EDM6.DE vs. EHF1.DE
EDM6.DE (iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds - EDM6.DE tracks the MSCI Europe ESG Enhanced Focus while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 5 years, EDM6.DE returned 8.72%/yr vs 11.31%/yr for EHF1.DE. Their correlation of 0.80 suggests significant overlap in exposure. EDM6.DE charges 0.12%/yr vs 0.23%/yr for EHF1.DE.
Performance
EDM6.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EDM6.DE achieves a 7.51% return, which is significantly higher than EHF1.DE's 5.17% return.
EDM6.DE
- 1D
- 0.53%
- 1M
- 1.24%
- YTD
- 7.51%
- 6M
- 10.13%
- 1Y
- 15.70%
- 3Y*
- 12.88%
- 5Y*
- 8.72%
- 10Y*
- —
EHF1.DE
- 1D
- 0.61%
- 1M
- -1.98%
- YTD
- 5.17%
- 6M
- 7.16%
- 1Y
- 12.60%
- 3Y*
- 14.05%
- 5Y*
- 11.31%
- 10Y*
- —
EDM6.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EDM6.DE iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc | 7.51% | 17.44% | 8.39% | 15.68% | -12.34% | 25.49% | -1.54% | 10.00% |
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% | 10.69% |
Correlation
The correlation between EDM6.DE and EHF1.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2019 | 0.80 |
The correlation between EDM6.DE and EHF1.DE shifts across timeframes, from 0.71 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EDM6.DE vs. EHF1.DE — Risk / Return Rank
EDM6.DE
EHF1.DE
EDM6.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc (EDM6.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.
| EDM6.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.25 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 2.09 | -0.50 |
| Martin ratioReturn relative to average drawdown | 5.63 | 5.91 | -0.28 |
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
| EDM6.DE | EHF1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 1.31 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.91 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.58 | -0.02 |
Drawdowns
EDM6.DE vs. EHF1.DE - Drawdown Comparison
The maximum EDM6.DE drawdown since its inception was -34.98%, smaller than the maximum EHF1.DE drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for EDM6.DE and EHF1.DE.
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Drawdown Indicators
| EDM6.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.98% | -38.13% | +3.15% |
Max Drawdown (1Y)Largest decline over 1 year | -10.01% | -6.24% | -3.77% |
Max Drawdown (3Y)Largest decline over 3 years | -16.46% | -12.89% | -3.57% |
Max Drawdown (5Y)Largest decline over 5 years | -21.81% | -15.64% | -6.17% |
Current DrawdownCurrent decline from peak | -1.56% | -4.13% | +2.57% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -4.65% | -0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.21% | +0.63% |
Volatility
EDM6.DE vs. EHF1.DE - Volatility Comparison
iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc (EDM6.DE) has a higher volatility of 4.40% compared to Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) at 3.69%. This indicates that EDM6.DE's price experiences larger fluctuations and is considered to be riskier 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
| EDM6.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 3.69% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 10.81% | 7.94% | +2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.26% | 9.92% | +3.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.47% | 12.28% | +2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 15.39% | +1.10% |
EDM6.DE vs. EHF1.DE - Expense Ratio Comparison
EDM6.DE has a 0.12% expense ratio, which is lower than EHF1.DE's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EDM6.DE vs. EHF1.DE - Dividend Comparison
Neither EDM6.DE nor EHF1.DE has paid dividends to shareholders.
Frequently Asked Questions
EDM6.DE and EHF1.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EDM6.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDM6.DE is cheaper with a 0.12% expense ratio, compared with 0.23% for EHF1.DE.
EDM6.DE tracks MSCI Europe ESG Enhanced Focus, while EHF1.DE tracks MSCI Europe High Dividend Yield. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.12% for EDM6.DE and 0.23% for EHF1.DE.
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