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HDEU.L vs. X7PS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDEU.L vs. X7PS.L - 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 Invesco STOXX Europe 600 Optimised Banks UCITS ETF (X7PS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HDEU.L achieves a 14.95% return, which is significantly lower than X7PS.L's 17.93% return. Over the past 10 years, HDEU.L has underperformed X7PS.L with an annualized return of 8.95%, while X7PS.L has yielded a comparatively higher 16.30% annualized return.


HDEU.L

1D
0.20%
1M
2.60%
6M
12.56%
YTD
14.95%
1Y
25.62%
3Y*
21.84%
5Y*
13.60%
10Y*
8.95%

X7PS.L

1D
0.13%
1M
6.39%
6M
14.44%
YTD
17.93%
1Y
53.36%
3Y*
44.72%
5Y*
32.08%
10Y*
16.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HDEU.L vs. X7PS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HDEU.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS
14.95%35.86%10.17%13.59%-8.21%21.05%-17.96%17.35%-8.19%10.05%
X7PS.L
Invesco STOXX Europe 600 Optimised Banks UCITS ETF
17.93%78.30%33.17%25.70%0.44%38.22%-22.81%13.99%-26.23%11.67%

Correlation

The correlation between HDEU.L and X7PS.L is 0.66, 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

0.66

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

0.75

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

0.75

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

0.74

Correlation (All Time)
Calculated using the full available price history since Jan 6, 2016

0.74

The correlation between HDEU.L and X7PS.L has been stable across timeframes, ranging from 0.66 to 0.75 - a consistent structural relationship.

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Return for Risk

HDEU.L vs. X7PS.L — 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: 8989
Overall Rank
HDEU.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
HDEU.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
HDEU.L Omega Ratio Rank: 8989
Omega Ratio Rank
HDEU.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
HDEU.L Martin Ratio Rank: 8585
Martin Ratio Rank

X7PS.L
X7PS.L Risk / Return Rank: 8282
Overall Rank
X7PS.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
X7PS.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
X7PS.L Omega Ratio Rank: 8383
Omega Ratio Rank
X7PS.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
X7PS.L Martin Ratio Rank: 7373
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. X7PS.L - 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 Invesco STOXX Europe 600 Optimised Banks UCITS ETF (X7PS.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.

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.


HDEU.LX7PS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.45

1.39

+0.06

Calmar ratioReturn relative to maximum drawdown

4.33

3.24

+1.09

Martin ratioReturn relative to average drawdown

13.85

10.66

+3.19

HDEU.L vs. X7PS.L - Sharpe Ratio Comparison

The current HDEU.L Sharpe Ratio is 2.47, which is comparable to the X7PS.L Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of HDEU.L and X7PS.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.


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Drawdowns

HDEU.L vs. X7PS.L - Drawdown Comparison

The maximum HDEU.L drawdown since its inception was -40.22%, smaller than the maximum X7PS.L drawdown of -60.64%. Use the drawdown chart below to compare losses from any high point for HDEU.L and X7PS.L.


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Drawdown Indicators


HDEU.LX7PS.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.22%

-60.64%

+20.42%

Max Drawdown (1Y)

Largest decline over 1 year

-5.89%

-16.49%

+10.60%

Max Drawdown (3Y)

Largest decline over 3 years

-12.88%

-20.14%

+7.26%

Max Drawdown (5Y)

Largest decline over 5 years

-22.43%

-29.70%

+7.27%

Max Drawdown (10Y)

Largest decline over 10 years

-40.22%

-56.51%

+16.29%

Current Drawdown

Current decline from peak

0.00%

-0.94%

+0.94%

Average Drawdown

Average peak-to-trough decline

-5.74%

-17.85%

+12.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

5.02%

-3.17%

Volatility

HDEU.L vs. X7PS.L - Volatility Comparison

The current volatility for PowerShares EURO STOXX High Dividend Low Volatility UCITS (HDEU.L) is 2.83%, while Invesco STOXX Europe 600 Optimised Banks UCITS ETF (X7PS.L) has a volatility of 5.45%. This indicates that HDEU.L experiences smaller price fluctuations and is considered to be less risky than X7PS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDEU.LX7PS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.83%

5.45%

-2.62%

Volatility (6M)

Calculated over the trailing 6-month period

8.20%

18.89%

-10.69%

Volatility (1Y)

Calculated over the trailing 1-year period

10.33%

22.39%

-12.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.49%

23.71%

-10.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.55%

24.86%

-9.31%

HDEU.L vs. X7PS.L - Expense Ratio Comparison

Both HDEU.L and X7PS.L have an expense ratio of 0.30%.


Dividends

HDEU.L vs. X7PS.L - Dividend Comparison

HDEU.L's dividend yield for the trailing twelve months is around 3.66%, while X7PS.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
HDEU.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS
3.66%4.71%5.78%5.56%5.60%4.21%3.04%4.50%4.38%3.44%3.59%
X7PS.L
Invesco STOXX Europe 600 Optimised Banks UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HDEU.L and X7PS.L have a correlation of 0.66, 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 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

HDEU.L and X7PS.L have the same expense ratio: 0.30% per year.

HDEU.L tracks MSCI EMU NR EUR, while X7PS.L tracks Invesco STOXX Europe 600 Optimised Banks UCITS ETF.

Portfolio Optimizer

Find the right allocation for HDEU.L and X7PS.L

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