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IGET.L vs. EUHD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

IGET.L vs. EUHD.L

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco Global Equity Income Trust plc (IGET.L) and PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L).

EUHD.L is a passively managed fund by Invesco that tracks the performance of the MSCI EMU NR EUR. It was launched on Jan 6, 2016.

Performance

IGET.L vs. EUHD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Global Equity Income Trust plc (IGET.L) and PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L). The values are adjusted to include any dividend payments, if applicable.

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IGET.L vs. EUHD.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IGET.L
Invesco Global Equity Income Trust plc		-3.50%23.30%14.06%15.32%-8.00%20.33%-4.57%17.98%-11.30%9.90%
EUHD.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS		7.12%42.88%5.23%11.37%-3.26%13.30%-13.39%11.53%-7.27%13.76%
Different Trading Currencies

IGET.L is traded in GBP, while EUHD.L is traded in GBp. To make them comparable, the EUHD.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGET.L achieves a -3.50% return, which is significantly lower than EUHD.L's 7.12% return. Over the past 10 years, IGET.L has underperformed EUHD.L with an annualized return of 8.46%, while EUHD.L has yielded a comparatively higher 9.18% annualized return.

IGET.L

1D
3.47%
1M
-6.04%
YTD
-3.50%
6M
-3.49%
1Y
9.52%
3Y*
14.62%
5Y*
11.19%
10Y*
8.46%

EUHD.L

1D
1.65%
1M
-0.88%
YTD
7.12%
6M
12.95%
1Y
30.57%
3Y*
19.76%
5Y*
13.40%
10Y*
9.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco Global Equity Income Trust plc

PowerShares EURO STOXX High Dividend Low Volatility UCITS

Often compared with IGET.L:
IGET.L vs. TW.LIGET.L vs. UUGRYIGET.L vs. JGGI.LIGET.L vs. WINC.ASIGET.L vs. ISF.LIGET.L vs. MAINIGET.L vs. TDGB.L
Often compared with EUHD.L:
EUHD.L vs. XDAX.LEUHD.L vs. H50E.LEUHD.L vs. LDEG.LEUHD.L vs. HDEM.LEUHD.L vs. MVOL.LEUHD.L vs. SCHDEUHD.L vs. VHYL.AS

Return for Risk

IGET.L vs. EUHD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IGET.L
IGET.L Risk / Return Rank: 5252
Overall Rank
IGET.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IGET.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
IGET.L Omega Ratio Rank: 4848
Omega Ratio Rank
IGET.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
IGET.L Martin Ratio Rank: 5959
Martin Ratio Rank
EUHD.L
EUHD.L Risk / Return Rank: 9494
Overall Rank
EUHD.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EUHD.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
EUHD.L Omega Ratio Rank: 9494
Omega Ratio Rank
EUHD.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
EUHD.L Martin Ratio Rank: 9393
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.

IGET.L vs. EUHD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Equity Income Trust plc (IGET.L) and PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L). 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.

IGET.LEUHD.LDifference

Sharpe ratio

Return per unit of total volatility

0.38

2.40

-2.02

Sortino ratio

Return per unit of downside risk

0.73

2.96

-2.23

Omega ratio

Gain probability vs. loss probability

1.10

1.46

-0.36

Calmar ratio

Return relative to maximum drawdown

0.53

4.23

-3.69

Martin ratio

Return relative to average drawdown

1.89

14.29

-12.40

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IGET.L vs. EUHD.L - Sharpe Ratio Comparison

The current IGET.L Sharpe Ratio is 0.38, which is lower than the EUHD.L Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of IGET.L and EUHD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

IGET.LEUHD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

2.40

-2.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.98

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.59

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.62

-0.13

Correlation

The correlation between IGET.L and EUHD.L is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

IGET.L vs. EUHD.L - Dividend Comparison

IGET.L's dividend yield for the trailing twelve months is around 0.04%, less than EUHD.L's 4.03% yield.

TTM20252024202320222021202020192018201720162015
IGET.L
Invesco Global Equity Income Trust plc		0.04%0.04%0.03%0.03%0.03%0.03%0.03%0.03%0.04%0.03%0.03%0.03%
EUHD.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS		4.03%4.61%5.86%5.50%5.44%4.28%3.06%4.66%4.34%3.41%3.51%0.00%

Drawdowns

IGET.L vs. EUHD.L - Drawdown Comparison

The maximum IGET.L drawdown since its inception was -37.04%, roughly equal to the maximum EUHD.L drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for IGET.L and EUHD.L.

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Drawdown Indicators

IGET.LEUHD.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.04%

-35.97%

-1.07%

Max Drawdown (1Y)

Largest decline over 1 year

-15.35%

-8.03%

-7.32%

Max Drawdown (5Y)

Largest decline over 5 years

-17.51%

-19.82%

+2.31%

Max Drawdown (10Y)

Largest decline over 10 years

-33.41%

-35.97%

+2.56%

Current Drawdown

Current decline from peak

-8.44%

-1.69%

-6.75%

Average Drawdown

Average peak-to-trough decline

-6.34%

-5.37%

-0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

2.21%

+2.13%

Volatility

IGET.L vs. EUHD.L - Volatility Comparison

Invesco Global Equity Income Trust plc (IGET.L) has a higher volatility of 8.91% compared to PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L) at 4.50%. This indicates that IGET.L's price experiences larger fluctuations and is considered to be riskier than EUHD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IGET.LEUHD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.91%

4.50%

+4.41%

Volatility (6M)

Calculated over the trailing 6-month period

14.83%

8.32%

+6.51%

Volatility (1Y)

Calculated over the trailing 1-year period

25.01%

12.70%

+12.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.52%

13.69%

+3.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.74%

15.56%

-0.82%