IUSW.DE vs. EHDL.DE
IUSW.DE (iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist)) and EHDL.DE (Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF) are both Emerging Markets Equities funds - IUSW.DE tracks the MSCI Saudi Arabia 20/35 Index while EHDL.DE tracks the FTSE Emerging High Dividend Low Volatility Index. Both are passively managed. Over the past 5 years, IUSW.DE returned 2.61%/yr vs 6.50%/yr for EHDL.DE. At a 0.35 correlation, their price movements are largely independent. IUSW.DE charges 0.60%/yr vs 0.49%/yr for EHDL.DE.
Performance
IUSW.DE vs. EHDL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSW.DE achieves a 8.49% return, which is significantly lower than EHDL.DE's 9.26% return.
IUSW.DE
- 1D
- 0.44%
- 1M
- 0.44%
- 6M
- 7.23%
- YTD
- 8.49%
- 1Y
- 4.49%
- 3Y*
- -1.13%
- 5Y*
- 2.61%
- 10Y*
- —
EHDL.DE
- 1D
- 1.22%
- 1M
- -0.90%
- 6M
- 8.37%
- YTD
- 9.26%
- 1Y
- 19.74%
- 3Y*
- 11.75%
- 5Y*
- 6.50%
- 10Y*
- 6.47%
IUSW.DE vs. EHDL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IUSW.DE iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) | 8.49% | -15.93% | 5.30% | 5.93% | 0.43% | 46.72% | -7.49% | -22.80% |
EHDL.DE Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF | 9.26% | 12.82% | 8.32% | 6.17% | -10.93% | 22.11% | -15.54% | 7.01% |
Correlation
The correlation between IUSW.DE and EHDL.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2019 | 0.35 |
Over the past year, the correlation between IUSW.DE and EHDL.DE has dropped to 0.15 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.
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Return for Risk
IUSW.DE vs. EHDL.DE — Risk / Return Rank
IUSW.DE
EHDL.DE
IUSW.DE vs. EHDL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) (IUSW.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.
| IUSW.DE | EHDL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.31 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 3.73 | -3.36 |
| Martin ratioReturn relative to average drawdown | 0.96 | 10.05 | -9.09 |
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Drawdowns
IUSW.DE vs. EHDL.DE - Drawdown Comparison
The maximum IUSW.DE drawdown since its inception was -47.12%, which is greater than EHDL.DE's maximum drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for IUSW.DE and EHDL.DE.
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Drawdown Indicators
| IUSW.DE | EHDL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.12% | -36.13% | -10.99% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -5.26% | -6.66% |
Max Drawdown (3Y)Largest decline over 3 years | -21.61% | -14.85% | -6.76% |
Max Drawdown (5Y)Largest decline over 5 years | -31.40% | -18.80% | -12.60% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.13% | — |
Current DrawdownCurrent decline from peak | -24.34% | -3.59% | -20.75% |
Average DrawdownAverage peak-to-trough decline | -20.34% | -9.11% | -11.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.65% | 1.96% | +2.69% |
Volatility
IUSW.DE vs. EHDL.DE - Volatility Comparison
The current volatility for iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) (IUSW.DE) is 3.32%, while Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) has a volatility of 3.89%. This indicates that IUSW.DE experiences smaller price fluctuations and is considered to be less risky 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
| IUSW.DE | EHDL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 3.89% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 10.73% | 8.13% | +2.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.08% | 11.32% | +3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.97% | 13.61% | +2.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.69% | 18.02% | +1.67% |
IUSW.DE vs. EHDL.DE - Expense Ratio Comparison
IUSW.DE has a 0.60% expense ratio, which is higher than EHDL.DE's 0.49% expense ratio.
Dividends
IUSW.DE vs. EHDL.DE - Dividend Comparison
IUSW.DE's dividend yield for the trailing twelve months is around 3.21%, less than EHDL.DE's 4.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EHDL.DE Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF | 4.87% | 5.27% | 5.58% | 6.15% | 9.20% | 5.91% | 4.28% | 5.04% | 5.45% | 5.14% | 2.24% |
IUSW.DE iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) | 3.21% | 3.79% | 2.60% | 2.13% | 1.81% | 1.21% | 3.52% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IUSW.DE and EHDL.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EHDL.DE is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EHDL.DE is cheaper with a 0.49% expense ratio, compared with 0.60% for IUSW.DE.
IUSW.DE tracks MSCI Saudi Arabia 20/35 Index, while EHDL.DE tracks FTSE Emerging High Dividend Low Volatility Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.60% for IUSW.DE and 0.49% for EHDL.DE.
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