IS3N.DE vs. EHDL.DE
IS3N.DE (iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)) and EHDL.DE (Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF) are both Emerging Markets Equities funds - IS3N.DE tracks the MSCI Emerging Markets Investable Market Index (IMI) while EHDL.DE tracks the FTSE Emerging High Dividend Low Volatility Index. Both are passively managed. Over the past 10 years, IS3N.DE returned 8.85%/yr vs 6.10%/yr for EHDL.DE. A 0.72 correlation means they provide meaningful diversification when combined. IS3N.DE charges 0.18%/yr vs 0.49%/yr for EHDL.DE.
Performance
IS3N.DE vs. EHDL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3N.DE achieves a 21.93% return, which is significantly higher than EHDL.DE's 12.21% return. Over the past 10 years, IS3N.DE has outperformed EHDL.DE with an annualized return of 8.85%, while EHDL.DE has yielded a comparatively lower 6.10% annualized return.
IS3N.DE
- 1D
- -0.30%
- 1M
- -4.79%
- 6M
- 14.75%
- YTD
- 21.93%
- 1Y
- 36.45%
- 3Y*
- 18.54%
- 5Y*
- 7.88%
- 10Y*
- 8.85%
EHDL.DE
- 1D
- -0.20%
- 1M
- 1.47%
- 6M
- 8.34%
- YTD
- 12.21%
- 1Y
- 23.70%
- 3Y*
- 13.52%
- 5Y*
- 7.13%
- 10Y*
- 6.10%
IS3N.DE vs. EHDL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3N.DE iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 21.93% | 17.14% | 13.88% | 7.20% | -13.85% | 7.09% | 7.07% | 20.99% | -11.06% | 20.43% |
EHDL.DE Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF | 12.21% | 12.82% | 8.32% | 6.17% | -10.93% | 22.11% | -15.54% | 19.11% | -2.44% | 9.35% |
Correlation
The correlation between IS3N.DE and EHDL.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since May 27, 2016 | 0.72 |
The correlation between IS3N.DE and EHDL.DE shifts across timeframes, from 0.55 (1 year) to 0.72 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
IS3N.DE vs. EHDL.DE — Risk / Return Rank
IS3N.DE
EHDL.DE
IS3N.DE vs. EHDL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) and Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.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.
| IS3N.DE | EHDL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.45 | 4.48 | -1.04 |
| Martin ratioReturn relative to average drawdown | 10.72 | 11.80 | -1.08 |
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Drawdowns
IS3N.DE vs. EHDL.DE - Drawdown Comparison
The maximum IS3N.DE drawdown since its inception was -35.06%, roughly equal to the maximum EHDL.DE drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for IS3N.DE and EHDL.DE.
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Drawdown Indicators
| IS3N.DE | EHDL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.06% | -36.13% | +1.07% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -5.26% | -5.26% |
Max Drawdown (3Y)Largest decline over 3 years | -19.18% | -14.85% | -4.33% |
Max Drawdown (5Y)Largest decline over 5 years | -21.99% | -18.80% | -3.19% |
Max Drawdown (10Y)Largest decline over 10 years | -32.51% | -36.13% | +3.62% |
Current DrawdownCurrent decline from peak | -7.75% | -0.99% | -6.76% |
Average DrawdownAverage peak-to-trough decline | -9.23% | -9.09% | -0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 2.00% | +1.39% |
Volatility
IS3N.DE vs. EHDL.DE - Volatility Comparison
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) has a higher volatility of 8.26% compared to Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) at 3.21%. This indicates that IS3N.DE's price experiences larger fluctuations and is considered to be riskier than EHDL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS3N.DE | EHDL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.26% | 3.21% | +5.05% |
Volatility (6M)Calculated over the trailing 6-month period | 17.21% | 8.05% | +9.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.58% | 11.34% | +8.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.70% | 13.60% | +3.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 17.99% | +0.19% |
IS3N.DE vs. EHDL.DE - Expense Ratio Comparison
IS3N.DE has a 0.18% expense ratio, which is lower than EHDL.DE's 0.49% expense ratio.
Dividends
IS3N.DE vs. EHDL.DE - Dividend Comparison
IS3N.DE has not paid dividends to shareholders, while EHDL.DE's dividend yield for the trailing twelve months is around 4.74%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EHDL.DE Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF | 4.74% | 5.27% | 5.58% | 6.15% | 9.20% | 5.91% | 4.28% | 5.04% | 5.45% | 5.14% | 2.24% |
IS3N.DE iShares Core MSCI Emerging Markets IMI UCITS ETF (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
IS3N.DE and EHDL.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS3N.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3N.DE is cheaper with a 0.18% expense ratio, compared with 0.49% for EHDL.DE.
IS3N.DE tracks MSCI Emerging Markets Investable Market Index (IMI), while EHDL.DE tracks FTSE Emerging High Dividend Low Volatility Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.18% for IS3N.DE and 0.49% for EHDL.DE.
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