EXSG.DE vs. EHF1.DE
EXSG.DE (iShares EURO STOXX Select Dividend 30 UCITS ETF (DE)) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds - EXSG.DE tracks the EURO STOXX® Select Dividend 30 while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 5 years, EXSG.DE returned 9.16%/yr vs 11.31%/yr for EHF1.DE. A 0.74 correlation means they provide meaningful diversification when combined. EXSG.DE charges 0.32%/yr vs 0.23%/yr for EHF1.DE.
Performance
EXSG.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSG.DE achieves a 7.97% return, which is significantly higher than EHF1.DE's 5.17% return.
EXSG.DE
- 1D
- 0.33%
- 1M
- 1.17%
- YTD
- 7.97%
- 6M
- 10.98%
- 1Y
- 20.85%
- 3Y*
- 20.16%
- 5Y*
- 9.16%
- 10Y*
- 7.41%
EHF1.DE
- 1D
- 0.61%
- 1M
- -1.98%
- YTD
- 5.17%
- 6M
- 7.16%
- 1Y
- 12.60%
- 3Y*
- 14.05%
- 5Y*
- 11.31%
- 10Y*
- —
EXSG.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EXSG.DE iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) | 7.97% | 43.07% | 7.93% | 4.12% | -13.46% | 23.87% | -18.07% | 22.83% | -12.07% |
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 EXSG.DE and EHF1.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2018 | 0.74 |
The correlation between EXSG.DE and EHF1.DE has been stable across timeframes, ranging from 0.70 to 0.80 - a consistent structural relationship.
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Return for Risk
EXSG.DE vs. EHF1.DE — Risk / Return Rank
EXSG.DE
EHF1.DE
EXSG.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.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.
| EXSG.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.25 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 2.09 | +0.62 |
| Martin ratioReturn relative to average drawdown | 8.47 | 5.91 | +2.56 |
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
| EXSG.DE | EHF1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 1.31 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.91 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.58 | -0.31 |
Drawdowns
EXSG.DE vs. EHF1.DE - Drawdown Comparison
The maximum EXSG.DE drawdown since its inception was -70.80%, 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 EXSG.DE and EHF1.DE.
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Drawdown Indicators
| EXSG.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.80% | -38.13% | -32.67% |
Max Drawdown (1Y)Largest decline over 1 year | -7.84% | -6.24% | -1.60% |
Max Drawdown (3Y)Largest decline over 3 years | -12.86% | -12.89% | +0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -24.70% | -15.64% | -9.06% |
Max Drawdown (10Y)Largest decline over 10 years | -43.45% | — | — |
Current DrawdownCurrent decline from peak | -1.33% | -4.13% | +2.80% |
Average DrawdownAverage peak-to-trough decline | -21.25% | -4.65% | -16.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.21% | +0.30% |
Volatility
EXSG.DE vs. EHF1.DE - Volatility Comparison
The current volatility for iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.DE) is 3.34%, while Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) has a volatility of 3.69%. This indicates that EXSG.DE experiences smaller price fluctuations and is considered to be less risky 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
| EXSG.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | 3.69% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 7.94% | +1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.77% | 9.92% | +1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.75% | 12.28% | +2.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.72% | 15.39% | +2.33% |
EXSG.DE vs. EHF1.DE - Expense Ratio Comparison
EXSG.DE has a 0.32% expense ratio, which is higher than EHF1.DE's 0.23% expense ratio.
Dividends
EXSG.DE vs. EHF1.DE - Dividend Comparison
EXSG.DE's dividend yield for the trailing twelve months is around 4.10%, 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% |
EXSG.DE iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) | 4.10% | 4.47% | 5.94% | 5.72% | 5.29% | 3.91% | 3.22% | 4.60% | 5.06% | 7.36% | 4.78% | 4.24% |
Frequently Asked Questions
EXSG.DE and EHF1.DE have a correlation of 0.70, 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 0.32% for EXSG.DE.
EXSG.DE tracks EURO STOXX® Select Dividend 30, while EHF1.DE tracks MSCI Europe High Dividend Yield. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.32% for EXSG.DE and 0.23% for EHF1.DE.
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