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

EUHD.L vs. XDAX.L

Last updated Apr 2, 2026

Compare and contrast key facts about PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L) and Xtrackers DAX UCITS ETF 1C (XDAX.L).

EUHD.L and XDAX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUHD.L is a passively managed fund by Invesco that tracks the performance of the MSCI EMU NR EUR. It was launched on Jan 6, 2016. XDAX.L is a passively managed fund by Xtrackers that tracks the performance of the FSE DAX TR EUR. It was launched on Jan 10, 2007. Both EUHD.L and XDAX.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EUHD.L vs. XDAX.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 Xtrackers DAX UCITS ETF 1C (XDAX.L). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)202520242023202220212020201920182017
EUHD.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS		7.12%42.88%5.23%11.37%-3.26%13.30%-13.39%11.53%-7.27%2.61%
XDAX.L
Xtrackers DAX UCITS ETF 1C		-5.31%28.81%13.14%17.20%-7.58%7.86%9.38%16.48%-17.14%3.27%

Returns By Period

In the year-to-date period, EUHD.L achieves a 7.12% return, which is significantly higher than XDAX.L's -5.31% return.

EUHD.L

1D
1.65%
1M
-0.88%
YTD
7.12%
6M
12.95%
1Y
30.57%
3Y*
19.76%
5Y*
13.40%
10Y*
9.18%

XDAX.L

1D
2.56%
1M
-5.69%
YTD
-5.31%
6M
-3.57%
1Y
7.25%
3Y*
13.34%
5Y*
9.05%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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PowerShares EURO STOXX High Dividend Low Volatility UCITS

Xtrackers DAX UCITS ETF 1C

Often compared with EUHD.L:
EUHD.L vs. H50E.LEUHD.L vs. LDEG.LEUHD.L vs. HDEM.LEUHD.L vs. MVOL.LEUHD.L vs. SCHDEUHD.L vs. VHYL.ASEUHD.L vs. TDGB.L
Often compared with XDAX.L:
XDAX.L vs. DBXD.DEXDAX.L vs. ISF.LXDAX.L vs. IEFV.LXDAX.L vs. CACX.LXDAX.L vs. EUNL.DEXDAX.L vs. ^GDAXIXDAX.L vs. 100D.L

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

EUHD.L has a 0.30% expense ratio, which is higher than XDAX.L's 0.09% expense ratio.

EUHD.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS
XDAX.L
Xtrackers DAX UCITS ETF 1C

Return for Risk

EUHD.L vs. XDAX.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: 9494
Overall Rank
EUHD.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EUHD.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
EUHD.L Omega Ratio Rank: 9494
Omega Ratio Rank
EUHD.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
EUHD.L Martin Ratio Rank: 9393
Martin Ratio Rank
XDAX.L
XDAX.L Risk / Return Rank: 2424
Overall Rank
XDAX.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
XDAX.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
XDAX.L Omega Ratio Rank: 2222
Omega Ratio Rank
XDAX.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
XDAX.L Martin Ratio Rank: 2727
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. XDAX.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 Xtrackers DAX UCITS ETF 1C (XDAX.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.LXDAX.LDifference

Sharpe ratio

Return per unit of total volatility

2.40

0.44

+1.96

Sortino ratio

Return per unit of downside risk

2.96

0.70

+2.26

Omega ratio

Gain probability vs. loss probability

1.46

1.09

+0.37

Calmar ratio

Return relative to maximum drawdown

4.23

0.62

+3.61

Martin ratio

Return relative to average drawdown

14.29

2.27

+12.01

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current EUHD.L Sharpe Ratio is 2.40, which is higher than the XDAX.L Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of EUHD.L and XDAX.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

EUHD.LXDAX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

0.44

+1.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.54

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.36

+0.25

Correlation

The correlation between EUHD.L and XDAX.L is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

EUHD.L vs. XDAX.L - Dividend Comparison

EUHD.L's dividend yield for the trailing twelve months is around 4.03%, while XDAX.L has not paid dividends to shareholders.

TTM2025202420232022202120202019201820172016
EUHD.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS		4.03%4.61%5.86%5.50%5.44%4.28%3.06%4.66%4.34%3.41%3.51%
XDAX.L
Xtrackers DAX UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EUHD.L vs. XDAX.L - Drawdown Comparison

The maximum EUHD.L drawdown since its inception was -35.97%, roughly equal to the maximum XDAX.L drawdown of -37.09%. Use the drawdown chart below to compare losses from any high point for EUHD.L and XDAX.L.

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Drawdown Indicators

EUHD.LXDAX.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.97%

-37.09%

+1.12%

Max Drawdown (1Y)

Largest decline over 1 year

-8.03%

-12.83%

+4.80%

Max Drawdown (5Y)

Largest decline over 5 years

-19.82%

-23.44%

+3.62%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

—

—

Current Drawdown

Current decline from peak

-1.69%

-8.61%

+6.92%

Average Drawdown

Average peak-to-trough decline

-5.37%

-6.74%

+1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

3.47%

-1.26%

Volatility

EUHD.L vs. XDAX.L - Volatility Comparison

The current volatility for PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L) is 4.50%, while Xtrackers DAX UCITS ETF 1C (XDAX.L) has a volatility of 6.80%. This indicates that EUHD.L experiences smaller price fluctuations and is considered to be less risky than XDAX.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.LXDAX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

6.80%

-2.30%

Volatility (6M)

Calculated over the trailing 6-month period

8.32%

11.31%

-2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

12.70%

16.53%

-3.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.69%

16.84%

-3.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.56%

18.78%

-3.22%