PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
H50E.L vs. IEDL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

H50E.L vs. IEDL.L

Last updated Jun 5, 2026

H50E.L (HSBC EURO STOXX 50 UCITS ETF) and IEDL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)) are both Europe Equities funds - H50E.L tracks the MSCI EMU NR EUR while IEDL.L tracks the MSCI Europe Value NR EUR. Both are passively managed. Over the past 5 years, H50E.L returned 11.75%/yr vs 14.62%/yr for IEDL.L. Their correlation of 0.87 suggests significant overlap in exposure. Both charge a 0.25% expense ratio.

Performance

H50E.L vs. IEDL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC EURO STOXX 50 UCITS ETF (H50E.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

H50E.L is traded in GBp, while IEDL.L is traded in EUR. To make them comparable, the IEDL.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, H50E.L achieves a 6.58% return, which is significantly lower than IEDL.L's 13.19% return.

H50E.L

1D
0.97%
1M
5.00%
YTD
6.58%
6M
7.69%
1Y
18.97%
3Y*
15.76%
5Y*
11.75%
10Y*
11.61%

IEDL.L

1D
0.03%
1M
4.86%
YTD
13.19%
6M
15.86%
1Y
36.33%
3Y*
21.75%
5Y*
14.62%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

H50E.L vs. IEDL.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
H50E.L
HSBC EURO STOXX 50 UCITS ETF		6.58%28.02%6.20%20.06%-3.33%15.58%3.30%21.72%-8.71%
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)		13.19%42.22%5.44%11.24%1.22%19.20%-3.60%14.87%-10.37%

Correlation

The correlation between H50E.L and IEDL.L is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.86

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

0.85

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

0.85

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2018

0.87

The correlation between H50E.L and IEDL.L has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.

H50E.L vs. IEDL.L - Sectors Allocation Comparison

Sectors
H50E.L
IEDL.L

Financial Services

24.8%
22.6%

Industrials

21.5%
17.0%

Technology

17.9%
12.2%

Consumer Cyclical

9.7%
6.2%

Consumer Defensive

5.4%
8.6%

Healthcare

5.2%
12.3%

Energy

5.0%
5.1%

Utilities

4.6%
4.5%

Basic Materials

3.5%
6.2%

Communication Services

2.4%
3.7%

Real Estate

-

0.6%

Financial Services

H50E.L
24.8%
IEDL.L
22.6%

Industrials

H50E.L
21.5%
IEDL.L
17.0%

Technology

H50E.L
17.9%
IEDL.L
12.2%

Consumer Cyclical

H50E.L
9.7%
IEDL.L
6.2%

Consumer Defensive

H50E.L
5.4%
IEDL.L
8.6%

Healthcare

H50E.L
5.2%
IEDL.L
12.3%

Energy

H50E.L
5.0%
IEDL.L
5.1%

Utilities

H50E.L
4.6%
IEDL.L
4.5%

Basic Materials

H50E.L
3.5%
IEDL.L
6.2%

Communication Services

H50E.L
2.4%
IEDL.L
3.7%

Real Estate

H50E.L

-

IEDL.L
0.6%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

HSBC EURO STOXX 50 UCITS ETF

iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)

Often compared with H50E.L:
H50E.L vs. HMEU.LH50E.L vs. SPX5.LH50E.L vs. JREE.DEH50E.L vs. EUHD.LH50E.L vs. EUE.LH50E.L vs. SPYH50E.L vs. EQQQ.L
Often compared with IEDL.L:
IEDL.L vs. S7XP.LIEDL.L vs. XHYG.DEIEDL.L vs. MVEW.DEIEDL.L vs. T3KE.DEIEDL.L vs. EUMD.LIEDL.L vs. CNX1.LIEDL.L vs. VEUR.L

Return for Risk

H50E.L vs. IEDL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
H50E.L
H50E.L Risk / Return Rank: 3636
Overall Rank
H50E.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
H50E.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
H50E.L Omega Ratio Rank: 3636
Omega Ratio Rank
H50E.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
H50E.L Martin Ratio Rank: 3636
Martin Ratio Rank
IEDL.L
IEDL.L Risk / Return Rank: 7272
Overall Rank
IEDL.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IEDL.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
IEDL.L Omega Ratio Rank: 7575
Omega Ratio Rank
IEDL.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
IEDL.L Martin Ratio Rank: 6868
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.

H50E.L vs. IEDL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC EURO STOXX 50 UCITS ETF (H50E.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.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.

H50E.LIEDL.LDifference
Sharpe ratioReturn per unit of total volatility
1.25
2.68

-1.43

Sortino ratioReturn per unit of downside risk
1.87
3.61

-1.74

Omega ratioGain probability vs. loss probability

1.23

1.48

-0.25

Calmar ratioReturn relative to maximum drawdown

1.64

3.43

-1.79

Martin ratioReturn relative to average drawdown

5.52

12.68

-7.16

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

H50E.L vs. IEDL.L - Sharpe Ratio Comparison

The current H50E.L Sharpe Ratio is 1.25, which is lower than the IEDL.L Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of H50E.L and IEDL.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.

Loading charts...

Sharpe Ratios by Period

H50E.LIEDL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

2.68

-1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.95

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.59

-0.20

Drawdowns

H50E.L vs. IEDL.L - Drawdown Comparison

The maximum H50E.L drawdown since its inception was -34.68%, roughly equal to the maximum IEDL.L drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for H50E.L and IEDL.L.

Loading charts...

Drawdown Indicators

H50E.LIEDL.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.68%

-34.37%

-0.31%

Max Drawdown (1Y)

Largest decline over 1 year

-11.49%

-10.54%

-0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-14.20%

-16.23%

+2.03%

Max Drawdown (5Y)

Largest decline over 5 years

-21.72%

-16.28%

-5.44%

Max Drawdown (10Y)

Largest decline over 10 years

-31.50%

—

—

Current Drawdown

Current decline from peak

-0.42%

-0.80%

+0.38%

Average Drawdown

Average peak-to-trough decline

-7.22%

-5.72%

-1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

2.86%

+0.57%

Volatility

H50E.L vs. IEDL.L - Volatility Comparison

HSBC EURO STOXX 50 UCITS ETF (H50E.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) have volatilities of 4.79% and 4.75%, 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

H50E.LIEDL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

4.75%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

12.32%

11.06%

+1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

15.11%

13.48%

+1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.19%

15.30%

+1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

17.59%

+0.40%

H50E.L vs. IEDL.L - Expense Ratio Comparison

Both H50E.L and IEDL.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

H50E.L vs. IEDL.L - Dividend Comparison

H50E.L's dividend yield for the trailing twelve months is around 2.45%, less than IEDL.L's 3.01% yield.

PositionTTM20252024202320222021202020192018201720162015
H50E.L
HSBC EURO STOXX 50 UCITS ETF		2.45%2.46%2.98%2.92%2.77%2.01%2.05%3.04%3.50%2.76%2.79%2.63%
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)		3.01%3.44%4.22%4.76%4.23%3.56%2.32%3.86%3.19%0.00%0.00%0.00%

Frequently Asked Questions

H50E.L and IEDL.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

H50E.L and IEDL.L have the same expense ratio: 0.25% per year.

H50E.L tracks MSCI EMU NR EUR, while IEDL.L tracks MSCI Europe Value NR EUR. They also come from different issuers: HSBC and iShares.

Portfolio Optimizer

Find the right allocation for H50E.L and IEDL.L

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