PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
HDEU.L vs. WINC.AS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

HDEU.L vs. WINC.AS

Last updated Apr 2, 2026

Compare and contrast key facts about PowerShares EURO STOXX High Dividend Low Volatility UCITS (HDEU.L) and iShares World Equity High Income UCITS ETF USD Inc (WINC.AS).

HDEU.L and WINC.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HDEU.L is a passively managed fund by Invesco that tracks the performance of the MSCI EMU NR EUR. It was launched on Jan 6, 2016. WINC.AS is an actively managed fund by iShares. It was launched on Mar 26, 2024.

Performance

HDEU.L vs. WINC.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in PowerShares EURO STOXX High Dividend Low Volatility UCITS (HDEU.L) and iShares World Equity High Income UCITS ETF USD Inc (WINC.AS). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HDEU.L vs. WINC.AS - Yearly Performance Comparison

2026 (YTD)20252024
HDEU.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS		7.14%35.87%4.23%
WINC.AS
iShares World Equity High Income UCITS ETF USD Inc		0.97%7.70%12.74%
Different Trading Currencies

HDEU.L is traded in EUR, while WINC.AS is traded in USD. To make them comparable, the WINC.AS values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, HDEU.L achieves a 7.14% return, which is significantly higher than WINC.AS's 0.97% return.

HDEU.L

1D
1.68%
1M
-0.81%
YTD
7.14%
6M
12.60%
1Y
25.58%
3Y*
20.01%
5Y*
12.83%
10Y*
8.26%

WINC.AS

1D
2.06%
1M
-2.04%
YTD
0.97%
6M
5.27%
1Y
12.61%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

PowerShares EURO STOXX High Dividend Low Volatility UCITS

iShares World Equity High Income UCITS ETF USD Inc

Often compared with HDEU.L:
HDEU.L vs. GLDHDEU.L vs. EUN0.DEHDEU.L vs. VDIV.DEHDEU.L vs. H50E.LHDEU.L vs. TDIV.ASHDEU.L vs. ISPA.DEHDEU.L vs. EUNK.DE
Often compared with WINC.AS:
WINC.AS vs. JEPQWINC.AS vs. JEPG.LWINC.AS vs. JEQP.LWINC.AS vs. SWDA.LWINC.AS vs. QQQIWINC.AS vs. VWRL.ASWINC.AS vs. TDGB.L

HDEU.L vs. WINC.AS - Expense Ratio Comparison

HDEU.L has a 0.30% expense ratio, which is lower than WINC.AS's 0.35% expense ratio.

WINC.AS
iShares World Equity High Income UCITS ETF USD Inc
HDEU.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS

Return for Risk

HDEU.L vs. WINC.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HDEU.L
HDEU.L Risk / Return Rank: 8787
Overall Rank
HDEU.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
HDEU.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
HDEU.L Omega Ratio Rank: 9090
Omega Ratio Rank
HDEU.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
HDEU.L Martin Ratio Rank: 8888
Martin Ratio Rank
WINC.AS
WINC.AS Risk / Return Rank: 7979
Overall Rank
WINC.AS Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
WINC.AS Sortino Ratio Rank: 7878
Sortino Ratio Rank
WINC.AS Omega Ratio Rank: 7878
Omega Ratio Rank
WINC.AS Calmar Ratio Rank: 7474
Calmar Ratio Rank
WINC.AS Martin Ratio Rank: 8585
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.

HDEU.L vs. WINC.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PowerShares EURO STOXX High Dividend Low Volatility UCITS (HDEU.L) and iShares World Equity High Income UCITS ETF USD Inc (WINC.AS). 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.

HDEU.LWINC.ASDifference

Sharpe ratio

Return per unit of total volatility

1.93

0.88

+1.05

Sortino ratio

Return per unit of downside risk

2.36

1.23

+1.13

Omega ratio

Gain probability vs. loss probability

1.40

1.18

+0.22

Calmar ratio

Return relative to maximum drawdown

2.71

1.18

+1.54

Martin ratio

Return relative to average drawdown

12.00

5.32

+6.68

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

HDEU.L vs. WINC.AS - Sharpe Ratio Comparison

The current HDEU.L Sharpe Ratio is 1.93, which is higher than the WINC.AS Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of HDEU.L and WINC.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

HDEU.LWINC.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

0.88

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.90

-0.40

Correlation

The correlation between HDEU.L and WINC.AS is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

HDEU.L vs. WINC.AS - Dividend Comparison

HDEU.L's dividend yield for the trailing twelve months is around 4.10%, less than WINC.AS's 9.52% yield.

TTM2025202420232022202120202019201820172016
HDEU.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS		4.10%4.71%5.77%5.56%5.60%4.21%3.04%4.50%4.38%3.44%3.59%
WINC.AS
iShares World Equity High Income UCITS ETF USD Inc		9.52%9.38%4.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HDEU.L vs. WINC.AS - Drawdown Comparison

The maximum HDEU.L drawdown since its inception was -40.22%, which is greater than WINC.AS's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for HDEU.L and WINC.AS.

Loading graphics...

Drawdown Indicators

HDEU.LWINC.ASDifference

Max Drawdown

Largest peak-to-trough decline

-40.22%

-14.81%

-25.41%

Max Drawdown (1Y)

Largest decline over 1 year

-10.85%

-10.81%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-22.45%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-40.22%

—

—

Current Drawdown

Current decline from peak

-1.37%

-4.09%

+2.72%

Average Drawdown

Average peak-to-trough decline

-5.80%

-1.61%

-4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.09%

+0.09%

Volatility

HDEU.L vs. WINC.AS - Volatility Comparison

The current volatility for PowerShares EURO STOXX High Dividend Low Volatility UCITS (HDEU.L) is 4.43%, while iShares World Equity High Income UCITS ETF USD Inc (WINC.AS) has a volatility of 4.69%. This indicates that HDEU.L experiences smaller price fluctuations and is considered to be less risky than WINC.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

HDEU.LWINC.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.43%

4.69%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

7.76%

7.98%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

13.21%

14.44%

-1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.48%

14.65%

-1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.01%

14.65%

+1.36%