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

Performance

ISXF.L vs. EUHD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares GBP Corporate Bond ex-Financials UCITS ETF (ISXF.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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Different Trading Currencies

ISXF.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, ISXF.L achieves a -0.58% return, which is significantly lower than EUHD.L's 9.29% return. Over the past 10 years, ISXF.L has underperformed EUHD.L with an annualized return of 1.39%, while EUHD.L has yielded a comparatively higher 9.36% annualized return.


ISXF.L

1D
0.33%
1M
2.17%
YTD
-0.58%
6M
-0.21%
1Y
4.58%
3Y*
5.20%
5Y*
-1.41%
10Y*
1.39%

EUHD.L

1D
0.24%
1M
1.24%
YTD
9.29%
6M
11.09%
1Y
24.45%
3Y*
20.22%
5Y*
12.89%
10Y*
9.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ISXF.L
iShares GBP Corporate Bond ex-Financials UCITS ETF
-0.58%6.93%-0.18%8.72%-19.96%-4.01%8.54%11.27%-2.05%3.40%
EUHD.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS
9.29%42.88%5.23%11.37%-3.26%13.30%-13.39%11.53%-7.27%13.76%

Correlation

The correlation between ISXF.L and EUHD.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.30

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

0.23

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

0.13

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2016

0.12

The correlation between ISXF.L and EUHD.L shifts across timeframes, from 0.12 (all time) to 0.30 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

ISXF.L
ISXF.L Risk / Return Rank: 2323
Overall Rank
ISXF.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
ISXF.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
ISXF.L Omega Ratio Rank: 2323
Omega Ratio Rank
ISXF.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
ISXF.L Martin Ratio Rank: 2323
Martin Ratio Rank

EUHD.L
EUHD.L Risk / Return Rank: 6666
Overall Rank
EUHD.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
EUHD.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
EUHD.L Omega Ratio Rank: 6666
Omega Ratio Rank
EUHD.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
EUHD.L Martin Ratio Rank: 6666
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares GBP Corporate Bond ex-Financials UCITS ETF (ISXF.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.


ISXF.LEUHD.LDifference
Sharpe ratioReturn per unit of total volatility

-1.39

Sortino ratioReturn per unit of downside risk

-1.73

Omega ratioGain probability vs. loss probability

1.15

1.39

-0.24

Calmar ratioReturn relative to maximum drawdown

0.97

3.39

-2.43

Martin ratioReturn relative to average drawdown

2.74

11.84

-9.10

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

The current ISXF.L Sharpe Ratio is 0.79, which is lower than the EUHD.L Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of ISXF.L and EUHD.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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Sharpe Ratios by Period


ISXF.LEUHD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

2.18

-1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

0.94

-1.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.61

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.62

-0.09

Drawdowns

ISXF.L vs. EUHD.L - Drawdown Comparison

The maximum ISXF.L drawdown since its inception was -32.38%, smaller than the maximum EUHD.L drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for ISXF.L and EUHD.L.


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Drawdown Indicators


ISXF.LEUHD.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.38%

-35.97%

+3.59%

Max Drawdown (1Y)

Largest decline over 1 year

-4.73%

-7.17%

+2.44%

Max Drawdown (3Y)

Largest decline over 3 years

-4.73%

-10.52%

+5.79%

Max Drawdown (5Y)

Largest decline over 5 years

-31.23%

-19.82%

-11.41%

Max Drawdown (10Y)

Largest decline over 10 years

-32.38%

-35.97%

+3.59%

Current Drawdown

Current decline from peak

-11.65%

-2.09%

-9.56%

Average Drawdown

Average peak-to-trough decline

-6.57%

-5.30%

-1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

2.06%

-0.39%

Volatility

ISXF.L vs. EUHD.L - Volatility Comparison

The current volatility for iShares GBP Corporate Bond ex-Financials UCITS ETF (ISXF.L) is 2.43%, while PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L) has a volatility of 3.72%. This indicates that ISXF.L experiences smaller price fluctuations and is considered to be less risky 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


ISXF.LEUHD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.43%

3.72%

-1.29%

Volatility (6M)

Calculated over the trailing 6-month period

5.10%

8.70%

-3.60%

Volatility (1Y)

Calculated over the trailing 1-year period

5.77%

11.18%

-5.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.92%

13.74%

-5.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.28%

15.55%

-8.27%

ISXF.L vs. EUHD.L - Expense Ratio Comparison

ISXF.L has a 0.20% expense ratio, which is lower than EUHD.L's 0.30% expense ratio.


Dividends

ISXF.L vs. EUHD.L - Dividend Comparison

ISXF.L's dividend yield for the trailing twelve months is around 4.54%, more than EUHD.L's 3.95% yield.


PositionTTM20252024202320222021202020192018201720162015
EUHD.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS
3.95%4.61%5.86%5.50%5.44%4.28%3.06%4.66%4.34%3.41%3.51%0.00%
ISXF.L
iShares GBP Corporate Bond ex-Financials UCITS ETF
4.54%4.23%3.97%3.15%2.93%2.31%2.30%2.66%2.87%2.87%3.48%1.95%

Frequently Asked Questions


ISXF.L and EUHD.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISXF.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISXF.L is cheaper with a 0.20% expense ratio, compared with 0.30% for EUHD.L.

ISXF.L is categorized as European Corporate Bonds, while EUHD.L is Europe Equities. ISXF.L tracks Markit iBoxx GBP NonGilts TR, while EUHD.L tracks MSCI EMU NR EUR. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for ISXF.L and 0.30% for EUHD.L.

Portfolio Optimizer

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