XGLF.DE vs. EHDL.DE
XGLF.DE (Xtrackers MSCI GCC Select Swap UCITS ETF (Acc)) and EHDL.DE (Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF) are both Emerging Markets Equities funds - XGLF.DE tracks the MSCI GCC Countries ex Select Securities Index while EHDL.DE tracks the FTSE Emerging High Dividend Low Volatility Index. Both are passively managed. Over the past 10 years, XGLF.DE returned 8.00%/yr vs 6.47%/yr for EHDL.DE. At a 0.38 correlation, their price movements are largely independent. XGLF.DE charges 0.65%/yr vs 0.49%/yr for EHDL.DE.
Performance
XGLF.DE vs. EHDL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XGLF.DE achieves a 6.06% return, which is significantly lower than EHDL.DE's 9.26% return. Over the past 10 years, XGLF.DE has outperformed EHDL.DE with an annualized return of 8.00%, while EHDL.DE has yielded a comparatively lower 6.47% annualized return.
XGLF.DE
- 1D
- 0.50%
- 1M
- 2.01%
- 6M
- 5.05%
- YTD
- 6.06%
- 1Y
- 5.74%
- 3Y*
- 3.33%
- 5Y*
- 5.16%
- 10Y*
- 8.00%
EHDL.DE
- 1D
- 1.22%
- 1M
- -0.90%
- 6M
- 8.37%
- YTD
- 9.26%
- 1Y
- 19.74%
- 3Y*
- 11.75%
- 5Y*
- 6.50%
- 10Y*
- 6.47%
XGLF.DE vs. EHDL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XGLF.DE Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) | 6.06% | -5.36% | 9.58% | 0.55% | 1.24% | 48.84% | -9.49% | 9.50% | 22.95% | -7.49% |
EHDL.DE Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF | 9.26% | 12.82% | 8.32% | 6.17% | -10.93% | 22.11% | -15.54% | 19.11% | -2.44% | 9.35% |
Correlation
The correlation between XGLF.DE and EHDL.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since May 27, 2016 | 0.38 |
The correlation between XGLF.DE and EHDL.DE shifts across timeframes, from 0.22 (1 year) to 0.39 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
XGLF.DE vs. EHDL.DE — Risk / Return Rank
XGLF.DE
EHDL.DE
XGLF.DE vs. EHDL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) and Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.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.
| XGLF.DE | EHDL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.31 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 3.73 | -3.10 |
| Martin ratioReturn relative to average drawdown | 1.39 | 10.05 | -8.66 |
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Drawdowns
XGLF.DE vs. EHDL.DE - Drawdown Comparison
The maximum XGLF.DE drawdown since its inception was -42.15%, which is greater than EHDL.DE's maximum drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for XGLF.DE and EHDL.DE.
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Drawdown Indicators
| XGLF.DE | EHDL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.15% | -36.13% | -6.02% |
Max Drawdown (1Y)Largest decline over 1 year | -9.05% | -5.26% | -3.79% |
Max Drawdown (3Y)Largest decline over 3 years | -18.41% | -14.85% | -3.56% |
Max Drawdown (5Y)Largest decline over 5 years | -31.29% | -18.80% | -12.49% |
Max Drawdown (10Y)Largest decline over 10 years | -35.16% | -36.13% | +0.97% |
Current DrawdownCurrent decline from peak | -17.78% | -3.59% | -14.19% |
Average DrawdownAverage peak-to-trough decline | -18.26% | -9.11% | -9.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 1.96% | +2.15% |
Volatility
XGLF.DE vs. EHDL.DE - Volatility Comparison
Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) has a higher volatility of 4.44% compared to Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) at 3.89%. This indicates that XGLF.DE's price experiences larger fluctuations and is considered to be riskier than EHDL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XGLF.DE | EHDL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 3.89% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.30% | 8.13% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.62% | 11.32% | +1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.35% | 13.61% | +1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.34% | 18.02% | +0.32% |
XGLF.DE vs. EHDL.DE - Expense Ratio Comparison
XGLF.DE has a 0.65% expense ratio, which is higher than EHDL.DE's 0.49% expense ratio.
Dividends
XGLF.DE vs. EHDL.DE - Dividend Comparison
XGLF.DE has not paid dividends to shareholders, while EHDL.DE's dividend yield for the trailing twelve months is around 4.87%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EHDL.DE Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF | 4.87% | 5.27% | 5.58% | 6.15% | 9.20% | 5.91% | 4.28% | 5.04% | 5.45% | 5.14% | 2.24% |
XGLF.DE Xtrackers MSCI GCC Select Swap 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% |
Frequently Asked Questions
XGLF.DE and EHDL.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EHDL.DE is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EHDL.DE is cheaper with a 0.49% expense ratio, compared with 0.65% for XGLF.DE.
XGLF.DE tracks MSCI GCC Countries ex Select Securities Index, while EHDL.DE tracks FTSE Emerging High Dividend Low Volatility Index. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.65% for XGLF.DE and 0.49% for EHDL.DE.
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