EXSE.DE vs. EHF1.DE
EXSE.DE (iShares STOXX Europe Small 200 UCITS ETF (DE)) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds - EXSE.DE tracks the STOXX® Europe Small 200 while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 5 years, EXSE.DE returned 3.52%/yr vs 11.31%/yr for EHF1.DE. A 0.68 correlation means they provide meaningful diversification when combined. EXSE.DE charges 0.20%/yr vs 0.23%/yr for EHF1.DE.
Performance
EXSE.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSE.DE achieves a 7.33% return, which is significantly higher than EHF1.DE's 5.17% return.
EXSE.DE
- 1D
- 0.55%
- 1M
- 1.10%
- YTD
- 7.33%
- 6M
- 10.98%
- 1Y
- 15.08%
- 3Y*
- 11.63%
- 5Y*
- 3.52%
- 10Y*
- 7.21%
EHF1.DE
- 1D
- 0.61%
- 1M
- -1.98%
- YTD
- 5.17%
- 6M
- 7.16%
- 1Y
- 12.60%
- 3Y*
- 14.05%
- 5Y*
- 11.31%
- 10Y*
- —
EXSE.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EXSE.DE iShares STOXX Europe Small 200 UCITS ETF (DE) | 7.33% | 18.59% | 3.15% | 12.44% | -23.69% | 22.14% | 4.50% | 30.93% | -13.35% |
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 EXSE.DE and EHF1.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2018 | 0.68 |
The correlation between EXSE.DE and EHF1.DE shifts across timeframes, from 0.60 (1 year) to 0.74 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EXSE.DE vs. EHF1.DE — Risk / Return Rank
EXSE.DE
EHF1.DE
EXSE.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.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.
| EXSE.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.25 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 2.09 | -0.60 |
| Martin ratioReturn relative to average drawdown | 5.48 | 5.91 | -0.44 |
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
| EXSE.DE | EHF1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.31 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.91 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.58 | -0.19 |
Drawdowns
EXSE.DE vs. EHF1.DE - Drawdown Comparison
The maximum EXSE.DE drawdown since its inception was -62.51%, 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 EXSE.DE and EHF1.DE.
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Drawdown Indicators
| EXSE.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.51% | -38.13% | -24.38% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -6.24% | -4.12% |
Max Drawdown (3Y)Largest decline over 3 years | -15.61% | -12.89% | -2.72% |
Max Drawdown (5Y)Largest decline over 5 years | -35.13% | -15.64% | -19.49% |
Max Drawdown (10Y)Largest decline over 10 years | -38.03% | — | — |
Current DrawdownCurrent decline from peak | -1.14% | -4.13% | +2.99% |
Average DrawdownAverage peak-to-trough decline | -12.96% | -4.65% | -8.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.21% | +0.61% |
Volatility
EXSE.DE vs. EHF1.DE - Volatility Comparison
iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.DE) and Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) have volatilities of 3.72% and 3.69%, 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
| EXSE.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 3.69% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.87% | 7.94% | +2.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.33% | 9.92% | +3.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 12.28% | +4.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 15.39% | +1.95% |
EXSE.DE vs. EHF1.DE - Expense Ratio Comparison
EXSE.DE has a 0.20% 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
EXSE.DE vs. EHF1.DE - Dividend Comparison
EXSE.DE's dividend yield for the trailing twelve months is around 2.67%, while EHF1.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EXSE.DE iShares STOXX Europe Small 200 UCITS ETF (DE) | 2.67% | 2.91% | 2.58% | 2.29% | 2.59% | 1.43% | 1.25% | 2.13% | 2.59% | 3.45% | 2.83% | 2.87% |
Frequently Asked Questions
EXSE.DE and EHF1.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSE.DE is cheaper with a 0.20% expense ratio, compared with 0.23% for EHF1.DE.
EXSE.DE tracks STOXX® Europe Small 200, while EHF1.DE tracks MSCI Europe High Dividend Yield. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for EXSE.DE and 0.23% for EHF1.DE.
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