EXAG.DE vs. EHDV.DE
EXAG.DE (WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc) and EHDV.DE (Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist) are both exchange-traded funds - EXAG.DE is a Commodities fund tracking the Morgan Stanley RADAR ex Agriculture & Livestock Commodity (EUR Hedged), while EHDV.DE is a Large Cap Value Equities fund tracking the EURO iSTOXX High Dividend Low Volatility 50 Index. Both are passively managed. Over the past 3 years, EXAG.DE returned 18.34%/yr vs 20.12%/yr for EHDV.DE. At a 0.23 correlation, their price movements are largely independent. EXAG.DE charges 0.60%/yr vs 0.30%/yr for EHDV.DE.
Performance
EXAG.DE vs. EHDV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXAG.DE achieves a 23.44% return, which is significantly higher than EHDV.DE's 10.18% return.
EXAG.DE
- 1D
- -1.00%
- 1M
- -3.06%
- YTD
- 23.44%
- 6M
- 33.80%
- 1Y
- 60.10%
- 3Y*
- 18.34%
- 5Y*
- —
- 10Y*
- —
EHDV.DE
- 1D
- -0.10%
- 1M
- 0.83%
- YTD
- 10.18%
- 6M
- 12.10%
- 1Y
- 20.79%
- 3Y*
- 20.12%
- 5Y*
- 12.73%
- 10Y*
- 6.45%
EXAG.DE vs. EHDV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EXAG.DE WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc | 23.44% | 32.86% | 1.21% | -10.04% | 12.14% | -0.14% |
EHDV.DE Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist | 10.18% | 36.57% | 9.85% | 13.76% | -9.06% | 5.73% |
Correlation
The correlation between EXAG.DE and EHDV.DE is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021 | 0.23 |
The correlation between EXAG.DE and EHDV.DE shifts across timeframes, from -0.00 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EXAG.DE vs. EHDV.DE — Risk / Return Rank
EXAG.DE
EHDV.DE
EXAG.DE vs. EHDV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc (EXAG.DE) and Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.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.
| EXAG.DE | EHDV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.37 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 5.01 | 3.40 | +1.61 |
| Martin ratioReturn relative to average drawdown | 17.27 | 11.10 | +6.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EXAG.DE | EHDV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.73 | 2.01 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.45 | +0.07 |
Drawdowns
EXAG.DE vs. EHDV.DE - Drawdown Comparison
The maximum EXAG.DE drawdown since its inception was -35.04%, smaller than the maximum EHDV.DE drawdown of -41.47%. Use the drawdown chart below to compare losses from any high point for EXAG.DE and EHDV.DE.
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Drawdown Indicators
| EXAG.DE | EHDV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.04% | -41.47% | +6.43% |
Max Drawdown (1Y)Largest decline over 1 year | -11.94% | -6.10% | -5.84% |
Max Drawdown (3Y)Largest decline over 3 years | -15.69% | -12.94% | -2.75% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.55% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.47% | — |
Current DrawdownCurrent decline from peak | -6.47% | -2.74% | -3.73% |
Average DrawdownAverage peak-to-trough decline | -21.25% | -7.88% | -13.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 1.87% | +1.60% |
Volatility
EXAG.DE vs. EHDV.DE - Volatility Comparison
WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc (EXAG.DE) has a higher volatility of 5.02% compared to Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) at 2.89%. This indicates that EXAG.DE's price experiences larger fluctuations and is considered to be riskier than EHDV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXAG.DE | EHDV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 2.89% | +2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 19.08% | 7.95% | +11.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.98% | 10.31% | +11.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.80% | 13.50% | +7.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.80% | 15.86% | +4.94% |
EXAG.DE vs. EHDV.DE - Expense Ratio Comparison
EXAG.DE has a 0.60% expense ratio, which is higher than EHDV.DE's 0.30% expense ratio.
Dividends
EXAG.DE vs. EHDV.DE - Dividend Comparison
EXAG.DE has not paid dividends to shareholders, while EHDV.DE's dividend yield for the trailing twelve months is around 3.98%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EHDV.DE Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist | 3.98% | 4.70% | 5.79% | 5.57% | 5.62% | 4.18% | 2.66% |
EXAG.DE WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXAG.DE and EHDV.DE have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EHDV.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EHDV.DE is cheaper with a 0.30% expense ratio, compared with 0.60% for EXAG.DE.
EXAG.DE is categorized as Commodities, while EHDV.DE is Large Cap Value Equities. EXAG.DE tracks Morgan Stanley RADAR ex Agriculture & Livestock Commodity (EUR Hedged), while EHDV.DE tracks EURO iSTOXX High Dividend Low Volatility 50 Index. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.60% for EXAG.DE and 0.30% for EHDV.DE.
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