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IGF vs. EHDV.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGF vs. EHDV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Infrastructure ETF (IGF) and Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE). The values are adjusted to include any dividend payments, if applicable.

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IGF vs. EHDV.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGF
iShares Global Infrastructure ETF
9.55%21.31%14.81%6.14%-1.26%11.57%-6.50%25.82%-9.95%19.31%
EHDV.DE
Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist
5.70%54.17%3.57%17.35%-14.07%11.64%-11.60%11.32%-16.58%21.16%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, IGF achieves a 9.55% return, which is significantly higher than EHDV.DE's 5.70% return. Over the past 10 years, IGF has outperformed EHDV.DE with an annualized return of 8.84%, while EHDV.DE has yielded a comparatively lower 6.55% annualized return.


IGF

1D
0.33%
1M
-2.57%
YTD
9.55%
6M
11.40%
1Y
26.48%
3Y*
15.89%
5Y*
11.45%
10Y*
8.84%

EHDV.DE

1D
1.91%
1M
-1.60%
YTD
5.70%
6M
12.02%
1Y
34.96%
3Y*
22.71%
5Y*
12.48%
10Y*
6.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGF vs. EHDV.DE - Expense Ratio Comparison

IGF has a 0.39% expense ratio, which is higher than EHDV.DE's 0.30% expense ratio.


Return for Risk

IGF vs. EHDV.DE — Risk / Return Rank

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

IGF
IGF Risk / Return Rank: 9292
Overall Rank
IGF Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IGF Sortino Ratio Rank: 9292
Sortino Ratio Rank
IGF Omega Ratio Rank: 9292
Omega Ratio Rank
IGF Calmar Ratio Rank: 9090
Calmar Ratio Rank
IGF Martin Ratio Rank: 9494
Martin Ratio Rank

EHDV.DE
EHDV.DE Risk / Return Rank: 8787
Overall Rank
EHDV.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
EHDV.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
EHDV.DE Omega Ratio Rank: 9090
Omega Ratio Rank
EHDV.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
EHDV.DE Martin Ratio Rank: 8888
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.

IGF vs. EHDV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure ETF (IGF) 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.


IGFEHDV.DEDifference

Sharpe ratio

Return per unit of total volatility

2.09

2.19

-0.10

Sortino ratio

Return per unit of downside risk

2.76

2.77

-0.01

Omega ratio

Gain probability vs. loss probability

1.42

1.44

-0.01

Calmar ratio

Return relative to maximum drawdown

3.10

3.30

-0.20

Martin ratio

Return relative to average drawdown

15.49

13.19

+2.30

IGF vs. EHDV.DE - Sharpe Ratio Comparison

The current IGF Sharpe Ratio is 2.09, which is comparable to the EHDV.DE Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of IGF and EHDV.DE, 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


IGFEHDV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

2.19

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.72

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.35

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.40

-0.16

Correlation

The correlation between IGF and EHDV.DE is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IGF vs. EHDV.DE - Dividend Comparison

IGF's dividend yield for the trailing twelve months is around 2.94%, less than EHDV.DE's 4.10% yield.


TTM20252024202320222021202020192018201720162015
IGF
iShares Global Infrastructure ETF
2.94%3.23%3.21%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%
EHDV.DE
Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist
4.10%4.70%5.79%5.57%5.62%4.18%1.36%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IGF vs. EHDV.DE - Drawdown Comparison

The maximum IGF drawdown since its inception was -58.33%, which is greater than EHDV.DE's maximum drawdown of -48.10%. Use the drawdown chart below to compare losses from any high point for IGF and EHDV.DE.


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Drawdown Indicators


IGFEHDV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-58.33%

-41.47%

-16.86%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-10.93%

+2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-20.83%

-22.55%

+1.72%

Max Drawdown (10Y)

Largest decline over 10 years

-42.11%

-41.47%

-0.64%

Current Drawdown

Current decline from peak

-3.10%

-1.26%

-1.84%

Average Drawdown

Average peak-to-trough decline

-11.95%

-8.43%

-3.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

2.18%

-0.43%

Volatility

IGF vs. EHDV.DE - Volatility Comparison

The current volatility for iShares Global Infrastructure ETF (IGF) is 3.90%, while Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) has a volatility of 4.83%. This indicates that IGF 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.


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Volatility by Period


IGFEHDV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

4.83%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

7.33%

8.86%

-1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

12.73%

15.92%

-3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.89%

17.16%

-3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.80%

18.39%

-1.59%