XDND.DE vs. HDLV.DE
XDND.DE (Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc)) and HDLV.DE (Invesco S&P 500 High Dividend Low Volatility UCITS ETF) are both Dividend funds - XDND.DE tracks the MSCI North America High Dividend Yield 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, XDND.DE returned 9.54%/yr vs 6.48%/yr for HDLV.DE. Their correlation of 0.85 suggests significant overlap in exposure. XDND.DE charges 0.39%/yr vs 0.30%/yr for HDLV.DE.
Performance
XDND.DE vs. HDLV.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XDND.DE achieves a 15.70% return, which is significantly higher than HDLV.DE's 12.89% return. Over the past 10 years, XDND.DE has outperformed HDLV.DE with an annualized return of 9.54%, while HDLV.DE has yielded a comparatively lower 6.48% annualized return.
XDND.DE
- 1D
- 0.33%
- 1M
- 3.13%
- 6M
- 16.23%
- YTD
- 15.70%
- 1Y
- 21.96%
- 3Y*
- 12.11%
- 5Y*
- 9.67%
- 10Y*
- 9.54%
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%
XDND.DE vs. HDLV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDND.DE Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) | 15.70% | 0.21% | 17.37% | 2.26% | 0.85% | 33.35% | -8.47% | 25.76% | -0.21% | 4.27% |
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 XDND.DE and HDLV.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since May 11, 2015 | 0.85 |
The correlation between XDND.DE and HDLV.DE has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XDND.DE vs. HDLV.DE — Risk / Return Rank
XDND.DE
HDLV.DE
XDND.DE vs. HDLV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.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.
| XDND.DE | HDLV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.01 | ||
| Sortino ratioReturn per unit of downside risk | +1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.21 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 4.44 | 2.13 | +2.31 |
| Martin ratioReturn relative to average drawdown | 13.43 | 5.44 | +7.99 |
Loading charts...
Drawdowns
XDND.DE vs. HDLV.DE - Drawdown Comparison
The maximum XDND.DE drawdown since its inception was -32.18%, smaller than the maximum HDLV.DE drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for XDND.DE and HDLV.DE.
Loading charts...
Drawdown Indicators
| XDND.DE | HDLV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.18% | -39.21% | +7.03% |
Max Drawdown (1Y)Largest decline over 1 year | -4.92% | -6.56% | +1.64% |
Max Drawdown (3Y)Largest decline over 3 years | -18.13% | -19.09% | +0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -18.13% | -19.99% | +1.86% |
Max Drawdown (10Y)Largest decline over 10 years | -32.18% | -39.21% | +7.03% |
Current DrawdownCurrent decline from peak | 0.00% | -2.47% | +2.47% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -8.71% | +1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 2.58% | -0.95% |
Volatility
XDND.DE vs. HDLV.DE - Volatility Comparison
The current volatility for Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.DE) is 2.40%, while Invesco S&P 500 High Dividend Low Volatility UCITS ETF (HDLV.DE) has a volatility of 3.52%. This indicates that XDND.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.
Loading charts...
Volatility by Period
| XDND.DE | HDLV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | 3.52% | -1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 6.96% | 8.46% | -1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.57% | 10.99% | -1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.51% | 13.60% | -1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 17.10% | -1.03% |
XDND.DE vs. HDLV.DE - Expense Ratio Comparison
XDND.DE has a 0.39% expense ratio, which is higher than HDLV.DE's 0.30% expense ratio.
Dividends
XDND.DE vs. HDLV.DE - Dividend Comparison
XDND.DE has not paid dividends to shareholders, while HDLV.DE's dividend yield for the trailing twelve months is around 3.47%.
| 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 | 3.47% | 4.01% | 3.43% | 4.14% | 3.60% | 3.24% | 4.64% | 3.68% | 3.70% | 3.22% | 2.93% | 1.86% |
XDND.DE Xtrackers MSCI North America High Dividend Yield UCITS ETF (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
XDND.DE and HDLV.DE have a correlation of 0.81, 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 0.39% for XDND.DE.
XDND.DE tracks MSCI North America High Dividend Yield Index, while HDLV.DE tracks S&P 500 Low Volatility High Dividend Net Total Return Index. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.39% for XDND.DE and 0.30% for HDLV.DE.
Find the right allocation for XDND.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.
Open Portfolio Optimizer