EHF1.DE vs. SLQX.DE
EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) and SLQX.DE (Expat Slovenia SBI TOP UCITS ETF) are both Europe Equities funds - EHF1.DE tracks the MSCI Europe High Dividend Yield while SLQX.DE tracks the SBI TOP Index. Both are passively managed. Over the past 5 years, EHF1.DE returned 12.67%/yr vs 23.41%/yr for SLQX.DE. At a 0.08 correlation, their price movements are largely independent. EHF1.DE charges 0.23%/yr vs 1.38%/yr for SLQX.DE.
Performance
EHF1.DE vs. SLQX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EHF1.DE achieves a 12.77% return, which is significantly lower than SLQX.DE's 26.72% return.
EHF1.DE
- 1D
- 0.82%
- 1M
- 5.28%
- 6M
- 11.73%
- YTD
- 12.77%
- 1Y
- 21.66%
- 3Y*
- 16.48%
- 5Y*
- 12.67%
- 10Y*
- 9.42%
SLQX.DE
- 1D
- 0.30%
- 1M
- 5.06%
- 6M
- 16.08%
- YTD
- 26.72%
- 1Y
- 28.19%
- 3Y*
- 36.69%
- 5Y*
- 23.41%
- 10Y*
- —
EHF1.DE vs. SLQX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EHF1.DE Amundi MSCI Europe High Dividend Factor UCITS ETF EUR | 12.77% | 19.17% | 9.83% | 14.12% | 1.04% | 18.25% | -9.78% | 27.00% | -4.13% |
SLQX.DE Expat Slovenia SBI TOP UCITS ETF | 26.72% | 46.37% | 33.58% | 16.52% | -10.85% | 43.83% | -3.91% | 11.50% | -17.12% |
Correlation
The correlation between EHF1.DE and SLQX.DE is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2018 | 0.08 |
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Return for Risk
EHF1.DE vs. SLQX.DE — Risk / Return Rank
EHF1.DE
SLQX.DE
EHF1.DE vs. SLQX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) and Expat Slovenia SBI TOP UCITS ETF (SLQX.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.
| EHF1.DE | SLQX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.28 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | 2.28 | +1.18 |
| Martin ratioReturn relative to average drawdown | 9.60 | 5.48 | +4.11 |
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Drawdowns
EHF1.DE vs. SLQX.DE - Drawdown Comparison
The maximum EHF1.DE drawdown since its inception was -38.13%, which is greater than SLQX.DE's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for EHF1.DE and SLQX.DE.
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Drawdown Indicators
| EHF1.DE | SLQX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.13% | -34.33% | -3.80% |
Max Drawdown (1Y)Largest decline over 1 year | -6.24% | -12.32% | +6.08% |
Max Drawdown (3Y)Largest decline over 3 years | -12.89% | -12.39% | -0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -15.64% | -24.09% | +8.45% |
Max Drawdown (10Y)Largest decline over 10 years | -38.13% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -8.99% | +4.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 5.13% | -2.88% |
Volatility
EHF1.DE vs. SLQX.DE - Volatility Comparison
Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) and Expat Slovenia SBI TOP UCITS ETF (SLQX.DE) have volatilities of 3.24% and 3.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EHF1.DE | SLQX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 3.26% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 8.51% | 16.07% | -7.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.48% | 21.11% | -10.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.29% | 18.40% | -6.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.61% | 17.91% | -3.30% |
EHF1.DE vs. SLQX.DE - Expense Ratio Comparison
EHF1.DE has a 0.23% expense ratio, which is lower than SLQX.DE's 1.38% expense ratio.
Dividends
EHF1.DE vs. SLQX.DE - Dividend Comparison
Neither EHF1.DE nor SLQX.DE has paid dividends to shareholders.
Frequently Asked Questions
EHF1.DE and SLQX.DE have a correlation of 0.10, 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 1.38% for SLQX.DE.
EHF1.DE tracks MSCI Europe High Dividend Yield, while SLQX.DE tracks SBI TOP Index. They also come from different issuers: Amundi and Expat. Their fees differ too: 0.23% for EHF1.DE and 1.38% for SLQX.DE.
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