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HDLV.L vs. QDVX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDLV.L vs. QDVX.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 Dist (HDLV.L) and iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HDLV.L is traded in USD, while QDVX.DE is traded in EUR. To make them comparable, the QDVX.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HDLV.L achieves a 8.12% return, which is significantly higher than QDVX.DE's 5.94% return.


HDLV.L

1D
-0.62%
1M
4.80%
YTD
8.12%
6M
8.21%
1Y
11.72%
3Y*
11.03%
5Y*
5.80%
10Y*
6.87%

QDVX.DE

1D
0.37%
1M
3.95%
YTD
5.94%
6M
7.20%
1Y
11.99%
3Y*
13.88%
5Y*
9.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HDLV.L vs. QDVX.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HDLV.L
Invesco S&P 500 High Dividend Low Volatility UCITS ETF Dist
8.12%3.58%16.39%1.20%0.44%24.81%-10.91%18.81%-7.12%7.16%
QDVX.DE
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
5.94%25.64%4.46%18.85%-4.73%9.47%-1.22%24.03%-10.89%7.10%

Correlation

The correlation between HDLV.L and QDVX.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.43

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

0.54

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2017

0.57

The correlation between HDLV.L and QDVX.DE shifts across timeframes, from 0.41 (1 year) to 0.57 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HDLV.L vs. QDVX.DE — Risk / Return Rank

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

HDLV.L
HDLV.L Risk / Return Rank: 3131
Overall Rank
HDLV.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
HDLV.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
HDLV.L Omega Ratio Rank: 2828
Omega Ratio Rank
HDLV.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
HDLV.L Martin Ratio Rank: 2828
Martin Ratio Rank

QDVX.DE
QDVX.DE Risk / Return Rank: 3030
Overall Rank
QDVX.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
QDVX.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
QDVX.DE Omega Ratio Rank: 2929
Omega Ratio Rank
QDVX.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
QDVX.DE Martin Ratio Rank: 3333
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.L vs. QDVX.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 Dist (HDLV.L) and iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.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.LQDVX.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.19

1.16

+0.02

Calmar ratioReturn relative to maximum drawdown

1.63

1.14

+0.49

Martin ratioReturn relative to average drawdown

3.75

3.72

+0.03

HDLV.L vs. QDVX.DE - Sharpe Ratio Comparison

The current HDLV.L Sharpe Ratio is 1.09, which is comparable to the QDVX.DE Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of HDLV.L and QDVX.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.L vs. QDVX.DE - Drawdown Comparison

The maximum HDLV.L drawdown since its inception was -41.00%, roughly equal to the maximum QDVX.DE drawdown of -39.78%. Use the drawdown chart below to compare losses from any high point for HDLV.L and QDVX.DE.


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Drawdown Indicators


HDLV.LQDVX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.00%

-39.78%

-1.22%

Max Drawdown (1Y)

Largest decline over 1 year

-7.16%

-10.46%

+3.30%

Max Drawdown (3Y)

Largest decline over 3 years

-14.56%

-12.80%

-1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-20.04%

-25.89%

+5.85%

Max Drawdown (10Y)

Largest decline over 10 years

-41.00%

Current Drawdown

Current decline from peak

-1.77%

-1.14%

-0.63%

Average Drawdown

Average peak-to-trough decline

-5.68%

-5.86%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

3.20%

-0.08%

Volatility

HDLV.L vs. QDVX.DE - Volatility Comparison

Invesco S&P 500 High Dividend Low Volatility UCITS ETF Dist (HDLV.L) and iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) have volatilities of 3.62% and 3.74%, 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.LQDVX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

3.74%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

7.87%

10.27%

-2.40%

Volatility (1Y)

Calculated over the trailing 1-year period

10.77%

13.18%

-2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.04%

16.04%

-2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.17%

17.31%

-1.14%

HDLV.L vs. QDVX.DE - Expense Ratio Comparison

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


Dividends

HDLV.L vs. QDVX.DE - Dividend Comparison

HDLV.L's dividend yield for the trailing twelve months is around 3.58%, more than QDVX.DE's 3.13% yield.


PositionTTM20252024202320222021202020192018201720162015
HDLV.L
Invesco S&P 500 High Dividend Low Volatility UCITS ETF Dist
3.58%3.91%3.54%4.04%3.56%3.37%4.35%3.69%3.79%3.07%3.07%1.89%
QDVX.DE
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
3.13%3.02%3.11%3.58%4.25%4.50%3.25%4.45%5.20%0.74%0.00%0.00%

Frequently Asked Questions


HDLV.L and QDVX.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

HDLV.L is categorized as S&P 500, while QDVX.DE is Europe Equities. HDLV.L tracks S&P 500 Low Volatility High Dividend Index, while QDVX.DE tracks MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.30% for HDLV.L and 0.28% for QDVX.DE.

Portfolio Optimizer

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