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EHF1.DE vs. IS3Q.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EHF1.DE and IS3Q.DE is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

EHF1.DE vs. IS3Q.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) and iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
2.85%
5.08%
EHF1.DE
IS3Q.DE

Key characteristics

Sharpe Ratio

EHF1.DE:

2.19

IS3Q.DE:

1.68

Sortino Ratio

EHF1.DE:

2.91

IS3Q.DE:

2.38

Omega Ratio

EHF1.DE:

1.39

IS3Q.DE:

1.32

Calmar Ratio

EHF1.DE:

4.08

IS3Q.DE:

2.51

Martin Ratio

EHF1.DE:

10.57

IS3Q.DE:

10.24

Ulcer Index

EHF1.DE:

2.01%

IS3Q.DE:

1.95%

Daily Std Dev

EHF1.DE:

9.70%

IS3Q.DE:

11.90%

Max Drawdown

EHF1.DE:

-38.13%

IS3Q.DE:

-32.31%

Current Drawdown

EHF1.DE:

-0.01%

IS3Q.DE:

-0.16%

Returns By Period

In the year-to-date period, EHF1.DE achieves a 7.93% return, which is significantly higher than IS3Q.DE's 4.05% return.


EHF1.DE

YTD

7.93%

1M

7.51%

6M

9.95%

1Y

21.25%

5Y*

7.49%

10Y*

7.60%

IS3Q.DE

YTD

4.05%

1M

3.56%

6M

12.33%

1Y

19.97%

5Y*

11.93%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EHF1.DE vs. IS3Q.DE - Expense Ratio Comparison

EHF1.DE has a 0.23% expense ratio, which is lower than IS3Q.DE's 0.30% expense ratio.


IS3Q.DE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)
Expense ratio chart for IS3Q.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for EHF1.DE: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%

Risk-Adjusted Performance

EHF1.DE vs. IS3Q.DE — Risk-Adjusted Performance Rank

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

EHF1.DE
The Risk-Adjusted Performance Rank of EHF1.DE is 8585
Overall Rank
The Sharpe Ratio Rank of EHF1.DE is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of EHF1.DE is 8484
Sortino Ratio Rank
The Omega Ratio Rank of EHF1.DE is 8383
Omega Ratio Rank
The Calmar Ratio Rank of EHF1.DE is 9191
Calmar Ratio Rank
The Martin Ratio Rank of EHF1.DE is 7777
Martin Ratio Rank

IS3Q.DE
The Risk-Adjusted Performance Rank of IS3Q.DE is 7373
Overall Rank
The Sharpe Ratio Rank of IS3Q.DE is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of IS3Q.DE is 7171
Sortino Ratio Rank
The Omega Ratio Rank of IS3Q.DE is 7373
Omega Ratio Rank
The Calmar Ratio Rank of IS3Q.DE is 7474
Calmar Ratio Rank
The Martin Ratio Rank of IS3Q.DE is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EHF1.DE vs. IS3Q.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) and iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.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.


Sharpe ratio
The chart of Sharpe ratio for EHF1.DE, currently valued at 1.38, compared to the broader market0.002.004.001.381.31
The chart of Sortino ratio for EHF1.DE, currently valued at 1.86, compared to the broader market0.005.0010.001.861.91
The chart of Omega ratio for EHF1.DE, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.24
The chart of Calmar ratio for EHF1.DE, currently valued at 1.41, compared to the broader market0.005.0010.0015.0020.001.412.14
The chart of Martin ratio for EHF1.DE, currently valued at 3.41, compared to the broader market0.0020.0040.0060.0080.00100.003.416.58
EHF1.DE
IS3Q.DE

The current EHF1.DE Sharpe Ratio is 2.19, which is higher than the IS3Q.DE Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of EHF1.DE and IS3Q.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.38
1.31
EHF1.DE
IS3Q.DE

Dividends

EHF1.DE vs. IS3Q.DE - Dividend Comparison

Neither EHF1.DE nor IS3Q.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EHF1.DE vs. IS3Q.DE - Drawdown Comparison

The maximum EHF1.DE drawdown since its inception was -38.13%, which is greater than IS3Q.DE's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for EHF1.DE and IS3Q.DE. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.60%
-1.71%
EHF1.DE
IS3Q.DE

Volatility

EHF1.DE vs. IS3Q.DE - Volatility Comparison

The current volatility for Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) is 3.39%, while iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) has a volatility of 3.88%. This indicates that EHF1.DE experiences smaller price fluctuations and is considered to be less risky than IS3Q.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
3.39%
3.88%
EHF1.DE
IS3Q.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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