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S250.L vs. HDEU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

S250.L vs. HDEU.L

Last updated Jun 5, 2026

S250.L (Invesco FTSE 250 UCITS ETF) and HDEU.L (PowerShares EURO STOXX High Dividend Low Volatility UCITS) are both Europe Equities funds from Invesco - S250.L tracks the FTSE 250 Ex Investment Trust TR GBP while HDEU.L tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, S250.L returned 5.79%/yr vs 9.21%/yr for HDEU.L. A 0.61 correlation means they provide meaningful diversification when combined. S250.L charges 0.12%/yr vs 0.30%/yr for HDEU.L.

Performance

S250.L vs. HDEU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco FTSE 250 UCITS ETF (S250.L) and PowerShares EURO STOXX High Dividend Low Volatility UCITS (HDEU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

S250.L is traded in GBp, while HDEU.L is traded in EUR. To make them comparable, the HDEU.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, S250.L achieves a 5.31% return, which is significantly lower than HDEU.L's 9.45% return. Over the past 10 years, S250.L has underperformed HDEU.L with an annualized return of 5.79%, while HDEU.L has yielded a comparatively higher 9.21% annualized return.

S250.L

1D
0.50%
1M
4.20%
YTD
5.31%
6M
7.34%
1Y
14.35%
3Y*
10.35%
5Y*
3.40%
10Y*
5.79%

HDEU.L

1D
-0.17%
1M
0.90%
YTD
9.45%
6M
11.03%
1Y
24.34%
3Y*
20.33%
5Y*
12.89%
10Y*
9.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

S250.L vs. HDEU.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
S250.L
Invesco FTSE 250 UCITS ETF		5.31%12.81%7.93%7.60%-17.52%16.69%-4.90%28.57%-13.48%17.36%
HDEU.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS		9.45%43.14%5.17%11.31%-3.49%13.90%-13.33%10.68%-7.27%14.71%

Correlation

The correlation between S250.L and HDEU.L is 0.51, 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

0.51

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

0.61

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

0.65

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

0.62

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

0.61

The correlation between S250.L and HDEU.L shifts across timeframes, from 0.51 (1 year) to 0.65 (5 years), reflecting how their relationship changes across market environments.

S250.L vs. HDEU.L - Sectors Allocation Comparison

Sectors
S250.L
HDEU.L

Industrials

19.9%
3.7%

Financial Services

19.5%
35.6%

Consumer Cyclical

13.3%
10.2%

Real Estate

9.4%
11.5%

Technology

9.3%

-

Basic Materials

6.6%
9.9%

Consumer Defensive

6.1%
3.7%

Communication Services

5.9%
6.3%

Healthcare

4.4%
0.0%

Utilities

3.0%
12.1%

Energy

2.5%
6.9%

Industrials

S250.L
19.9%
HDEU.L
3.7%

Financial Services

S250.L
19.5%
HDEU.L
35.6%

Consumer Cyclical

S250.L
13.3%
HDEU.L
10.2%

Real Estate

S250.L
9.4%
HDEU.L
11.5%

Technology

S250.L
9.3%
HDEU.L

-

Basic Materials

S250.L
6.6%
HDEU.L
9.9%

Consumer Defensive

S250.L
6.1%
HDEU.L
3.7%

Communication Services

S250.L
5.9%
HDEU.L
6.3%

Healthcare

S250.L
4.4%
HDEU.L
0.0%

Utilities

S250.L
3.0%
HDEU.L
12.1%

Energy

S250.L
2.5%
HDEU.L
6.9%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco FTSE 250 UCITS ETF

PowerShares EURO STOXX High Dividend Low Volatility UCITS

Often compared with S250.L:
S250.L vs. L100.LS250.L vs. VMID.LS250.L vs. ^GSPCS250.L vs. VMIG.LS250.L vs. EEIP.LS250.L vs. EEI.LS250.L vs. CEUR.L
Often compared with HDEU.L:
HDEU.L vs. EUN0.DEHDEU.L vs. GLDHDEU.L vs. VDIV.DEHDEU.L vs. WINC.ASHDEU.L vs. ISPA.DEHDEU.L vs. H50E.LHDEU.L vs. EUNK.DE

Return for Risk

S250.L vs. HDEU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
S250.L
S250.L Risk / Return Rank: 3131
Overall Rank
S250.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
S250.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
S250.L Omega Ratio Rank: 3232
Omega Ratio Rank
S250.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
S250.L Martin Ratio Rank: 3131
Martin Ratio Rank
HDEU.L
HDEU.L Risk / Return Rank: 6464
Overall Rank
HDEU.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
HDEU.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
HDEU.L Omega Ratio Rank: 6464
Omega Ratio Rank
HDEU.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
HDEU.L Martin Ratio Rank: 6464
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.

S250.L vs. HDEU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE 250 UCITS ETF (S250.L) and PowerShares EURO STOXX High Dividend Low Volatility UCITS (HDEU.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.

S250.LHDEU.LDifference
Sharpe ratioReturn per unit of total volatility
1.15
2.30

-1.15

Sortino ratioReturn per unit of downside risk
1.74
3.07

-1.33

Omega ratioGain probability vs. loss probability

1.21

1.43

-0.21

Calmar ratioReturn relative to maximum drawdown

1.24

3.38

-2.14

Martin ratioReturn relative to average drawdown

4.49

11.58

-7.09

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

S250.L vs. HDEU.L - Sharpe Ratio Comparison

The current S250.L Sharpe Ratio is 1.15, which is lower than the HDEU.L Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of S250.L and HDEU.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

S250.LHDEU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

2.30

-1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.92

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.58

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.60

-0.05

Drawdowns

S250.L vs. HDEU.L - Drawdown Comparison

The maximum S250.L drawdown since its inception was -40.91%, which is greater than HDEU.L's maximum drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for S250.L and HDEU.L.

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Drawdown Indicators

S250.LHDEU.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.91%

-35.89%

-5.02%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-7.16%

-4.32%

Max Drawdown (3Y)

Largest decline over 3 years

-16.16%

-11.63%

-4.53%

Max Drawdown (5Y)

Largest decline over 5 years

-29.69%

-19.85%

-9.84%

Max Drawdown (10Y)

Largest decline over 10 years

-40.91%

-35.89%

-5.02%

Current Drawdown

Current decline from peak

-0.69%

-2.02%

+1.33%

Average Drawdown

Average peak-to-trough decline

-7.19%

-5.39%

-1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

2.10%

+1.09%

Volatility

S250.L vs. HDEU.L - Volatility Comparison

Invesco FTSE 250 UCITS ETF (S250.L) has a higher volatility of 4.15% compared to PowerShares EURO STOXX High Dividend Low Volatility UCITS (HDEU.L) at 3.24%. This indicates that S250.L's price experiences larger fluctuations and is considered to be riskier than HDEU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

S250.LHDEU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

3.24%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

10.33%

8.18%

+2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

12.41%

10.52%

+1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.95%

13.95%

+1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.43%

16.05%

+0.38%

S250.L vs. HDEU.L - Expense Ratio Comparison

S250.L has a 0.12% expense ratio, which is lower than HDEU.L's 0.30% expense ratio.

Dividends

S250.L vs. HDEU.L - Dividend Comparison

S250.L has not paid dividends to shareholders, while HDEU.L's dividend yield for the trailing twelve months is around 3.98%.

PositionTTM2025202420232022202120202019201820172016
HDEU.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS		3.98%4.71%5.77%5.56%5.60%4.21%3.04%4.50%4.38%3.44%3.59%
S250.L
Invesco FTSE 250 UCITS ETF		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

S250.L and HDEU.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, S250.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

S250.L is cheaper with a 0.12% expense ratio, compared with 0.30% for HDEU.L.

S250.L tracks FTSE 250 Ex Investment Trust TR GBP, while HDEU.L tracks MSCI EMU NR EUR. Their fees differ too: 0.12% for S250.L and 0.30% for HDEU.L.

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