IBC0.DE vs. EHF1.DE
IBC0.DE (iShares Edge MSCI Europe Multifactor UCITS ETF) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds - IBC0.DE tracks the MSCI Europe Diversified Multiple-Factor while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 5 years, IBC0.DE returned 10.54%/yr vs 11.31%/yr for EHF1.DE. A 0.72 correlation means they provide meaningful diversification when combined. IBC0.DE charges 0.45%/yr vs 0.23%/yr for EHF1.DE.
Performance
IBC0.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBC0.DE achieves a 9.99% return, which is significantly higher than EHF1.DE's 5.17% return.
IBC0.DE
- 1D
- 0.63%
- 1M
- 0.47%
- YTD
- 9.99%
- 6M
- 13.20%
- 1Y
- 19.89%
- 3Y*
- 18.33%
- 5Y*
- 10.54%
- 10Y*
- 9.77%
EHF1.DE
- 1D
- 0.61%
- 1M
- -1.98%
- YTD
- 5.17%
- 6M
- 7.16%
- 1Y
- 12.60%
- 3Y*
- 14.05%
- 5Y*
- 11.31%
- 10Y*
- —
IBC0.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IBC0.DE iShares Edge MSCI Europe Multifactor UCITS ETF | 9.99% | 21.49% | 14.29% | 19.19% | -15.94% | 26.76% | -0.55% | 26.28% | -12.66% |
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 IBC0.DE and EHF1.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2018 | 0.72 |
The correlation between IBC0.DE and EHF1.DE has been stable across timeframes, ranging from 0.71 to 0.77 - a consistent structural relationship.
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Return for Risk
IBC0.DE vs. EHF1.DE — Risk / Return Rank
IBC0.DE
EHF1.DE
IBC0.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Multifactor UCITS ETF (IBC0.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.
| IBC0.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.25 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 2.09 | +0.47 |
| Martin ratioReturn relative to average drawdown | 9.54 | 5.91 | +3.62 |
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
| IBC0.DE | EHF1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 1.31 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.91 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.58 | 0.00 |
Drawdowns
IBC0.DE vs. EHF1.DE - Drawdown Comparison
The maximum IBC0.DE drawdown since its inception was -37.22%, roughly equal to the maximum EHF1.DE drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for IBC0.DE and EHF1.DE.
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Drawdown Indicators
| IBC0.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.22% | -38.13% | +0.91% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -6.24% | -1.63% |
Max Drawdown (3Y)Largest decline over 3 years | -15.28% | -12.89% | -2.39% |
Max Drawdown (5Y)Largest decline over 5 years | -24.64% | -15.64% | -9.00% |
Max Drawdown (10Y)Largest decline over 10 years | -37.22% | — | — |
Current DrawdownCurrent decline from peak | -1.53% | -4.13% | +2.60% |
Average DrawdownAverage peak-to-trough decline | -5.79% | -4.65% | -1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 2.21% | -0.09% |
Volatility
IBC0.DE vs. EHF1.DE - Volatility Comparison
iShares Edge MSCI Europe Multifactor UCITS ETF (IBC0.DE) has a higher volatility of 4.25% compared to Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) at 3.69%. This indicates that IBC0.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
| IBC0.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 3.69% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 10.49% | 7.94% | +2.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.68% | 9.92% | +2.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 12.28% | +2.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 15.39% | +0.93% |
IBC0.DE vs. EHF1.DE - Expense Ratio Comparison
IBC0.DE has a 0.45% expense ratio, which is higher than EHF1.DE's 0.23% expense ratio.
Dividends
IBC0.DE vs. EHF1.DE - Dividend Comparison
Neither IBC0.DE nor EHF1.DE has paid dividends to shareholders.
Frequently Asked Questions
IBC0.DE and EHF1.DE have a correlation of 0.71, 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 0.45% for IBC0.DE.
IBC0.DE tracks MSCI Europe Diversified Multiple-Factor, while EHF1.DE tracks MSCI Europe High Dividend Yield. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.45% for IBC0.DE and 0.23% for EHF1.DE.
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