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

Performance

HDLV.DE vs. WTDM.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 WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.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 12.89% return, which is significantly higher than WTDM.DE's 9.19% return. Over the past 10 years, HDLV.DE has underperformed WTDM.DE with an annualized return of 6.48%, while WTDM.DE has yielded a comparatively higher 13.27% annualized return.


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%

WTDM.DE

1D
0.40%
1M
1.44%
6M
9.74%
YTD
9.19%
1Y
17.64%
3Y*
13.05%
5Y*
12.16%
10Y*
13.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
HDLV.DE
Invesco S&P 500 High Dividend Low Volatility UCITS ETF
12.89%-8.06%23.32%-2.45%6.28%35.97%-19.13%21.77%-2.56%-2.34%
WTDM.DE
WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc
9.19%0.90%24.88%14.95%-3.38%36.01%2.42%32.88%-2.37%11.34%

Correlation

The correlation between HDLV.DE and WTDM.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.47

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

0.62

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

0.69

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2016

0.68

Over the past year, the correlation between HDLV.DE and WTDM.DE has dropped to 0.38 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

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Return for Risk

HDLV.DE vs. WTDM.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

WTDM.DE
WTDM.DE Risk / Return Rank: 7171
Overall Rank
WTDM.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
WTDM.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
WTDM.DE Omega Ratio Rank: 6969
Omega Ratio Rank
WTDM.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
WTDM.DE Martin Ratio Rank: 7575
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. WTDM.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 WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.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.DEWTDM.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.21

1.33

-0.12

Calmar ratioReturn relative to maximum drawdown

2.13

3.21

-1.08

Martin ratioReturn relative to average drawdown

5.44

11.39

-5.95

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

The current HDLV.DE Sharpe Ratio is 1.28, which is comparable to the WTDM.DE Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of HDLV.DE and WTDM.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. WTDM.DE - Drawdown Comparison

The maximum HDLV.DE drawdown since its inception was -39.21%, which is greater than WTDM.DE's maximum drawdown of -31.18%. Use the drawdown chart below to compare losses from any high point for HDLV.DE and WTDM.DE.


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Drawdown Indicators


HDLV.DEWTDM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.21%

-31.18%

-8.03%

Max Drawdown (1Y)

Largest decline over 1 year

-6.56%

-5.46%

-1.10%

Max Drawdown (3Y)

Largest decline over 3 years

-19.09%

-20.58%

+1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-19.99%

-20.58%

+0.59%

Max Drawdown (10Y)

Largest decline over 10 years

-39.21%

-31.18%

-8.03%

Current Drawdown

Current decline from peak

-2.47%

-0.06%

-2.41%

Average Drawdown

Average peak-to-trough decline

-8.71%

-4.56%

-4.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

1.55%

+1.03%

Volatility

HDLV.DE vs. WTDM.DE - Volatility Comparison

Invesco S&P 500 High Dividend Low Volatility UCITS ETF (HDLV.DE) has a higher volatility of 3.52% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) at 2.37%. This indicates that HDLV.DE's price experiences larger fluctuations and is considered to be riskier than WTDM.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.DEWTDM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.52%

2.37%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

8.46%

6.63%

+1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

10.99%

9.93%

+1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.60%

13.55%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.10%

16.08%

+1.02%

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

HDLV.DE has a 0.30% expense ratio, which is higher than WTDM.DE's 0.28% expense ratio.


Dividends

HDLV.DE vs. WTDM.DE - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
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%
WTDM.DE
WisdomTree US Quality Dividend Growth UCITS ETF - USD 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%

Frequently Asked Questions


HDLV.DE and WTDM.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WTDM.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WTDM.DE is cheaper with a 0.28% expense ratio, compared with 0.30% for HDLV.DE.

HDLV.DE tracks S&P 500 Low Volatility High Dividend Net Total Return Index, while WTDM.DE tracks WisdomTree U.S. Quality Dividend Growth Index. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.30% for HDLV.DE and 0.28% for WTDM.DE.

Portfolio Optimizer

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