IBCK.DE vs. EHDV.DE
IBCK.DE (iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)) and EHDV.DE (Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist) are both exchange-traded funds - IBCK.DE is a S&P 500 fund tracking the S&P 500 Minimum Volatility, while EHDV.DE is a Large Cap Value Equities fund tracking the EURO iSTOXX High Dividend Low Volatility 50 Index. Both are passively managed. Over the past 10 years, IBCK.DE returned 10.32%/yr vs 6.45%/yr for EHDV.DE. At a 0.45 correlation, their price movements are largely independent. IBCK.DE charges 0.20%/yr vs 0.30%/yr for EHDV.DE.
Performance
IBCK.DE vs. EHDV.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IBCK.DE achieves a 5.14% return, which is significantly lower than EHDV.DE's 10.18% return. Over the past 10 years, IBCK.DE has outperformed EHDV.DE with an annualized return of 10.32%, while EHDV.DE has yielded a comparatively lower 6.45% annualized return.
IBCK.DE
- 1D
- 0.27%
- 1M
- 4.61%
- YTD
- 5.14%
- 6M
- 5.32%
- 1Y
- 9.77%
- 3Y*
- 10.94%
- 5Y*
- 9.91%
- 10Y*
- 10.32%
EHDV.DE
- 1D
- -0.10%
- 1M
- -0.40%
- YTD
- 10.18%
- 6M
- 12.28%
- 1Y
- 20.81%
- 3Y*
- 20.12%
- 5Y*
- 12.73%
- 10Y*
- 6.45%
IBCK.DE vs. EHDV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBCK.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) | 5.14% | -0.69% | 25.61% | 6.20% | -6.04% | 35.73% | -2.18% | 34.85% | -1.47% | 2.29% |
EHDV.DE Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist | 10.18% | 36.57% | 9.85% | 13.76% | -9.06% | 21.20% | -18.40% | 13.72% | -12.46% | 6.15% |
Correlation
The correlation between IBCK.DE and EHDV.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2016 | 0.45 |
The correlation between IBCK.DE and EHDV.DE shifts across timeframes, from 0.24 (3 years) to 0.45 (10 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IBCK.DE vs. EHDV.DE — Risk / Return Rank
IBCK.DE
EHDV.DE
IBCK.DE vs. EHDV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) and Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.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.
| IBCK.DE | EHDV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.37 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 3.40 | -1.57 |
| Martin ratioReturn relative to average drawdown | 5.31 | 11.10 | -5.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IBCK.DE | EHDV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 2.01 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.93 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.40 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.45 | +0.43 |
Drawdowns
IBCK.DE vs. EHDV.DE - Drawdown Comparison
The maximum IBCK.DE drawdown since its inception was -33.11%, smaller than the maximum EHDV.DE drawdown of -41.47%. Use the drawdown chart below to compare losses from any high point for IBCK.DE and EHDV.DE.
Loading charts...
Drawdown Indicators
| IBCK.DE | EHDV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.11% | -41.47% | +8.36% |
Max Drawdown (1Y)Largest decline over 1 year | -5.08% | -6.10% | +1.02% |
Max Drawdown (3Y)Largest decline over 3 years | -17.55% | -12.94% | -4.61% |
Max Drawdown (5Y)Largest decline over 5 years | -17.55% | -22.55% | +5.00% |
Max Drawdown (10Y)Largest decline over 10 years | -33.11% | -41.47% | +8.36% |
Current DrawdownCurrent decline from peak | -0.47% | -2.74% | +2.27% |
Average DrawdownAverage peak-to-trough decline | -4.50% | -7.88% | +3.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 1.87% | -0.12% |
Volatility
IBCK.DE vs. EHDV.DE - Volatility Comparison
The current volatility for iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) is 2.26%, while Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) has a volatility of 2.89%. This indicates that IBCK.DE experiences smaller price fluctuations and is considered to be less risky than EHDV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IBCK.DE | EHDV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.26% | 2.89% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 5.71% | 7.95% | -2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.73% | 10.31% | -1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.37% | 13.50% | -1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.02% | 15.86% | -1.84% |
IBCK.DE vs. EHDV.DE - Expense Ratio Comparison
IBCK.DE has a 0.20% expense ratio, which is lower than EHDV.DE's 0.30% expense ratio.
Dividends
IBCK.DE vs. EHDV.DE - Dividend Comparison
IBCK.DE has not paid dividends to shareholders, while EHDV.DE's dividend yield for the trailing twelve months is around 3.98%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EHDV.DE Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist | 3.98% | 4.70% | 5.79% | 5.57% | 5.62% | 4.18% | 2.66% |
IBCK.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IBCK.DE and EHDV.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IBCK.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBCK.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for EHDV.DE.
IBCK.DE is categorized as S&P 500, while EHDV.DE is Large Cap Value Equities. IBCK.DE tracks S&P 500 Minimum Volatility, while EHDV.DE tracks EURO iSTOXX High Dividend Low Volatility 50 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for IBCK.DE and 0.30% for EHDV.DE.
Find the right allocation for IBCK.DE and EHDV.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer