JPVA.DE vs. EHDV.DE
JPVA.DE (JPMorgan US Value Active UCITS ETF USD (Acc)) and EHDV.DE (Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist) are both Large Cap Value Equities funds. JPVA.DE is actively managed, while EHDV.DE is passively managed. Over the past year, JPVA.DE returned 23.17% vs 20.79% for EHDV.DE. At a 0.36 correlation, their price movements are largely independent. JPVA.DE charges 0.50%/yr vs 0.30%/yr for EHDV.DE.
Performance
JPVA.DE vs. EHDV.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with JPVA.DE having a 9.76% return and EHDV.DE slightly higher at 10.18%.
JPVA.DE
- 1D
- 0.75%
- 1M
- 3.79%
- YTD
- 9.76%
- 6M
- 10.26%
- 1Y
- 23.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EHDV.DE
- 1D
- -0.10%
- 1M
- 0.83%
- YTD
- 10.18%
- 6M
- 12.10%
- 1Y
- 20.79%
- 3Y*
- 20.12%
- 5Y*
- 12.73%
- 10Y*
- 6.45%
JPVA.DE vs. EHDV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JPVA.DE JPMorgan US Value Active UCITS ETF USD (Acc) | 9.76% | 1.79% | 20.26% |
EHDV.DE Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist | 10.18% | 36.57% | 9.35% |
Correlation
The correlation between JPVA.DE and EHDV.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2024 | 0.36 |
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Return for Risk
JPVA.DE vs. EHDV.DE — Risk / Return Rank
JPVA.DE
EHDV.DE
JPVA.DE vs. EHDV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.DE) and Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.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.
| JPVA.DE | EHDV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.58 | 3.40 | +1.19 |
| Martin ratioReturn relative to average drawdown | 14.35 | 11.10 | +3.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JPVA.DE | EHDV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 2.01 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.95 | 0.45 | +0.50 |
Drawdowns
JPVA.DE vs. EHDV.DE - Drawdown Comparison
The maximum JPVA.DE drawdown since its inception was -21.80%, smaller than the maximum EHDV.DE drawdown of -41.47%. Use the drawdown chart below to compare losses from any high point for JPVA.DE and EHDV.DE.
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Drawdown Indicators
| JPVA.DE | EHDV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.80% | -41.47% | +19.67% |
Max Drawdown (1Y)Largest decline over 1 year | -5.03% | -6.10% | +1.07% |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.94% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.55% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.47% | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.74% | +2.74% |
Average DrawdownAverage peak-to-trough decline | -5.34% | -7.88% | +2.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.87% | -0.26% |
Volatility
JPVA.DE vs. EHDV.DE - Volatility Comparison
The current volatility for JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.DE) is 2.22%, while Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) has a volatility of 2.89%. This indicates that JPVA.DE experiences smaller price fluctuations and is considered to be less risky than EHDV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPVA.DE | EHDV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.22% | 2.89% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 7.25% | 7.95% | -0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.18% | 10.31% | +0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 13.50% | +0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.96% | 15.86% | -1.90% |
JPVA.DE vs. EHDV.DE - Expense Ratio Comparison
JPVA.DE has a 0.50% expense ratio, which is higher than EHDV.DE's 0.30% expense ratio.
Dividends
JPVA.DE vs. EHDV.DE - Dividend Comparison
JPVA.DE has not paid dividends to shareholders, while EHDV.DE's dividend yield for the trailing twelve months is around 3.98%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EHDV.DE Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist | 3.98% | 4.70% | 5.79% | 5.57% | 5.62% | 4.18% | 2.66% |
JPVA.DE JPMorgan US Value Active UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JPVA.DE and EHDV.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EHDV.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EHDV.DE is cheaper with a 0.30% expense ratio, compared with 0.50% for JPVA.DE.
They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.50% for JPVA.DE and 0.30% for EHDV.DE.
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