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IBC3.DE vs. EHDL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBC3.DE vs. EHDL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI Emerging Markets IMI UCITS ETF (IBC3.DE) and Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.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, IBC3.DE achieves a 19.60% return, which is significantly higher than EHDL.DE's 12.16% return.


IBC3.DE

1D
-0.48%
1M
-5.80%
6M
12.05%
YTD
19.60%
1Y
32.30%
3Y*
18.04%
5Y*
7.44%
10Y*

EHDL.DE

1D
0.63%
1M
2.53%
6M
7.80%
YTD
12.16%
1Y
22.69%
3Y*
13.73%
5Y*
7.13%
10Y*
6.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBC3.DE vs. EHDL.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IBC3.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF
19.60%17.06%13.96%7.10%-13.77%6.90%7.20%21.13%-27.74%
EHDL.DE
Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF
12.16%12.82%8.32%6.17%-10.93%22.11%-15.54%19.11%-4.08%

Correlation

The correlation between IBC3.DE and EHDL.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.65

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

0.65

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2018

0.69

Over the past year, the correlation between IBC3.DE and EHDL.DE has dropped to 0.48 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

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Return for Risk

IBC3.DE vs. EHDL.DE — Risk / Return Rank

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

IBC3.DE
IBC3.DE Risk / Return Rank: 6161
Overall Rank
IBC3.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IBC3.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
IBC3.DE Omega Ratio Rank: 5656
Omega Ratio Rank
IBC3.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
IBC3.DE Martin Ratio Rank: 6565
Martin Ratio Rank

EHDL.DE
EHDL.DE Risk / Return Rank: 8383
Overall Rank
EHDL.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EHDL.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
EHDL.DE Omega Ratio Rank: 8080
Omega Ratio Rank
EHDL.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
EHDL.DE Martin Ratio Rank: 8080
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.

IBC3.DE vs. EHDL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Emerging Markets IMI UCITS ETF (IBC3.DE) and Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.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.


IBC3.DEEHDL.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.27

1.36

-0.08

Calmar ratioReturn relative to maximum drawdown

2.96

4.29

-1.33

Martin ratioReturn relative to average drawdown

8.92

11.28

-2.36

IBC3.DE vs. EHDL.DE - Sharpe Ratio Comparison

The current IBC3.DE Sharpe Ratio is 1.48, which is comparable to the EHDL.DE Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of IBC3.DE and EHDL.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

IBC3.DE vs. EHDL.DE - Drawdown Comparison

The maximum IBC3.DE drawdown since its inception was -40.21%, which is greater than EHDL.DE's maximum drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for IBC3.DE and EHDL.DE.


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Drawdown Indicators


IBC3.DEEHDL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.21%

-36.13%

-4.08%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-5.26%

-5.61%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

-14.85%

-4.21%

Max Drawdown (5Y)

Largest decline over 5 years

-22.10%

-18.80%

-3.30%

Max Drawdown (10Y)

Largest decline over 10 years

-36.13%

Current Drawdown

Current decline from peak

-10.06%

-1.03%

-9.03%

Average Drawdown

Average peak-to-trough decline

-12.90%

-9.08%

-3.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

2.01%

+1.60%

Volatility

IBC3.DE vs. EHDL.DE - Volatility Comparison

iShares Core MSCI Emerging Markets IMI UCITS ETF (IBC3.DE) has a higher volatility of 8.55% compared to Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) at 3.05%. This indicates that IBC3.DE's price experiences larger fluctuations and is considered to be riskier than EHDL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBC3.DEEHDL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.55%

3.05%

+5.50%

Volatility (6M)

Calculated over the trailing 6-month period

19.51%

8.07%

+11.44%

Volatility (1Y)

Calculated over the trailing 1-year period

21.83%

11.36%

+10.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.38%

13.60%

+3.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.02%

17.99%

+2.03%

IBC3.DE vs. EHDL.DE - Expense Ratio Comparison

IBC3.DE has a 0.18% expense ratio, which is lower than EHDL.DE's 0.49% expense ratio.


Dividends

IBC3.DE vs. EHDL.DE - Dividend Comparison

IBC3.DE's dividend yield for the trailing twelve months is around 1.69%, less than EHDL.DE's 4.74% yield.


PositionTTM2025202420232022202120202019201820172016
EHDL.DE
Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF
4.74%5.27%5.58%6.15%9.20%5.91%4.28%5.04%5.45%5.14%2.24%
IBC3.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF
1.69%1.97%2.22%2.52%3.25%1.84%1.81%2.30%1.79%0.00%0.00%

Frequently Asked Questions


IBC3.DE and EHDL.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBC3.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBC3.DE is cheaper with a 0.18% expense ratio, compared with 0.49% for EHDL.DE.

IBC3.DE tracks MSCI Emerging Markets Investable Market (IMI), while EHDL.DE tracks FTSE Emerging High Dividend Low Volatility Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.18% for IBC3.DE and 0.49% for EHDL.DE.

Portfolio Optimizer

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