WTDM.DE vs. HDLV.DE
WTDM.DE (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) and HDLV.DE (Invesco S&P 500 High Dividend Low Volatility UCITS ETF) are both Dividend funds - WTDM.DE tracks the WisdomTree U.S. Quality Dividend Growth Index while HDLV.DE tracks the S&P 500 Low Volatility High Dividend Net Total Return Index. Both are passively managed. Over the past 10 years, WTDM.DE returned 12.88%/yr vs 6.14%/yr for HDLV.DE. A 0.68 correlation means they provide meaningful diversification when combined. WTDM.DE charges 0.28%/yr vs 0.30%/yr for HDLV.DE.
Performance
WTDM.DE vs. HDLV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTDM.DE achieves a 9.71% return, which is significantly lower than HDLV.DE's 13.82% return. Over the past 10 years, WTDM.DE has outperformed HDLV.DE with an annualized return of 12.88%, while HDLV.DE has yielded a comparatively lower 6.14% annualized return.
WTDM.DE
- 1D
- 0.56%
- 1M
- 1.94%
- 6M
- 7.99%
- YTD
- 9.71%
- 1Y
- 17.02%
- 3Y*
- 14.16%
- 5Y*
- 12.01%
- 10Y*
- 12.88%
HDLV.DE
- 1D
- 0.71%
- 1M
- 3.67%
- 6M
- 10.54%
- YTD
- 13.82%
- 1Y
- 14.93%
- 3Y*
- 10.95%
- 5Y*
- 7.83%
- 10Y*
- 6.14%
WTDM.DE vs. HDLV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTDM.DE WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc | 9.71% | 0.90% | 24.88% | 14.95% | -3.38% | 36.01% | 2.42% | 32.88% | -2.37% | 11.34% |
HDLV.DE Invesco S&P 500 High Dividend Low Volatility UCITS ETF | 13.82% | -8.06% | 23.32% | -2.45% | 6.28% | 35.97% | -19.13% | 21.77% | -2.56% | -2.34% |
Correlation
The correlation between WTDM.DE and HDLV.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2016 | 0.68 |
Over the past year, the correlation between WTDM.DE and HDLV.DE has dropped to 0.37 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
WTDM.DE vs. HDLV.DE — Risk / Return Rank
WTDM.DE
HDLV.DE
WTDM.DE vs. HDLV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.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.
| WTDM.DE | HDLV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.22 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 2.27 | +0.83 |
| Martin ratioReturn relative to average drawdown | 11.04 | 5.78 | +5.26 |
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Drawdowns
WTDM.DE vs. HDLV.DE - Drawdown Comparison
The maximum WTDM.DE drawdown since its inception was -31.18%, smaller than the maximum HDLV.DE drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for WTDM.DE and HDLV.DE.
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Drawdown Indicators
| WTDM.DE | HDLV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.18% | -39.21% | +8.03% |
Max Drawdown (1Y)Largest decline over 1 year | -5.46% | -6.56% | +1.10% |
Max Drawdown (3Y)Largest decline over 3 years | -20.58% | -19.09% | -1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -20.58% | -19.99% | -0.59% |
Max Drawdown (10Y)Largest decline over 10 years | -31.18% | -39.21% | +8.03% |
Current DrawdownCurrent decline from peak | -0.18% | -1.67% | +1.49% |
Average DrawdownAverage peak-to-trough decline | -4.55% | -8.69% | +4.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 2.58% | -1.04% |
Volatility
WTDM.DE vs. HDLV.DE - Volatility Comparison
The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) is 2.03%, while Invesco S&P 500 High Dividend Low Volatility UCITS ETF (HDLV.DE) has a volatility of 3.74%. This indicates that WTDM.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
| WTDM.DE | HDLV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.03% | 3.74% | -1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 6.55% | 8.69% | -2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.83% | 11.17% | -1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 13.63% | -0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 17.11% | -1.04% |
WTDM.DE vs. HDLV.DE - Expense Ratio Comparison
WTDM.DE has a 0.28% expense ratio, which is lower than HDLV.DE's 0.30% expense ratio.
Dividends
WTDM.DE vs. HDLV.DE - Dividend Comparison
WTDM.DE has not paid dividends to shareholders, while HDLV.DE's dividend yield for the trailing twelve months is around 3.44%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDLV.DE Invesco S&P 500 High Dividend Low Volatility UCITS ETF | 3.44% | 4.01% | 3.43% | 4.14% | 3.60% | 3.24% | 4.64% | 3.68% | 3.70% | 3.22% | 2.93% | 1.86% |
WTDM.DE WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc | 0.00% | 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
WTDM.DE and HDLV.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTDM.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTDM.DE is cheaper with a 0.28% expense ratio, compared with 0.30% for HDLV.DE.
WTDM.DE tracks WisdomTree U.S. Quality Dividend Growth Index, while HDLV.DE tracks S&P 500 Low Volatility High Dividend Net Total Return Index. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.28% for WTDM.DE and 0.30% for HDLV.DE.
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