SciBeta HFE Europe Equity 6F EW UCITS ETF (EHEF.L)
EHEF.L is a passive ETF by FundLogic tracking the investment results of the MSCI Europe NR EUR. EHEF.L launched on Dec 5, 2017 and has a 0.30% expense ratio.
ETF Info
| ISIN | IE00BDBRDV26 |
|---|---|
| Issuer | FundLogic |
| Inception Date | Dec 5, 2017 |
| Category | Europe Equities |
| Leveraged | 1x |
| Index Tracked | MSCI Europe NR EUR |
| Asset Class | Equity |
Expense Ratio
EHEF.L features an expense ratio of 0.30%, falling within the medium range.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: EHEF.L vs. CSX5.L, EHEF.L vs. IMAE.AS
Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in SciBeta HFE Europe Equity 6F EW UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
SciBeta HFE Europe Equity 6F EW UCITS ETF had a return of 11.17% year-to-date (YTD) and 17.27% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 11.17% | 17.79% |
| 1 month | 1.12% | 0.18% |
| 6 months | 6.26% | 7.53% |
| 1 year | 17.27% | 26.42% |
| 5 years (annualized) | 7.53% | 13.48% |
| 10 years (annualized) | N/A | 10.85% |
Monthly Returns
The table below presents the monthly returns of EHEF.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.74% | 1.70% | 4.19% | -0.39% | 3.99% | -2.55% | 2.85% | 1.59% | 11.17% | ||||
| 2023 | 5.96% | 2.36% | -0.78% | 1.86% | -3.28% | 2.45% | 3.00% | -1.68% | -1.01% | -3.36% | 6.34% | 3.84% | 16.20% |
| 2022 | -3.85% | -3.69% | 0.76% | -0.90% | -1.82% | -9.17% | 8.12% | -5.54% | -8.10% | 6.66% | 6.01% | -2.54% | -14.70% |
| 2021 | -0.04% | 1.66% | 7.42% | 1.77% | 3.40% | 0.49% | 3.42% | 1.31% | -3.81% | 3.64% | -1.68% | 5.20% | 24.72% |
| 2020 | -0.50% | -8.54% | -17.12% | 6.58% | 3.42% | 3.28% | 0.09% | 3.59% | -0.82% | -4.31% | 13.11% | 2.43% | -2.12% |
| 2019 | 7.32% | 3.97% | 1.64% | 3.28% | -4.66% | 3.95% | 0.37% | -1.40% | 4.44% | 1.49% | 2.66% | 1.98% | 27.49% |
| 2018 | 1.23% | -2.98% | -1.39% | 4.29% | 1.74% | -1.04% | 2.37% | -1.12% | -0.15% | -6.27% | -1.56% | -5.25% | -10.15% |
| 2017 | -0.15% | -0.15% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EHEF.L is 61, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for SciBeta HFE Europe Equity 6F EW UCITS ETF (EHEF.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the SciBeta HFE Europe Equity 6F EW UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the SciBeta HFE Europe Equity 6F EW UCITS ETF was 37.95%, occurring on Mar 23, 2020. Recovery took 237 trading sessions.
The current SciBeta HFE Europe Equity 6F EW UCITS ETF drawdown is 1.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.95% | Feb 20, 2020 | 23 | Mar 23, 2020 | 237 | Mar 16, 2021 | 260 |
| -25.12% | Jan 6, 2022 | 184 | Sep 29, 2022 | 353 | Feb 22, 2024 | 537 |
| -17.1% | Jun 15, 2018 | 137 | Dec 27, 2018 | 129 | Jul 3, 2019 | 266 |
| -7.73% | Jan 24, 2018 | 44 | Mar 26, 2018 | 28 | May 8, 2018 | 72 |
| -7.08% | Jul 25, 2019 | 16 | Aug 15, 2019 | 19 | Sep 12, 2019 | 35 |
Volatility
Volatility Chart
The current SciBeta HFE Europe Equity 6F EW UCITS ETF volatility is 2.69%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.