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EXS3.DE vs. EHF1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXS3.DE vs. EHF1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MDAX UCITS ETF (DE) (EXS3.DE) and Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXS3.DE achieves a 6.43% return, which is significantly higher than EHF1.DE's 5.17% return.


EXS3.DE

1D
0.21%
1M
5.13%
YTD
6.43%
6M
10.24%
1Y
4.92%
3Y*
6.03%
5Y*
-1.18%
10Y*
4.04%

EHF1.DE

1D
0.61%
1M
-0.73%
YTD
5.17%
6M
6.71%
1Y
13.10%
3Y*
14.05%
5Y*
11.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXS3.DE vs. EHF1.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EXS3.DE
iShares MDAX UCITS ETF (DE)
6.43%19.10%-6.45%7.92%-29.11%13.18%8.17%30.28%-17.85%
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 EXS3.DE and EHF1.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2018

0.61

The correlation between EXS3.DE and EHF1.DE shifts across timeframes, from 0.43 (1 year) to 0.64 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EXS3.DE vs. EHF1.DE — Risk / Return Rank

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

EXS3.DE
EXS3.DE Risk / Return Rank: 1313
Overall Rank
EXS3.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EXS3.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
EXS3.DE Omega Ratio Rank: 1313
Omega Ratio Rank
EXS3.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
EXS3.DE Martin Ratio Rank: 1313
Martin Ratio Rank

EHF1.DE
EHF1.DE Risk / Return Rank: 3939
Overall Rank
EHF1.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
EHF1.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
EHF1.DE Omega Ratio Rank: 3838
Omega Ratio Rank
EHF1.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
EHF1.DE Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EXS3.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MDAX UCITS ETF (DE) (EXS3.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.


EXS3.DEEHF1.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.06

1.25

-0.19

Calmar ratioReturn relative to maximum drawdown

0.34

2.09

-1.75

Martin ratioReturn relative to average drawdown

0.91

5.91

-5.00

EXS3.DE vs. EHF1.DE - Sharpe Ratio Comparison

The current EXS3.DE Sharpe Ratio is 0.26, which is lower than the EHF1.DE Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of EXS3.DE and EHF1.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EXS3.DEEHF1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

1.31

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.91

-0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.58

-0.23

Drawdowns

EXS3.DE vs. EHF1.DE - Drawdown Comparison

The maximum EXS3.DE drawdown since its inception was -63.82%, which is greater than EHF1.DE's maximum drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for EXS3.DE and EHF1.DE.


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Drawdown Indicators


EXS3.DEEHF1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-63.82%

-38.13%

-25.69%

Max Drawdown (1Y)

Largest decline over 1 year

-14.57%

-6.24%

-8.33%

Max Drawdown (3Y)

Largest decline over 3 years

-18.67%

-12.89%

-5.78%

Max Drawdown (5Y)

Largest decline over 5 years

-40.31%

-15.64%

-24.67%

Max Drawdown (10Y)

Largest decline over 10 years

-40.31%

Current Drawdown

Current decline from peak

-12.23%

-4.13%

-8.10%

Average Drawdown

Average peak-to-trough decline

-14.02%

-4.65%

-9.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.35%

2.21%

+3.14%

Volatility

EXS3.DE vs. EHF1.DE - Volatility Comparison

iShares MDAX UCITS ETF (DE) (EXS3.DE) has a higher volatility of 4.94% compared to Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) at 3.69%. This indicates that EXS3.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


EXS3.DEEHF1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

3.69%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

15.18%

7.94%

+7.24%

Volatility (1Y)

Calculated over the trailing 1-year period

18.54%

9.92%

+8.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.35%

12.28%

+7.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.37%

15.39%

+2.98%

EXS3.DE vs. EHF1.DE - Expense Ratio Comparison

EXS3.DE has a 0.51% expense ratio, which is higher than EHF1.DE's 0.23% expense ratio.


Dividends

EXS3.DE vs. EHF1.DE - Dividend Comparison

Neither EXS3.DE nor EHF1.DE has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
EXS3.DE
iShares MDAX UCITS ETF (DE)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.41%0.49%0.53%0.49%

Frequently Asked Questions


EXS3.DE and EHF1.DE have a correlation of 0.43, 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 0.51% for EXS3.DE.

EXS3.DE tracks MDAX®, while EHF1.DE tracks MSCI Europe High Dividend Yield. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.51% for EXS3.DE and 0.23% for EHF1.DE.

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