HDLV.DE vs. UBUR.DE
HDLV.DE (Invesco S&P 500 High Dividend Low Volatility UCITS ETF) and UBUR.DE (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) are both exchange-traded funds - HDLV.DE is a Dividend fund tracking the S&P 500 Low Volatility High Dividend Net Total Return Index, while UBUR.DE is a Low Volatility fund tracking the MSCI USA Select Dynamic 50% Risk Weighted. Both are passively managed. Over the past 10 years, HDLV.DE returned 6.38%/yr vs 9.18%/yr for UBUR.DE. Their correlation of 0.82 means they have usually moved in the same direction. HDLV.DE charges 0.30%/yr vs 0.18%/yr for UBUR.DE.
Performance
HDLV.DE vs. UBUR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, HDLV.DE achieves a 16.59% return, which is significantly higher than UBUR.DE's 10.56% return. Over the past 10 years, HDLV.DE has underperformed UBUR.DE with an annualized return of 6.38%, while UBUR.DE has yielded a comparatively higher 9.18% annualized return.
HDLV.DE
- 1D
- 0.63%
- 1M
- 3.21%
- 6M
- 14.46%
- YTD
- 16.59%
- 1Y
- 17.19%
- 3Y*
- 10.30%
- 5Y*
- 8.35%
- 10Y*
- 6.38%
- ALL TIME*
- 6.86%
UBUR.DE
- 1D
- 1.02%
- 1M
- 3.63%
- 6M
- 10.11%
- YTD
- 10.56%
- 1Y
- 10.16%
- 3Y*
- 8.45%
- 5Y*
- 7.55%
- 10Y*
- 9.18%
- ALL TIME*
- 10.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| €778.38K | €756.30K | €815.43K | |
| €79.78K | €76.41K | €47.91K |
HDLV.DE vs. UBUR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HDLV.DE Invesco S&P 500 High Dividend Low Volatility UCITS ETF | 16.59% | -8.06% | 23.32% | -2.45% | 6.28% | 35.97% | -19.13% | 21.77% | -2.56% | -2.34% |
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 10.56% | -5.50% | 20.30% | 3.14% | -1.97% | 35.27% | -5.38% | 32.02% | 2.78% | 2.01% |
Correlation
The correlation between HDLV.DE and UBUR.DE is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2015 | 0.82 |
The correlation between HDLV.DE and UBUR.DE has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.
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Return for Risk
HDLV.DE vs. UBUR.DE — Risk / Return Rank
HDLV.DE
UBUR.DE
HDLV.DE vs. UBUR.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.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.DE | UBUR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.16 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.61 | 1.30 | +1.31 |
| Martin ratioReturn relative to average drawdown | 6.64 | 3.06 | +3.59 |
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Drawdowns
HDLV.DE vs. UBUR.DE - Drawdown Comparison
The maximum HDLV.DE drawdown since its inception was -39.21%, which is greater than UBUR.DE's maximum drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for HDLV.DE and UBUR.DE.
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Drawdown Indicators
| HDLV.DE | UBUR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.21% | -35.34% | -3.87% |
Max Drawdown (1Y)Largest decline over 1 year | -6.56% | -7.81% | +1.25% |
Max Drawdown (3Y)Largest decline over 3 years | -19.09% | -14.40% | -4.69% |
Max Drawdown (5Y)Largest decline over 5 years | -19.99% | -14.40% | -5.59% |
Max Drawdown (10Y)Largest decline over 10 years | -39.21% | -35.34% | -3.87% |
Current DrawdownCurrent decline from peak | 0.00% | -2.33% | +2.33% |
Average DrawdownAverage peak-to-trough decline | -8.67% | -5.82% | -2.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 3.32% | -0.74% |
Volatility
HDLV.DE vs. UBUR.DE - Volatility Comparison
The current volatility for Invesco S&P 500 High Dividend Low Volatility UCITS ETF (HDLV.DE) is 3.85%, while UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) has a volatility of 4.10%. This indicates that HDLV.DE experiences smaller price fluctuations and is considered to be less risky than UBUR.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.DE | UBUR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.85% | 4.10% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 8.29% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.17% | 10.75% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.60% | 12.49% | +1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.12% | 14.17% | +2.95% |
HDLV.DE vs. UBUR.DE - Expense Ratio Comparison
HDLV.DE has a 0.30% expense ratio, which is higher than UBUR.DE's 0.18% expense ratio.
Dividends
HDLV.DE vs. UBUR.DE - Dividend Comparison
HDLV.DE's dividend yield for the trailing twelve months is around 3.36%, more than UBUR.DE's 1.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDLV.DE Invesco S&P 500 High Dividend Low Volatility UCITS ETF | 3.36% | 4.01% | 3.43% | 4.14% | 3.60% | 3.24% | 4.64% | 3.68% | 3.70% | 3.22% | 2.93% | 1.86% |
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 1.71% | 2.04% | 1.57% | 1.52% | 1.37% | 1.09% | 1.84% | 1.58% | 1.66% | 1.70% | 1.45% | 0.00% |
Frequently Asked Questions
HDLV.DE and UBUR.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UBUR.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UBUR.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for HDLV.DE.
HDLV.DE is categorized as Dividend, while UBUR.DE is Low Volatility. HDLV.DE tracks S&P 500 Low Volatility High Dividend Net Total Return Index, while UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted. They also come from different issuers: Invesco and UBS. Their fees differ too: 0.30% for HDLV.DE and 0.18% for UBUR.DE.
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