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

SAUM.L vs. EUHD.L

Last updated Jun 5, 2026

SAUM.L (iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc)) and EUHD.L (PowerShares EURO STOXX High Dividend Low Volatility UCITS) are both Europe Equities funds tracking the MSCI EMU NR EUR, from iShares and Invesco respectively. Both are passively managed. Over the past 5 years, SAUM.L returned 10.39%/yr vs 12.89%/yr for EUHD.L. Their correlation of 0.80 suggests significant overlap in exposure. SAUM.L charges 0.12%/yr vs 0.30%/yr for EUHD.L.

Performance

SAUM.L vs. EUHD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SAUM.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

SAUM.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, SAUM.L achieves a 7.86% return, which is significantly lower than EUHD.L's 9.29% return.

SAUM.L

1D
0.58%
1M
5.64%
YTD
7.86%
6M
9.55%
1Y
20.35%
3Y*
15.71%
5Y*
10.39%
10Y*
—

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)

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

2026 (YTD)20252024202320222021202020192018
SAUM.L
iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc)		7.86%28.60%4.78%17.25%-7.39%14.31%6.03%18.94%-3.56%
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%-1.80%

Correlation

The correlation between SAUM.L and EUHD.L is 0.69, 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

0.69

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

0.76

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

0.79

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2018

0.80

The correlation between SAUM.L and EUHD.L shifts across timeframes, from 0.69 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.

SAUM.L vs. EUHD.L - Sectors Allocation Comparison

Sectors
SAUM.L
EUHD.L

Financial Services

26.6%
35.2%

Technology

17.7%

-

Industrials

17.1%
3.8%

Consumer Cyclical

8.3%
10.4%

Utilities

6.5%
12.1%

Healthcare

5.6%
0.0%

Consumer Defensive

5.5%
3.7%

Communication Services

4.1%
6.3%

Energy

3.9%
6.8%

Basic Materials

3.7%
10.0%

Real Estate

1.0%
11.6%

Financial Services

SAUM.L
26.6%
EUHD.L
35.2%

Technology

SAUM.L
17.7%
EUHD.L

-

Industrials

SAUM.L
17.1%
EUHD.L
3.8%

Consumer Cyclical

SAUM.L
8.3%
EUHD.L
10.4%

Utilities

SAUM.L
6.5%
EUHD.L
12.1%

Healthcare

SAUM.L
5.6%
EUHD.L
0.0%

Consumer Defensive

SAUM.L
5.5%
EUHD.L
3.7%

Communication Services

SAUM.L
4.1%
EUHD.L
6.3%

Energy

SAUM.L
3.9%
EUHD.L
6.8%

Basic Materials

SAUM.L
3.7%
EUHD.L
10.0%

Real Estate

SAUM.L
1.0%
EUHD.L
11.6%

Compare stocks, funds, or ETFs

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iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc)

PowerShares EURO STOXX High Dividend Low Volatility UCITS

Often compared with SAUM.L:
SAUM.L vs. SWPPXSAUM.L vs. QQQMSAUM.L vs. VUAG.LSAUM.L vs. WDEP.LSAUM.L vs. GLDSAUM.L vs. IUIT.LSAUM.L vs. CNDX.L
Often compared with EUHD.L:
EUHD.L vs. XDAX.LEUHD.L vs. LDEG.LEUHD.L vs. HDEM.LEUHD.L vs. H50E.LEUHD.L vs. SCHDEUHD.L vs. MVOL.LEUHD.L vs. TDGB.L

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SAUM.L
SAUM.L Risk / Return Rank: 4242
Overall Rank
SAUM.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SAUM.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
SAUM.L Omega Ratio Rank: 4444
Omega Ratio Rank
SAUM.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
SAUM.L Martin Ratio Rank: 4141
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SAUM.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.

SAUM.LEUHD.LDifference
Sharpe ratioReturn per unit of total volatility
1.47
2.18

-0.71

Sortino ratioReturn per unit of downside risk
2.11
2.88

-0.77

Omega ratioGain probability vs. loss probability

1.27

1.39

-0.12

Calmar ratioReturn relative to maximum drawdown

1.86

3.39

-1.53

Martin ratioReturn relative to average drawdown

6.50

11.84

-5.34

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

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

The current SAUM.L Sharpe Ratio is 1.47, which is lower than the EUHD.L Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of SAUM.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

SAUM.LEUHD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

2.18

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.94

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.61

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.62

-0.05

Drawdowns

SAUM.L vs. EUHD.L - Drawdown Comparison

The maximum SAUM.L drawdown since its inception was -31.05%, smaller than the maximum EUHD.L drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for SAUM.L and EUHD.L.

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Drawdown Indicators

SAUM.LEUHD.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.05%

-35.97%

+4.92%

Max Drawdown (1Y)

Largest decline over 1 year

-10.89%

-7.17%

-3.72%

Max Drawdown (3Y)

Largest decline over 3 years

-12.45%

-10.52%

-1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-22.52%

-19.82%

-2.70%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.97%

—

Current Drawdown

Current decline from peak

-0.04%

-2.09%

+2.05%

Average Drawdown

Average peak-to-trough decline

-4.82%

-5.30%

+0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

2.06%

+1.06%

Volatility

SAUM.L vs. EUHD.L - Volatility Comparison

iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SAUM.L) has a higher volatility of 4.37% compared to PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L) at 3.72%. This indicates that SAUM.L's price experiences larger fluctuations and is considered to be riskier 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

SAUM.LEUHD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

3.72%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

11.38%

8.70%

+2.68%

Volatility (1Y)

Calculated over the trailing 1-year period

13.82%

11.18%

+2.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

13.74%

+3.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.01%

15.55%

+3.46%

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

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

Dividends

SAUM.L vs. EUHD.L - Dividend Comparison

SAUM.L has not paid dividends to shareholders, while EUHD.L's dividend yield for the trailing twelve months is around 3.95%.

PositionTTM2025202420232022202120202019201820172016
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%
SAUM.L
iShares MSCI EMU ESG Screened UCITS ETF EUR (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

SAUM.L and EUHD.L have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SAUM.L is cheaper with a 0.12% expense ratio, compared with 0.30% for EUHD.L.

Both ETFs track MSCI EMU NR EUR. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.12% for SAUM.L and 0.30% for EUHD.L.

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