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

Performance

HDLV.DE vs. IQQA.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 iShares Euro Dividend UCITS ETF (IQQA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HDLV.DE achieves a 16.02% return, which is significantly higher than IQQA.DE's 12.78% return. Over the past 10 years, HDLV.DE has underperformed IQQA.DE with an annualized return of 6.33%, while IQQA.DE has yielded a comparatively higher 8.05% annualized return.


HDLV.DE

1D
0.43%
1M
6.68%
6M
11.92%
YTD
16.02%
1Y
16.81%
3Y*
11.57%
5Y*
8.25%
10Y*
6.33%

IQQA.DE

1D
-0.08%
1M
1.70%
6M
11.52%
YTD
12.78%
1Y
24.27%
3Y*
21.51%
5Y*
10.42%
10Y*
8.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
HDLV.DE
Invesco S&P 500 High Dividend Low Volatility UCITS ETF
16.02%-8.06%23.32%-2.45%6.28%35.97%-19.13%21.77%-2.56%-2.34%
IQQA.DE
iShares Euro Dividend UCITS ETF
12.78%42.54%7.97%4.19%-13.42%23.42%-17.75%22.61%-11.41%10.01%

Correlation

The correlation between HDLV.DE and IQQA.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.29

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

0.39

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

0.47

Correlation (All Time)
Calculated using the full available price history since May 11, 2015

0.50

Over the past year, the correlation between HDLV.DE and IQQA.DE has dropped to 0.20 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

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Return for Risk

HDLV.DE vs. IQQA.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: 5959
Overall Rank
HDLV.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HDLV.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
HDLV.DE Omega Ratio Rank: 5353
Omega Ratio Rank
HDLV.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
HDLV.DE Martin Ratio Rank: 5151
Martin Ratio Rank

IQQA.DE
IQQA.DE Risk / Return Rank: 7777
Overall Rank
IQQA.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IQQA.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
IQQA.DE Omega Ratio Rank: 8181
Omega Ratio Rank
IQQA.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
IQQA.DE 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.

HDLV.DE vs. IQQA.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 iShares Euro Dividend UCITS ETF (IQQA.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.DEIQQA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

1.25

1.38

-0.13

Calmar ratioReturn relative to maximum drawdown

2.55

3.09

-0.53

Martin ratioReturn relative to average drawdown

6.50

9.50

-3.00

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

The current HDLV.DE Sharpe Ratio is 1.51, which is comparable to the IQQA.DE Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of HDLV.DE and IQQA.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. IQQA.DE - Drawdown Comparison

The maximum HDLV.DE drawdown since its inception was -39.21%, smaller than the maximum IQQA.DE drawdown of -71.63%. Use the drawdown chart below to compare losses from any high point for HDLV.DE and IQQA.DE.


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Drawdown Indicators


HDLV.DEIQQA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.21%

-71.63%

+32.42%

Max Drawdown (1Y)

Largest decline over 1 year

-6.56%

-7.83%

+1.27%

Max Drawdown (3Y)

Largest decline over 3 years

-19.09%

-12.88%

-6.21%

Max Drawdown (5Y)

Largest decline over 5 years

-19.99%

-24.68%

+4.69%

Max Drawdown (10Y)

Largest decline over 10 years

-39.21%

-42.23%

+3.02%

Current Drawdown

Current decline from peak

0.00%

-0.08%

+0.08%

Average Drawdown

Average peak-to-trough decline

-8.69%

-23.49%

+14.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.55%

+0.03%

Volatility

HDLV.DE vs. IQQA.DE - Volatility Comparison

Invesco S&P 500 High Dividend Low Volatility UCITS ETF (HDLV.DE) has a higher volatility of 3.81% compared to iShares Euro Dividend UCITS ETF (IQQA.DE) at 2.99%. This indicates that HDLV.DE's price experiences larger fluctuations and is considered to be riskier than IQQA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDLV.DEIQQA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

2.99%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

9.59%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

11.20%

11.73%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.64%

14.73%

-1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.12%

16.90%

+0.22%

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

HDLV.DE has a 0.30% expense ratio, which is lower than IQQA.DE's 0.40% expense ratio.


Dividends

HDLV.DE vs. IQQA.DE - Dividend Comparison

HDLV.DE's dividend yield for the trailing twelve months is around 3.38%, less than IQQA.DE's 4.40% yield.


PositionTTM20252024202320222021202020192018201720162015
HDLV.DE
Invesco S&P 500 High Dividend Low Volatility UCITS ETF
3.38%4.01%3.43%4.14%3.60%3.24%4.64%3.68%3.70%3.22%2.93%1.86%
IQQA.DE
iShares Euro Dividend UCITS ETF
4.40%4.35%5.87%5.83%5.26%3.68%3.54%4.81%4.81%3.90%3.96%3.98%

Frequently Asked Questions


HDLV.DE and IQQA.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HDLV.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HDLV.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for IQQA.DE.

HDLV.DE tracks S&P 500 Low Volatility High Dividend Net Total Return Index, while IQQA.DE tracks EURO STOXX® Select Dividend 30. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.30% for HDLV.DE and 0.40% for IQQA.DE.

Portfolio Optimizer

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