEE.DE - Expense Ratio Comparison

EUHD.L has a 0.30% expense ratio, which is higher than WTEE.DE's 0.29% expense ratio.


Dividends

EUHD.L vs. WTEE.DE - Dividend Comparison

EUHD.L's dividend yield for the trailing twelve months is around 3.96%, less than WTEE.DE's 4.54% yield.


PositionTTM2025202420232022202120202019201820172016
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%
WTEE.DE
WisdomTree Europe Equity Income UCITS ETF
4.54%5.37%6.81%5.61%5.35%4.64%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EUHD.L and WTEE.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WTEE.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WTEE.DE is cheaper with a 0.29% expense ratio, compared with 0.30% for EUHD.L.

EUHD.L tracks MSCI EMU NR EUR, while WTEE.DE tracks WisdomTree Europe Equity Income. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.30% for EUHD.L and 0.29% for WTEE.DE.

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