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IQQA.DE vs. HDLV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQA.DE vs. HDLV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Dividend UCITS ETF (IQQA.DE) and Invesco S&P 500 High Dividend Low Volatility UCITS ETF (HDLV.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, IQQA.DE achieves a 12.44% return, which is significantly lower than HDLV.DE's 13.82% return. Over the past 10 years, IQQA.DE has outperformed HDLV.DE with an annualized return of 7.93%, while HDLV.DE has yielded a comparatively lower 6.14% annualized return.


IQQA.DE

1D
0.31%
1M
2.13%
6M
11.36%
YTD
12.44%
1Y
24.06%
3Y*
21.44%
5Y*
10.35%
10Y*
7.93%

HDLV.DE

1D
0.71%
1M
3.67%
6M
10.54%
YTD
13.82%
1Y
14.93%
3Y*
10.95%
5Y*
7.83%
10Y*
6.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQA.DE vs. HDLV.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQA.DE
iShares Euro Dividend UCITS ETF
12.44%42.54%7.97%4.19%-13.42%23.42%-17.75%22.61%-11.41%10.01%
HDLV.DE
Invesco S&P 500 High Dividend Low Volatility UCITS ETF
13.82%-8.06%23.32%-2.45%6.28%35.97%-19.13%21.77%-2.56%-2.34%

Correlation

The correlation between IQQA.DE and HDLV.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.29

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

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.47

Correlation (All Time)
Calculated using the full available price history since May 11, 2015

0.50

Over the past year, the correlation between IQQA.DE and HDLV.DE has dropped to 0.21 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

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Return for Risk

IQQA.DE vs. HDLV.DE — Risk / Return Rank

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

IQQA.DE
IQQA.DE Risk / Return Rank: 7676
Overall Rank
IQQA.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IQQA.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
IQQA.DE Omega Ratio Rank: 8080
Omega Ratio Rank
IQQA.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
IQQA.DE Martin Ratio Rank: 6565
Martin Ratio Rank

HDLV.DE
HDLV.DE Risk / Return Rank: 4646
Overall Rank
HDLV.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
HDLV.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
HDLV.DE Omega Ratio Rank: 4040
Omega Ratio Rank
HDLV.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
HDLV.DE Martin Ratio Rank: 4343
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.

IQQA.DE vs. HDLV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Dividend UCITS ETF (IQQA.DE) and Invesco S&P 500 High Dividend Low Volatility UCITS ETF (HDLV.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.


IQQA.DEHDLV.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.38

1.22

+0.15

Calmar ratioReturn relative to maximum drawdown

3.06

2.27

+0.79

Martin ratioReturn relative to average drawdown

9.42

5.78

+3.64

IQQA.DE vs. HDLV.DE - Sharpe Ratio Comparison

The current IQQA.DE Sharpe Ratio is 2.04, which is higher than the HDLV.DE Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of IQQA.DE and HDLV.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

IQQA.DE vs. HDLV.DE - Drawdown Comparison

The maximum IQQA.DE drawdown since its inception was -71.63%, which is greater than HDLV.DE's maximum drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for IQQA.DE and HDLV.DE.


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Drawdown Indicators


IQQA.DEHDLV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-71.63%

-39.21%

-32.42%

Max Drawdown (1Y)

Largest decline over 1 year

-7.83%

-6.56%

-1.27%

Max Drawdown (3Y)

Largest decline over 3 years

-12.88%

-19.09%

+6.21%

Max Drawdown (5Y)

Largest decline over 5 years

-24.68%

-19.99%

-4.69%

Max Drawdown (10Y)

Largest decline over 10 years

-42.23%

-39.21%

-3.02%

Current Drawdown

Current decline from peak

0.00%

-1.67%

+1.67%

Average Drawdown

Average peak-to-trough decline

-23.49%

-8.69%

-14.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.58%

-0.03%

Volatility

IQQA.DE vs. HDLV.DE - Volatility Comparison

The current volatility for iShares Euro Dividend UCITS ETF (IQQA.DE) is 3.11%, while Invesco S&P 500 High Dividend Low Volatility UCITS ETF (HDLV.DE) has a volatility of 3.74%. This indicates that IQQA.DE experiences smaller price fluctuations and is considered to be less risky than HDLV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQA.DEHDLV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.11%

3.74%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

9.64%

8.69%

+0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

11.75%

11.17%

+0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.74%

13.63%

+1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

17.11%

-0.21%

IQQA.DE vs. HDLV.DE - Expense Ratio Comparison

IQQA.DE has a 0.40% expense ratio, which is higher than HDLV.DE's 0.30% expense ratio.


Dividends

IQQA.DE vs. HDLV.DE - Dividend Comparison

IQQA.DE's dividend yield for the trailing twelve months is around 4.42%, more than HDLV.DE's 3.44% yield.


PositionTTM20252024202320222021202020192018201720162015
HDLV.DE
Invesco S&P 500 High Dividend Low Volatility UCITS ETF
3.44%4.01%3.43%4.14%3.60%3.24%4.64%3.68%3.70%3.22%2.93%1.86%
IQQA.DE
iShares Euro Dividend UCITS ETF
4.42%4.35%5.87%5.83%5.26%3.68%3.54%4.81%4.81%3.90%3.96%3.98%

Frequently Asked Questions


IQQA.DE and HDLV.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HDLV.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HDLV.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for IQQA.DE.

IQQA.DE tracks EURO STOXX® Select Dividend 30, while HDLV.DE tracks S&P 500 Low Volatility High Dividend Net Total Return Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.40% for IQQA.DE and 0.30% for HDLV.DE.

Portfolio Optimizer

Find the right allocation for IQQA.DE and HDLV.DE

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