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XPQP.DE vs. EHDL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XPQP.DE vs. EHDL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Philippines UCITS ETF 1C (XPQP.DE) and Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.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, XPQP.DE achieves a 6.92% return, which is significantly lower than EHDL.DE's 12.16% return. Over the past 10 years, XPQP.DE has underperformed EHDL.DE with an annualized return of -3.52%, while EHDL.DE has yielded a comparatively higher 6.03% annualized return.


XPQP.DE

1D
0.72%
1M
3.73%
6M
0.72%
YTD
6.92%
1Y
2.21%
3Y*
-0.00%
5Y*
-0.14%
10Y*
-3.52%

EHDL.DE

1D
0.63%
1M
2.53%
6M
7.80%
YTD
12.16%
1Y
22.69%
3Y*
13.73%
5Y*
7.13%
10Y*
6.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XPQP.DE vs. EHDL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XPQP.DE
Xtrackers MSCI Philippines UCITS ETF 1C
6.92%-10.34%3.57%-2.10%-11.18%6.62%-11.70%10.32%-12.92%4.71%
EHDL.DE
Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF
12.16%12.82%8.32%6.17%-10.93%22.11%-15.54%19.11%-2.44%9.35%

Correlation

The correlation between XPQP.DE and EHDL.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.22

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

0.23

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

0.35

Correlation (All Time)
Calculated using the full available price history since May 27, 2016

0.35

Over the past year, the correlation between XPQP.DE and EHDL.DE has dropped to 0.13 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.

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Return for Risk

XPQP.DE vs. EHDL.DE — Risk / Return Rank

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

XPQP.DE
XPQP.DE Risk / Return Rank: 1212
Overall Rank
XPQP.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
XPQP.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
XPQP.DE Omega Ratio Rank: 1212
Omega Ratio Rank
XPQP.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
XPQP.DE Martin Ratio Rank: 1212
Martin Ratio Rank

EHDL.DE
EHDL.DE Risk / Return Rank: 8383
Overall Rank
EHDL.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EHDL.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
EHDL.DE Omega Ratio Rank: 8080
Omega Ratio Rank
EHDL.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
EHDL.DE Martin Ratio Rank: 8080
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.

XPQP.DE vs. EHDL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Philippines UCITS ETF 1C (XPQP.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.


XPQP.DEEHDL.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.90

Sortino ratioReturn per unit of downside risk

-2.47

Omega ratioGain probability vs. loss probability

1.04

1.36

-0.32

Calmar ratioReturn relative to maximum drawdown

0.14

4.29

-4.15

Martin ratioReturn relative to average drawdown

0.28

11.28

-11.00

XPQP.DE vs. EHDL.DE - Sharpe Ratio Comparison

The current XPQP.DE Sharpe Ratio is 0.10, which is lower than the EHDL.DE Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of XPQP.DE and EHDL.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

XPQP.DE vs. EHDL.DE - Drawdown Comparison

The maximum XPQP.DE drawdown since its inception was -52.97%, 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 XPQP.DE and EHDL.DE.


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Drawdown Indicators


XPQP.DEEHDL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.97%

-36.13%

-16.84%

Max Drawdown (1Y)

Largest decline over 1 year

-15.86%

-5.26%

-10.60%

Max Drawdown (3Y)

Largest decline over 3 years

-26.83%

-14.85%

-11.98%

Max Drawdown (5Y)

Largest decline over 5 years

-28.14%

-18.80%

-9.34%

Max Drawdown (10Y)

Largest decline over 10 years

-50.30%

-36.13%

-14.17%

Current Drawdown

Current decline from peak

-36.53%

-1.03%

-35.50%

Average Drawdown

Average peak-to-trough decline

-25.13%

-9.08%

-16.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.92%

2.01%

+5.91%

Volatility

XPQP.DE vs. EHDL.DE - Volatility Comparison

Xtrackers MSCI Philippines UCITS ETF 1C (XPQP.DE) has a higher volatility of 5.21% compared to Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) at 3.05%. This indicates that XPQP.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


XPQP.DEEHDL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

3.05%

+2.16%

Volatility (6M)

Calculated over the trailing 6-month period

16.96%

8.07%

+8.89%

Volatility (1Y)

Calculated over the trailing 1-year period

21.58%

11.36%

+10.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.42%

13.60%

+4.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.71%

17.99%

+3.72%

XPQP.DE vs. EHDL.DE - Expense Ratio Comparison

XPQP.DE has a 0.65% expense ratio, which is higher than EHDL.DE's 0.49% expense ratio.


Dividends

XPQP.DE vs. EHDL.DE - Dividend Comparison

XPQP.DE has not paid dividends to shareholders, while EHDL.DE's dividend yield for the trailing twelve months is around 4.74%.


PositionTTM2025202420232022202120202019201820172016
EHDL.DE
Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF
4.74%5.27%5.58%6.15%9.20%5.91%4.28%5.04%5.45%5.14%2.24%
XPQP.DE
Xtrackers MSCI Philippines UCITS ETF 1C
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


XPQP.DE and EHDL.DE have a correlation of 0.13, 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 XPQP.DE.

XPQP.DE tracks MSCI Philippines Investable Market Total Return Net 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 XPQP.DE and 0.49% for EHDL.DE.

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