EXSH.DE vs. EHF1.DE
EXSH.DE (iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds - EXSH.DE tracks the STOXX® Europe Select Dividend 30 while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 5 years, EXSH.DE returned 12.78%/yr vs 11.31%/yr for EHF1.DE. A 0.76 correlation means they provide meaningful diversification when combined. EXSH.DE charges 0.32%/yr vs 0.23%/yr for EHF1.DE.
Performance
EXSH.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSH.DE achieves a 13.96% return, which is significantly higher than EHF1.DE's 5.17% return.
EXSH.DE
- 1D
- 0.47%
- 1M
- 4.04%
- YTD
- 13.96%
- 6M
- 19.08%
- 1Y
- 32.41%
- 3Y*
- 23.40%
- 5Y*
- 12.78%
- 10Y*
- 10.31%
EHF1.DE
- 1D
- 0.61%
- 1M
- -0.73%
- YTD
- 5.17%
- 6M
- 6.71%
- 1Y
- 13.10%
- 3Y*
- 14.05%
- 5Y*
- 11.31%
- 10Y*
- —
EXSH.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 13.96% | 44.94% | 5.72% | 10.87% | -9.92% | 23.55% | -9.64% | 27.73% | -5.51% |
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 EXSH.DE and EHF1.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2018 | 0.76 |
The correlation between EXSH.DE and EHF1.DE has been stable across timeframes, ranging from 0.72 to 0.82 - a consistent structural relationship.
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Return for Risk
EXSH.DE vs. EHF1.DE — Risk / Return Rank
EXSH.DE
EHF1.DE
EXSH.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.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.
| EXSH.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.38 | ||
| Sortino ratioReturn per unit of downside risk | +1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.25 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 4.85 | 2.09 | +2.76 |
| Martin ratioReturn relative to average drawdown | 16.10 | 5.91 | +10.19 |
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
| EXSH.DE | EHF1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.69 | 1.31 | +1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.91 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.58 | -0.26 |
Drawdowns
EXSH.DE vs. EHF1.DE - Drawdown Comparison
The maximum EXSH.DE drawdown since its inception was -70.20%, 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 EXSH.DE and EHF1.DE.
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Drawdown Indicators
| EXSH.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.20% | -38.13% | -32.07% |
Max Drawdown (1Y)Largest decline over 1 year | -6.65% | -6.24% | -0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -14.43% | -12.89% | -1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -22.98% | -15.64% | -7.34% |
Max Drawdown (10Y)Largest decline over 10 years | -40.34% | — | — |
Current DrawdownCurrent decline from peak | -1.87% | -4.13% | +2.26% |
Average DrawdownAverage peak-to-trough decline | -22.15% | -4.65% | -17.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.21% | -0.20% |
Volatility
EXSH.DE vs. EHF1.DE - Volatility Comparison
iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) has a higher volatility of 3.90% compared to Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) at 3.69%. This indicates that EXSH.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
| EXSH.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | 3.69% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.77% | 7.94% | +1.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.99% | 9.92% | +2.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 12.28% | +2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.15% | 15.39% | +1.76% |
EXSH.DE vs. EHF1.DE - Expense Ratio Comparison
EXSH.DE has a 0.32% expense ratio, which is higher than EHF1.DE's 0.23% expense ratio.
Dividends
EXSH.DE vs. EHF1.DE - Dividend Comparison
EXSH.DE's dividend yield for the trailing twelve months is around 4.47%, 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% |
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 4.47% | 5.15% | 5.86% | 6.39% | 6.06% | 3.77% | 3.58% | 4.50% | 4.42% | 5.03% | 4.99% | 3.96% |
Frequently Asked Questions
EXSH.DE and EHF1.DE have a correlation of 0.72, 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 EXSH.DE.
EXSH.DE tracks STOXX® Europe 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 EXSH.DE and 0.23% for EHF1.DE.
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