WTEU.DE vs. HDLV.DE
WTEU.DE (WisdomTree US Equity Income UCITS ETF) and HDLV.DE (Invesco S&P 500 High Dividend Low Volatility UCITS ETF) are both Dividend funds - WTEU.DE tracks the WisdomTree US Equity Income UCITS 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, WTEU.DE returned 7.94%/yr vs 6.14%/yr for HDLV.DE. Their correlation of 0.89 suggests significant overlap in exposure. WTEU.DE charges 0.29%/yr vs 0.30%/yr for HDLV.DE.
Performance
WTEU.DE vs. HDLV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTEU.DE achieves a 14.83% return, which is significantly higher than HDLV.DE's 13.82% return. Over the past 10 years, WTEU.DE has outperformed HDLV.DE with an annualized return of 7.94%, while HDLV.DE has yielded a comparatively lower 6.14% annualized return.
WTEU.DE
- 1D
- -0.60%
- 1M
- 3.45%
- 6M
- 11.01%
- YTD
- 14.83%
- 1Y
- 24.32%
- 3Y*
- 15.10%
- 5Y*
- 11.50%
- 10Y*
- 7.94%
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%
WTEU.DE vs. HDLV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTEU.DE WisdomTree US Equity Income UCITS ETF | 14.83% | -0.26% | 22.63% | -3.52% | 13.33% | 34.75% | -14.99% | 23.58% | -4.25% | -2.38% |
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 WTEU.DE and HDLV.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since May 11, 2015 | 0.89 |
The correlation between WTEU.DE and HDLV.DE has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.
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Return for Risk
WTEU.DE vs. HDLV.DE — Risk / Return Rank
WTEU.DE
HDLV.DE
WTEU.DE vs. HDLV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Equity Income UCITS ETF (WTEU.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.
| WTEU.DE | HDLV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.22 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.32 | 2.27 | +2.05 |
| Martin ratioReturn relative to average drawdown | 14.20 | 5.78 | +8.42 |
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Drawdowns
WTEU.DE vs. HDLV.DE - Drawdown Comparison
The maximum WTEU.DE drawdown since its inception was -36.46%, smaller than the maximum HDLV.DE drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for WTEU.DE and HDLV.DE.
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Drawdown Indicators
| WTEU.DE | HDLV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.46% | -39.21% | +2.75% |
Max Drawdown (1Y)Largest decline over 1 year | -5.97% | -6.56% | +0.59% |
Max Drawdown (3Y)Largest decline over 3 years | -20.72% | -19.09% | -1.63% |
Max Drawdown (5Y)Largest decline over 5 years | -20.72% | -19.99% | -0.73% |
Max Drawdown (10Y)Largest decline over 10 years | -36.46% | -39.21% | +2.75% |
Current DrawdownCurrent decline from peak | -0.79% | -1.67% | +0.88% |
Average DrawdownAverage peak-to-trough decline | -7.96% | -8.69% | +0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 2.58% | -0.76% |
Volatility
WTEU.DE vs. HDLV.DE - Volatility Comparison
The current volatility for WisdomTree US Equity Income UCITS ETF (WTEU.DE) is 3.07%, while Invesco S&P 500 High Dividend Low Volatility UCITS ETF (HDLV.DE) has a volatility of 3.74%. This indicates that WTEU.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
| WTEU.DE | HDLV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 3.74% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 8.36% | 8.69% | -0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.27% | 11.17% | +0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.54% | 13.63% | +0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.52% | 17.11% | +0.41% |
WTEU.DE vs. HDLV.DE - Expense Ratio Comparison
WTEU.DE has a 0.29% expense ratio, which is lower than HDLV.DE's 0.30% expense ratio.
Dividends
WTEU.DE vs. HDLV.DE - Dividend Comparison
WTEU.DE's dividend yield for the trailing twelve months is around 2.58%, less than HDLV.DE's 3.44% yield.
| 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% |
WTEU.DE WisdomTree US Equity Income UCITS ETF | 2.58% | 2.96% | 2.85% | 3.48% | 2.97% | 2.78% | 3.82% | 2.20% | 3.11% | 2.77% | 2.66% | 2.47% |
Frequently Asked Questions
WTEU.DE and HDLV.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTEU.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTEU.DE is cheaper with a 0.29% expense ratio, compared with 0.30% for HDLV.DE.
WTEU.DE tracks WisdomTree US Equity Income UCITS 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: 0.29% for WTEU.DE and 0.30% for HDLV.DE.
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