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EUNY.DE vs. EHDL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNY.DE vs. EHDL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) and Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with EUNY.DE having a 12.05% return and EHDL.DE slightly higher at 12.21%. Both investments have delivered pretty close results over the past 10 years, with EUNY.DE having a 6.07% annualized return and EHDL.DE not far ahead at 6.10%.


EUNY.DE

1D
-0.12%
1M
-1.42%
6M
6.09%
YTD
12.05%
1Y
23.93%
3Y*
17.79%
5Y*
5.47%
10Y*
6.07%

EHDL.DE

1D
-0.20%
1M
1.47%
6M
8.34%
YTD
12.21%
1Y
23.70%
3Y*
13.52%
5Y*
7.13%
10Y*
6.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNY.DE vs. EHDL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
12.05%13.97%12.41%15.34%-26.11%20.00%-11.72%18.34%-1.57%10.55%
EHDL.DE
Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF
12.21%12.82%8.32%6.17%-10.93%22.11%-15.54%19.11%-2.44%9.35%

Correlation

The correlation between EUNY.DE and EHDL.DE is 0.76, 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

0.76

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

0.79

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

0.80

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

0.80

Correlation (All Time)
Calculated using the full available price history since May 27, 2016

0.80

The correlation between EUNY.DE and EHDL.DE has been stable across timeframes, ranging from 0.76 to 0.80 - a consistent structural relationship.

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Return for Risk

EUNY.DE vs. EHDL.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EUNY.DE
EUNY.DE Risk / Return Rank: 7878
Overall Rank
EUNY.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
EUNY.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
EUNY.DE Omega Ratio Rank: 7272
Omega Ratio Rank
EUNY.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
EUNY.DE Martin Ratio Rank: 8080
Martin Ratio Rank

EHDL.DE
EHDL.DE Risk / Return Rank: 8282
Overall Rank
EHDL.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EHDL.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
EHDL.DE Omega Ratio Rank: 7979
Omega Ratio Rank
EHDL.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
EHDL.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.

EUNY.DE vs. EHDL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) and Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EUNY.DEEHDL.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.34

1.37

-0.03

Calmar ratioReturn relative to maximum drawdown

4.41

4.48

-0.07

Martin ratioReturn relative to average drawdown

12.29

11.80

+0.49

EUNY.DE vs. EHDL.DE - Sharpe Ratio Comparison

The current EUNY.DE Sharpe Ratio is 1.91, which is comparable to the EHDL.DE Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of EUNY.DE and EHDL.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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Drawdowns

EUNY.DE vs. EHDL.DE - Drawdown Comparison

The maximum EUNY.DE drawdown since its inception was -50.11%, which is greater than EHDL.DE's maximum drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for EUNY.DE and EHDL.DE.


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Drawdown Indicators


EUNY.DEEHDL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.11%

-36.13%

-13.98%

Max Drawdown (1Y)

Largest decline over 1 year

-5.40%

-5.26%

-0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-15.70%

-14.85%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-31.41%

-18.80%

-12.61%

Max Drawdown (10Y)

Largest decline over 10 years

-36.29%

-36.13%

-0.16%

Current Drawdown

Current decline from peak

-2.29%

-0.99%

-1.30%

Average Drawdown

Average peak-to-trough decline

-20.25%

-9.09%

-11.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

2.00%

-0.06%

Volatility

EUNY.DE vs. EHDL.DE - Volatility Comparison

iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) and Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) have volatilities of 3.14% and 3.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNY.DEEHDL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

3.21%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.10%

8.05%

+2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

12.50%

11.34%

+1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.68%

13.60%

+2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.65%

17.99%

-1.34%

EUNY.DE vs. EHDL.DE - Expense Ratio Comparison

EUNY.DE has a 0.65% expense ratio, which is higher than EHDL.DE's 0.49% expense ratio.


Dividends

EUNY.DE vs. EHDL.DE - Dividend Comparison

EUNY.DE's dividend yield for the trailing twelve months is around 5.03%, more than EHDL.DE's 4.74% yield.


PositionTTM20252024202320222021202020192018201720162015
EHDL.DE
Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF
4.74%5.27%5.58%6.15%9.20%5.91%4.28%5.04%5.45%5.14%2.24%0.00%
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
5.03%5.83%7.71%8.05%9.57%6.35%5.09%5.58%5.64%4.10%4.36%6.39%

Frequently Asked Questions


EUNY.DE and EHDL.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EHDL.DE is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EHDL.DE is cheaper with a 0.49% expense ratio, compared with 0.65% for EUNY.DE.

EUNY.DE tracks Dow Jones Emerging Markets Select Dividend, while EHDL.DE tracks FTSE Emerging High Dividend Low Volatility Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.65% for EUNY.DE and 0.49% for EHDL.DE.

Portfolio Optimizer

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