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HDLV.DE vs. FWIA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDLV.DE vs. FWIA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco S&P 500 High Dividend Low Volatility UCITS ETF (HDLV.DE) and Invesco FTSE All-World UCITS ETF Acc (FWIA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with HDLV.DE having a 12.89% return and FWIA.DE slightly higher at 13.31%.


HDLV.DE

1D
0.44%
1M
6.78%
6M
13.04%
YTD
12.89%
1Y
14.06%
3Y*
9.63%
5Y*
7.63%
10Y*
6.48%

FWIA.DE

1D
0.00%
1M
0.41%
6M
13.60%
YTD
13.31%
1Y
25.60%
3Y*
17.66%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HDLV.DE vs. FWIA.DE - Yearly Performance Comparison


2026 (YTD)202520242023
HDLV.DE
Invesco S&P 500 High Dividend Low Volatility UCITS ETF
12.89%-8.06%23.32%5.45%
FWIA.DE
Invesco FTSE All-World UCITS ETF Acc
13.31%9.02%24.70%7.98%

Correlation

The correlation between HDLV.DE and FWIA.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.32

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2023

0.32

Over the past year, the correlation between HDLV.DE and FWIA.DE has dropped to 0.12 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.

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Return for Risk

HDLV.DE vs. FWIA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HDLV.DE
HDLV.DE Risk / Return Rank: 4343
Overall Rank
HDLV.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
HDLV.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
HDLV.DE Omega Ratio Rank: 3737
Omega Ratio Rank
HDLV.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
HDLV.DE Martin Ratio Rank: 4040
Martin Ratio Rank

FWIA.DE
FWIA.DE Risk / Return Rank: 8585
Overall Rank
FWIA.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FWIA.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
FWIA.DE Omega Ratio Rank: 8484
Omega Ratio Rank
FWIA.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
FWIA.DE Martin Ratio Rank: 8888
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.

HDLV.DE vs. FWIA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 High Dividend Low Volatility UCITS ETF (HDLV.DE) and Invesco FTSE All-World UCITS ETF Acc (FWIA.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.


HDLV.DEFWIA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-1.18

Omega ratioGain probability vs. loss probability

1.21

1.41

-0.20

Calmar ratioReturn relative to maximum drawdown

2.13

3.96

-1.83

Martin ratioReturn relative to average drawdown

5.44

15.76

-10.32

HDLV.DE vs. FWIA.DE - Sharpe Ratio Comparison

The current HDLV.DE Sharpe Ratio is 1.28, which is lower than the FWIA.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of HDLV.DE and FWIA.DE, 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

HDLV.DE vs. FWIA.DE - Drawdown Comparison

The maximum HDLV.DE drawdown since its inception was -39.21%, which is greater than FWIA.DE's maximum drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for HDLV.DE and FWIA.DE.


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Drawdown Indicators


HDLV.DEFWIA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.21%

-20.96%

-18.25%

Max Drawdown (1Y)

Largest decline over 1 year

-6.56%

-6.49%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-19.09%

-20.96%

+1.87%

Max Drawdown (5Y)

Largest decline over 5 years

-19.99%

Max Drawdown (10Y)

Largest decline over 10 years

-39.21%

Current Drawdown

Current decline from peak

-2.47%

-0.72%

-1.75%

Average Drawdown

Average peak-to-trough decline

-8.71%

-2.40%

-6.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

1.63%

+0.95%

Volatility

HDLV.DE vs. FWIA.DE - Volatility Comparison

Invesco S&P 500 High Dividend Low Volatility UCITS ETF (HDLV.DE) and Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) have volatilities of 3.52% and 3.57%, 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.


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Volatility by Period


HDLV.DEFWIA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.52%

3.57%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.46%

8.64%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

10.99%

11.71%

-0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.60%

13.18%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.10%

13.18%

+3.92%

HDLV.DE vs. FWIA.DE - Expense Ratio Comparison

HDLV.DE has a 0.30% expense ratio, which is higher than FWIA.DE's 0.15% expense ratio.


Dividends

HDLV.DE vs. FWIA.DE - Dividend Comparison

HDLV.DE's dividend yield for the trailing twelve months is around 3.47%, while FWIA.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FWIA.DE
Invesco FTSE All-World UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HDLV.DE
Invesco S&P 500 High Dividend Low Volatility UCITS ETF
3.47%4.01%3.43%4.14%3.60%3.24%4.64%3.68%3.70%3.22%2.93%1.86%

Frequently Asked Questions


HDLV.DE and FWIA.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FWIA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FWIA.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for HDLV.DE.

HDLV.DE is categorized as Dividend, while FWIA.DE is Global Equities. HDLV.DE tracks S&P 500 Low Volatility High Dividend Net Total Return Index, while FWIA.DE tracks FTSE All-World Index. Their fees differ too: 0.30% for HDLV.DE and 0.15% for FWIA.DE.

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