EUNY.DE vs. EHDL.DE
EUNY.DE (iShares Emerging Markets Dividend UCITS ETF) and EHDL.DE (Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF) are both Emerging Markets Equities funds - EUNY.DE tracks the Dow Jones Emerging Markets Select Dividend while EHDL.DE tracks the FTSE Emerging High Dividend Low Volatility Index. Both are passively managed. Over the past 10 years, EUNY.DE returned 6.07%/yr vs 6.10%/yr for EHDL.DE. Their correlation of 0.80 suggests significant overlap in exposure. EUNY.DE charges 0.65%/yr vs 0.49%/yr for EHDL.DE.
Performance
EUNY.DE vs. EHDL.DE - Performance Comparison
Loading charts...
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%
EUNY.DE vs. EHDL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EUNY.DE vs. EHDL.DE — Risk / Return Rank
EUNY.DE
EHDL.DE
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.DE | EHDL.DE | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| EUNY.DE | EHDL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.29% | -0.99% | -1.30% |
Average DrawdownAverage peak-to-trough decline | -20.25% | -9.09% | -11.16% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| EUNY.DE | EHDL.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for EUNY.DE and EHDL.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer