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IMVU.L vs. HDEU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMVU.L vs. HDEU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) (IMVU.L) and PowerShares EURO STOXX High Dividend Low Volatility UCITS (HDEU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IMVU.L achieves a 6.00% return, which is significantly lower than HDEU.L's 12.28% return.


IMVU.L

1D
0.29%
1M
0.33%
6M
4.76%
YTD
6.00%
1Y
10.14%
3Y*
12.66%
5Y*
10Y*

HDEU.L

1D
0.65%
1M
1.57%
6M
10.90%
YTD
12.28%
1Y
24.22%
3Y*
22.73%
5Y*
12.96%
10Y*
9.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMVU.L vs. HDEU.L - Yearly Performance Comparison


Correlation

The correlation between IMVU.L and HDEU.L is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.76

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

0.80

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2023

0.80

The correlation between IMVU.L and HDEU.L has been stable across timeframes, ranging from 0.76 to 0.80 - a consistent structural relationship.

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Return for Risk

IMVU.L vs. HDEU.L — Risk / Return Rank

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

IMVU.L
IMVU.L Risk / Return Rank: 2727
Overall Rank
IMVU.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IMVU.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
IMVU.L Omega Ratio Rank: 2727
Omega Ratio Rank
IMVU.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
IMVU.L Martin Ratio Rank: 2626
Martin Ratio Rank

HDEU.L
HDEU.L Risk / Return Rank: 8989
Overall Rank
HDEU.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
HDEU.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
HDEU.L Omega Ratio Rank: 8989
Omega Ratio Rank
HDEU.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
HDEU.L Martin Ratio Rank: 8585
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.

IMVU.L vs. HDEU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) (IMVU.L) and PowerShares EURO STOXX High Dividend Low Volatility UCITS (HDEU.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.

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.


IMVU.LHDEU.LDifference
Sharpe ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.16

1.35

-0.19

Calmar ratioReturn relative to maximum drawdown

1.05

3.16

-2.12

Martin ratioReturn relative to average drawdown

2.80

9.68

-6.88

IMVU.L vs. HDEU.L - Sharpe Ratio Comparison

The current IMVU.L Sharpe Ratio is 0.84, which is lower than the HDEU.L Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of IMVU.L and HDEU.L, 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

IMVU.L vs. HDEU.L - Drawdown Comparison

The maximum IMVU.L drawdown since its inception was -10.74%, smaller than the maximum HDEU.L drawdown of -43.22%. Use the drawdown chart below to compare losses from any high point for IMVU.L and HDEU.L.


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Drawdown Indicators


IMVU.LHDEU.LDifference

Max Drawdown

Largest peak-to-trough decline

-10.74%

-43.22%

+32.48%

Max Drawdown (1Y)

Largest decline over 1 year

-9.02%

-7.63%

-1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-10.42%

-12.97%

+2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-34.14%

Max Drawdown (10Y)

Largest decline over 10 years

-43.22%

Current Drawdown

Current decline from peak

-3.61%

0.00%

-3.61%

Average Drawdown

Average peak-to-trough decline

-2.83%

-8.75%

+5.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

2.50%

+0.88%

Volatility

IMVU.L vs. HDEU.L - Volatility Comparison

iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) (IMVU.L) and PowerShares EURO STOXX High Dividend Low Volatility UCITS (HDEU.L) have volatilities of 3.52% and 3.67%, 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


IMVU.LHDEU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.52%

3.67%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.47%

9.82%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

11.27%

12.52%

-1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.14%

17.18%

-5.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.14%

17.83%

-5.69%

IMVU.L vs. HDEU.L - Expense Ratio Comparison

IMVU.L has a 0.25% expense ratio, which is lower than HDEU.L's 0.30% expense ratio.


Dividends

IMVU.L vs. HDEU.L - Dividend Comparison

IMVU.L has not paid dividends to shareholders, while HDEU.L's dividend yield for the trailing twelve months is around 3.66%.


PositionTTM2025202420232022202120202019201820172016
HDEU.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS
3.66%4.71%5.78%5.56%5.60%4.21%3.04%4.50%4.38%3.44%3.59%
IMVU.L
iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IMVU.L and HDEU.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IMVU.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IMVU.L is cheaper with a 0.25% expense ratio, compared with 0.30% for HDEU.L.

IMVU.L tracks iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc), while HDEU.L tracks MSCI EMU NR EUR. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.25% for IMVU.L and 0.30% for HDEU.L.

Portfolio Optimizer

Find the right allocation for IMVU.L and HDEU.L

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