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

EUHD.L vs. XDEM.L

Last updated Jun 9, 2026

EUHD.L (PowerShares EURO STOXX High Dividend Low Volatility UCITS) and XDEM.L (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) are both exchange-traded funds - EUHD.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while XDEM.L is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 10 years, EUHD.L returned 9.54%/yr vs 16.65%/yr for XDEM.L. At a 0.49 correlation, their price movements are largely independent. EUHD.L charges 0.30%/yr vs 0.25%/yr for XDEM.L.

Performance

EUHD.L vs. XDEM.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 MSCI World Momentum Factor UCITS ETF 1C (XDEM.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 9.33% return, which is significantly lower than XDEM.L's 20.43% return. Over the past 10 years, EUHD.L has underperformed XDEM.L with an annualized return of 9.54%, while XDEM.L has yielded a comparatively higher 16.65% annualized return.

EUHD.L

1D
0.14%
1M
1.44%
YTD
9.33%
6M
11.27%
1Y
25.13%
3Y*
20.45%
5Y*
12.62%
10Y*
9.54%

XDEM.L

1D
0.58%
1M
5.51%
YTD
20.43%
6M
19.66%
1Y
32.95%
3Y*
26.16%
5Y*
14.45%
10Y*
16.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
EUHD.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS		9.33%42.88%5.23%11.38%-3.28%13.30%-13.39%11.53%-7.27%13.76%
XDEM.L
Xtrackers MSCI World Momentum Factor UCITS ETF 1C		20.43%12.52%32.87%5.88%-8.06%15.61%24.14%23.37%2.28%20.40%

Correlation

The correlation between EUHD.L and XDEM.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.40

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

0.31

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

0.39

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

0.48

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2016

0.49

The correlation between EUHD.L and XDEM.L shifts across timeframes, from 0.31 (3 years) to 0.49 (all time), reflecting how their relationship changes across market environments.

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

Sectors
EUHD.L
XDEM.L

Financial Services

35.2%
18.9%

Utilities

12.1%
2.6%

Real Estate

11.6%
1.0%

Consumer Cyclical

10.4%
1.2%

Basic Materials

10.0%
4.9%

Energy

6.8%
1.8%

Communication Services

6.3%
7.2%

Industrials

3.8%
20.5%

Consumer Defensive

3.7%
1.2%

Healthcare

0.0%
6.0%

Technology

-

34.6%

Financial Services

EUHD.L
35.2%
XDEM.L
18.9%

Utilities

EUHD.L
12.1%
XDEM.L
2.6%

Real Estate

EUHD.L
11.6%
XDEM.L
1.0%

Consumer Cyclical

EUHD.L
10.4%
XDEM.L
1.2%

Basic Materials

EUHD.L
10.0%
XDEM.L
4.9%

Energy

EUHD.L
6.8%
XDEM.L
1.8%

Communication Services

EUHD.L
6.3%
XDEM.L
7.2%

Industrials

EUHD.L
3.8%
XDEM.L
20.5%

Consumer Defensive

EUHD.L
3.7%
XDEM.L
1.2%

Healthcare

EUHD.L
0.0%
XDEM.L
6.0%

Technology

EUHD.L

-

XDEM.L
34.6%

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PowerShares EURO STOXX High Dividend Low Volatility UCITS

Xtrackers MSCI World Momentum Factor UCITS ETF 1C

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. CB5.L
Often compared with XDEM.L:
XDEM.L vs. XDEV.LXDEM.L vs. XDEM.DEXDEM.L vs. VHVG.LXDEM.L vs. MVOL.LXDEM.L vs. XDEB.LXDEM.L vs. EXCS.LXDEM.L vs. IUMF.L

Return for Risk

EUHD.L vs. XDEM.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: 7575
Overall Rank
EUHD.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
EUHD.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
EUHD.L Omega Ratio Rank: 7676
Omega Ratio Rank
EUHD.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
EUHD.L Martin Ratio Rank: 7272
Martin Ratio Rank
XDEM.L
XDEM.L Risk / Return Rank: 7373
Overall Rank
XDEM.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
XDEM.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
XDEM.L Omega Ratio Rank: 6868
Omega Ratio Rank
XDEM.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
XDEM.L Martin Ratio Rank: 8080
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. XDEM.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 MSCI World Momentum Factor UCITS ETF 1C (XDEM.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.LXDEM.LDifference
Sharpe ratioReturn per unit of total volatility
2.24
2.01

+0.24

Sortino ratioReturn per unit of downside risk
2.96
2.97

-0.01

Omega ratioGain probability vs. loss probability

1.40

1.36

+0.04

Calmar ratioReturn relative to maximum drawdown

3.49

3.64

-0.15

Martin ratioReturn relative to average drawdown

12.12

14.15

-2.03

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. XDEM.L - Sharpe Ratio Comparison

The current EUHD.L Sharpe Ratio is 2.24, which is comparable to the XDEM.L Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of EUHD.L and XDEM.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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Sharpe Ratios by Period

EUHD.LXDEM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

2.01

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.67

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.75

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.34

+0.28

Drawdowns

EUHD.L vs. XDEM.L - Drawdown Comparison

The maximum EUHD.L drawdown since its inception was -35.97%, smaller than the maximum XDEM.L drawdown of -44.39%. Use the drawdown chart below to compare losses from any high point for EUHD.L and XDEM.L.

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Drawdown Indicators

EUHD.LXDEM.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.97%

-44.39%

+8.42%

Max Drawdown (1Y)

Largest decline over 1 year

-7.17%

-9.01%

+1.84%

Max Drawdown (3Y)

Largest decline over 3 years

-10.52%

-21.17%

+10.65%

Max Drawdown (5Y)

Largest decline over 5 years

-19.84%

-21.17%

+1.33%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

-23.38%

-12.59%

Current Drawdown

Current decline from peak

-2.06%

-2.24%

+0.18%

Average Drawdown

Average peak-to-trough decline

-5.37%

-12.48%

+7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

2.32%

-0.25%

Volatility

EUHD.L vs. XDEM.L - Volatility Comparison

The current volatility for PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L) is 3.14%, while Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L) has a volatility of 6.04%. This indicates that EUHD.L experiences smaller price fluctuations and is considered to be less risky than XDEM.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.LXDEM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

6.04%

-2.90%

Volatility (6M)

Calculated over the trailing 6-month period

8.61%

13.94%

-5.33%

Volatility (1Y)

Calculated over the trailing 1-year period

11.18%

16.37%

-5.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.73%

21.50%

-7.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

22.31%

-6.81%

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

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

Dividends

EUHD.L vs. XDEM.L - Dividend Comparison

EUHD.L's dividend yield for the trailing twelve months is around 3.95%, while XDEM.L has not paid dividends to shareholders.

PositionTTM2025202420232022202120202019201820172016
EUHD.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS		3.95%4.61%5.86%5.50%5.43%4.28%3.06%4.66%4.33%3.41%3.51%
XDEM.L
Xtrackers MSCI World Momentum Factor 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%

Frequently Asked Questions

EUHD.L and XDEM.L have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

EUHD.L is categorized as Europe Equities, while XDEM.L is Momentum. EUHD.L tracks MSCI EMU NR EUR, while XDEM.L tracks MSCI World Momentum Index. They also come from different issuers: Invesco and DWS. Their fees differ too: 0.30% for EUHD.L and 0.25% for XDEM.L.

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