6PSC.DE vs. EHF1.DE
6PSC.DE (Invesco FTSE RAFI Europe UCITS ETF) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds - 6PSC.DE tracks the FTSE RAFI Europe while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 5 years, 6PSC.DE returned 12.72%/yr vs 11.31%/yr for EHF1.DE. Their correlation of 0.80 suggests significant overlap in exposure. 6PSC.DE charges 0.39%/yr vs 0.23%/yr for EHF1.DE.
Performance
6PSC.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 6PSC.DE achieves a 8.79% return, which is significantly higher than EHF1.DE's 5.17% return.
6PSC.DE
- 1D
- 0.50%
- 1M
- 2.73%
- YTD
- 8.79%
- 6M
- 11.58%
- 1Y
- 21.99%
- 3Y*
- 18.36%
- 5Y*
- 12.72%
- 10Y*
- 10.23%
EHF1.DE
- 1D
- 0.61%
- 1M
- -0.73%
- YTD
- 5.17%
- 6M
- 6.71%
- 1Y
- 13.10%
- 3Y*
- 14.05%
- 5Y*
- 11.31%
- 10Y*
- —
6PSC.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
6PSC.DE Invesco FTSE RAFI Europe UCITS ETF | 8.79% | 28.47% | 10.65% | 16.01% | -4.18% | 26.14% | -8.74% | 22.28% | -11.66% |
EHF1.DE Amundi MSCI Europe High Dividend Factor UCITS ETF EUR | 5.17% | 19.17% | 9.83% | 14.12% | 1.04% | 18.25% | -9.78% | 24.88% | -2.98% |
Correlation
The correlation between 6PSC.DE and EHF1.DE is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2018 | 0.80 |
The correlation between 6PSC.DE and EHF1.DE has been stable across timeframes, ranging from 0.79 to 0.87 - a consistent structural relationship.
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Return for Risk
6PSC.DE vs. EHF1.DE — Risk / Return Rank
6PSC.DE
EHF1.DE
6PSC.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI Europe UCITS ETF (6PSC.DE) and Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.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.
| 6PSC.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.25 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 2.09 | +0.57 |
| Martin ratioReturn relative to average drawdown | 9.93 | 5.91 | +4.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 6PSC.DE | EHF1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 1.31 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.91 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.58 | -0.06 |
Drawdowns
6PSC.DE vs. EHF1.DE - Drawdown Comparison
The maximum 6PSC.DE drawdown since its inception was -39.52%, roughly equal to the maximum EHF1.DE drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for 6PSC.DE and EHF1.DE.
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Drawdown Indicators
| 6PSC.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.52% | -38.13% | -1.39% |
Max Drawdown (1Y)Largest decline over 1 year | -8.23% | -6.24% | -1.99% |
Max Drawdown (3Y)Largest decline over 3 years | -15.44% | -12.89% | -2.55% |
Max Drawdown (5Y)Largest decline over 5 years | -17.94% | -15.64% | -2.30% |
Max Drawdown (10Y)Largest decline over 10 years | -39.52% | — | — |
Current DrawdownCurrent decline from peak | -1.23% | -4.13% | +2.90% |
Average DrawdownAverage peak-to-trough decline | -6.73% | -4.65% | -2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.21% | 0.00% |
Volatility
6PSC.DE vs. EHF1.DE - Volatility Comparison
The current volatility for Invesco FTSE RAFI Europe UCITS ETF (6PSC.DE) is 3.45%, while Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) has a volatility of 3.69%. This indicates that 6PSC.DE experiences smaller price fluctuations and is considered to be less risky than EHF1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 6PSC.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 3.69% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.05% | 7.94% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.39% | 9.92% | +1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 12.28% | +2.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 15.39% | +1.95% |
6PSC.DE vs. EHF1.DE - Expense Ratio Comparison
6PSC.DE has a 0.39% expense ratio, which is higher than EHF1.DE's 0.23% expense ratio.
Dividends
6PSC.DE vs. EHF1.DE - Dividend Comparison
6PSC.DE's dividend yield for the trailing twelve months is around 2.75%, while EHF1.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
6PSC.DE Invesco FTSE RAFI Europe UCITS ETF | 2.75% | 3.05% | 3.57% | 3.59% | 3.41% | 2.75% | 2.06% | 3.55% | 3.67% | 2.80% | 2.83% | 2.73% |
EHF1.DE Amundi MSCI Europe High Dividend Factor UCITS ETF EUR | 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
6PSC.DE and EHF1.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EHF1.DE is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EHF1.DE is cheaper with a 0.23% expense ratio, compared with 0.39% for 6PSC.DE.
6PSC.DE tracks FTSE RAFI Europe, while EHF1.DE tracks MSCI Europe High Dividend Yield. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.39% for 6PSC.DE and 0.23% for EHF1.DE.
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