EHF1.DE vs. SXRY.DE
EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - EHF1.DE tracks the MSCI Europe High Dividend Yield while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, EHF1.DE returned 9.64%/yr vs 16.60%/yr for SXRY.DE. A 0.72 correlation means they provide meaningful diversification when combined. EHF1.DE charges 0.23%/yr vs 0.33%/yr for SXRY.DE.
Performance
EHF1.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EHF1.DE achieves a 8.84% return, which is significantly lower than SXRY.DE's 17.22% return. Over the past 10 years, EHF1.DE has underperformed SXRY.DE with an annualized return of 9.64%, while SXRY.DE has yielded a comparatively higher 16.60% annualized return.
EHF1.DE
- 1D
- -0.15%
- 1M
- 0.81%
- YTD
- 8.84%
- 6M
- 9.34%
- 1Y
- 18.91%
- 3Y*
- 15.74%
- 5Y*
- 11.95%
- 10Y*
- 9.64%
SXRY.DE
- 1D
- -0.85%
- 1M
- 3.87%
- YTD
- 17.22%
- 6M
- 18.03%
- 1Y
- 36.08%
- 3Y*
- 29.01%
- 5Y*
- 20.33%
- 10Y*
- 16.60%
EHF1.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EHF1.DE Amundi MSCI Europe High Dividend Factor UCITS ETF EUR | 8.84% | 19.17% | 9.83% | 14.12% | 1.04% | 18.25% | -9.78% | 27.00% | -5.56% | 4.73% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 17.22% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 33.22% | -14.32% | 16.72% |
Correlation
The correlation between EHF1.DE and SXRY.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010 | 0.72 |
The correlation between EHF1.DE and SXRY.DE shifts across timeframes, from 0.57 (1 year) to 0.74 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
EHF1.DE vs. SXRY.DE — Risk / Return Rank
EHF1.DE
SXRY.DE
EHF1.DE vs. SXRY.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 iShares FTSE MIB UCITS ETF (Acc) (SXRY.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 | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.39 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 3.71 | -0.69 |
| Martin ratioReturn relative to average drawdown | 8.37 | 13.73 | -5.36 |
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Drawdowns
EHF1.DE vs. SXRY.DE - Drawdown Comparison
The maximum EHF1.DE drawdown since its inception was -38.13%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for EHF1.DE and SXRY.DE.
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Drawdown Indicators
| EHF1.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.13% | -43.59% | +5.46% |
Max Drawdown (1Y)Largest decline over 1 year | -6.24% | -9.69% | +3.45% |
Max Drawdown (3Y)Largest decline over 3 years | -12.89% | -17.61% | +4.72% |
Max Drawdown (5Y)Largest decline over 5 years | -15.64% | -25.00% | +9.36% |
Max Drawdown (10Y)Largest decline over 10 years | -38.13% | -40.81% | +2.68% |
Current DrawdownCurrent decline from peak | -0.79% | -2.82% | +2.03% |
Average DrawdownAverage peak-to-trough decline | -4.94% | -11.60% | +6.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 2.62% | -0.37% |
Volatility
EHF1.DE vs. SXRY.DE - Volatility Comparison
The current volatility for Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) is 2.92%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 4.01%. This indicates that EHF1.DE experiences smaller price fluctuations and is considered to be less risky than SXRY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EHF1.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 4.01% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 8.19% | 12.81% | -4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.14% | 15.91% | -5.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.28% | 18.29% | -6.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.71% | 19.60% | -4.89% |
EHF1.DE vs. SXRY.DE - Expense Ratio Comparison
EHF1.DE has a 0.23% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
EHF1.DE vs. SXRY.DE - Dividend Comparison
Neither EHF1.DE nor SXRY.DE has paid dividends to shareholders.
Frequently Asked Questions
EHF1.DE and SXRY.DE have a correlation of 0.57, 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 0.33% for SXRY.DE.
EHF1.DE tracks MSCI Europe High Dividend Yield, while SXRY.DE tracks FTSE MIB. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.23% for EHF1.DE and 0.33% for SXRY.DE.
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