IMAE.AS vs. EHEF.L
Compare and contrast key facts about iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS) and SciBeta HFE Europe Equity 6F EW UCITS ETF (EHEF.L).
IMAE.AS and EHEF.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IMAE.AS is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Sep 25, 2009. EHEF.L is a passively managed fund by FundLogic that tracks the performance of the MSCI Europe NR EUR. It was launched on Dec 5, 2017. Both IMAE.AS and EHEF.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IMAE.AS or EHEF.L.
Key characteristics
| IMAE.AS | EHEF.L | |
|---|---|---|
| YTD Return | 10.60% | 11.17% |
| 1Y Return | 16.15% | 17.33% |
| 3Y Return (Ann) | 7.32% | 5.06% |
| 5Y Return (Ann) | 8.35% | 7.59% |
| Sharpe Ratio | 1.63 | 1.62 |
| Daily Std Dev | 10.30% | 10.74% |
| Max Drawdown | -35.60% | -37.95% |
| Current Drawdown | -1.64% | -1.35% |
Correlation
The correlation between IMAE.AS and EHEF.L is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IMAE.AS vs. EHEF.L - Performance Comparison
In the year-to-date period, IMAE.AS achieves a 10.60% return, which is significantly lower than EHEF.L's 11.17% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IMAE.AS vs. EHEF.L - Expense Ratio Comparison
IMAE.AS has a 0.20% expense ratio, which is lower than EHEF.L's 0.30% expense ratio.
Risk-Adjusted Performance
IMAE.AS vs. EHEF.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS) and SciBeta HFE Europe Equity 6F EW UCITS ETF (EHEF.L). 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.
Dividends
IMAE.AS vs. EHEF.L - Dividend Comparison
Neither IMAE.AS nor EHEF.L has paid dividends to shareholders.
Drawdowns
IMAE.AS vs. EHEF.L - Drawdown Comparison
The maximum IMAE.AS drawdown since its inception was -35.60%, smaller than the maximum EHEF.L drawdown of -37.95%. Use the drawdown chart below to compare losses from any high point for IMAE.AS and EHEF.L. For additional features, visit the drawdowns tool.
Volatility
IMAE.AS vs. EHEF.L - Volatility Comparison
iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS) and SciBeta HFE Europe Equity 6F EW UCITS ETF (EHEF.L) have volatilities of 3.07% and 3.09%, 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.