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SPYD.DE vs. HDLV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYD.DE vs. HDLV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist) (SPYD.DE) and Invesco S&P 500 High Dividend Low Volatility UCITS ETF (HDLV.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPYD.DE achieves a 14.85% return, which is significantly higher than HDLV.DE's 12.89% return. Over the past 10 years, SPYD.DE has outperformed HDLV.DE with an annualized return of 8.71%, while HDLV.DE has yielded a comparatively lower 6.48% annualized return.


SPYD.DE

1D
0.40%
1M
6.10%
6M
14.61%
YTD
14.85%
1Y
17.32%
3Y*
8.66%
5Y*
7.85%
10Y*
8.71%

HDLV.DE

1D
0.44%
1M
6.78%
6M
13.04%
YTD
12.89%
1Y
14.06%
3Y*
9.63%
5Y*
7.63%
10Y*
6.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYD.DE vs. HDLV.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYD.DE
State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist)
14.85%-3.53%14.02%-1.46%5.40%36.24%-8.60%25.98%0.02%1.45%
HDLV.DE
Invesco S&P 500 High Dividend Low Volatility UCITS ETF
12.89%-8.06%23.32%-2.45%6.28%35.97%-19.13%21.77%-2.56%-2.34%

Correlation

The correlation between SPYD.DE and HDLV.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.89

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

0.91

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

0.90

Correlation (All Time)
Calculated using the full available price history since May 11, 2015

0.90

The correlation between SPYD.DE and HDLV.DE has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

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Return for Risk

SPYD.DE vs. HDLV.DE — Risk / Return Rank

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

SPYD.DE
SPYD.DE Risk / Return Rank: 6161
Overall Rank
SPYD.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SPYD.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
SPYD.DE Omega Ratio Rank: 5858
Omega Ratio Rank
SPYD.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
SPYD.DE Martin Ratio Rank: 5151
Martin Ratio Rank

HDLV.DE
HDLV.DE Risk / Return Rank: 4343
Overall Rank
HDLV.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
HDLV.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
HDLV.DE Omega Ratio Rank: 3737
Omega Ratio Rank
HDLV.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
HDLV.DE Martin Ratio Rank: 4040
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.

SPYD.DE vs. HDLV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist) (SPYD.DE) and Invesco S&P 500 High Dividend Low Volatility UCITS ETF (HDLV.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.


SPYD.DEHDLV.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.55

Omega ratioGain probability vs. loss probability

1.29

1.21

+0.08

Calmar ratioReturn relative to maximum drawdown

2.80

2.13

+0.67

Martin ratioReturn relative to average drawdown

7.19

5.44

+1.75

SPYD.DE vs. HDLV.DE - Sharpe Ratio Comparison

The current SPYD.DE Sharpe Ratio is 1.69, which is higher than the HDLV.DE Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of SPYD.DE and HDLV.DE, 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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Drawdowns

SPYD.DE vs. HDLV.DE - Drawdown Comparison

The maximum SPYD.DE drawdown since its inception was -35.89%, smaller than the maximum HDLV.DE drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for SPYD.DE and HDLV.DE.


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Drawdown Indicators


SPYD.DEHDLV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.89%

-39.21%

+3.32%

Max Drawdown (1Y)

Largest decline over 1 year

-6.16%

-6.56%

+0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-19.35%

-19.09%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-19.35%

-19.99%

+0.64%

Max Drawdown (10Y)

Largest decline over 10 years

-35.89%

-39.21%

+3.32%

Current Drawdown

Current decline from peak

0.00%

-2.47%

+2.47%

Average Drawdown

Average peak-to-trough decline

-6.57%

-8.71%

+2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

2.58%

-0.18%

Volatility

SPYD.DE vs. HDLV.DE - Volatility Comparison

The current volatility for State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist) (SPYD.DE) is 2.58%, while Invesco S&P 500 High Dividend Low Volatility UCITS ETF (HDLV.DE) has a volatility of 3.52%. This indicates that SPYD.DE experiences smaller price fluctuations and is considered to be less risky than HDLV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYD.DEHDLV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.58%

3.52%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

7.46%

8.46%

-1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

10.26%

10.99%

-0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.48%

13.60%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.83%

17.10%

-1.27%

SPYD.DE vs. HDLV.DE - Expense Ratio Comparison

SPYD.DE has a 0.35% expense ratio, which is higher than HDLV.DE's 0.30% expense ratio.


Dividends

SPYD.DE vs. HDLV.DE - Dividend Comparison

SPYD.DE's dividend yield for the trailing twelve months is around 1.97%, less than HDLV.DE's 3.47% yield.


PositionTTM20252024202320222021202020192018201720162015
HDLV.DE
Invesco S&P 500 High Dividend Low Volatility UCITS ETF
3.47%4.01%3.43%4.14%3.60%3.24%4.64%3.68%3.70%3.22%2.93%1.86%
SPYD.DE
State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist)
1.97%2.23%1.97%2.30%2.16%2.07%2.52%2.01%1.66%1.87%1.74%2.02%

Frequently Asked Questions


SPYD.DE and HDLV.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HDLV.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HDLV.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for SPYD.DE.

SPYD.DE tracks S&P High Yield Dividend Aristocrats Index, while HDLV.DE tracks S&P 500 Low Volatility High Dividend Net Total Return Index. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.35% for SPYD.DE and 0.30% for HDLV.DE.

Portfolio Optimizer

Find the right allocation for SPYD.DE and HDLV.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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