IS3Q.DE vs. EHF1.DE
IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both exchange-traded funds - IS3Q.DE is a Global Equities fund tracking the MSCI World Sector Neutral Quality, while EHF1.DE is a Europe Equities fund tracking the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 5 years, IS3Q.DE returned 11.35%/yr vs 11.31%/yr for EHF1.DE. A 0.56 correlation means they provide meaningful diversification when combined. IS3Q.DE charges 0.30%/yr vs 0.23%/yr for EHF1.DE.
Performance
IS3Q.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3Q.DE achieves a 9.47% return, which is significantly higher than EHF1.DE's 5.17% return.
IS3Q.DE
- 1D
- 0.75%
- 1M
- 3.07%
- YTD
- 9.47%
- 6M
- 9.57%
- 1Y
- 18.81%
- 3Y*
- 15.09%
- 5Y*
- 11.35%
- 10Y*
- 12.05%
EHF1.DE
- 1D
- 0.61%
- 1M
- -0.73%
- YTD
- 5.17%
- 6M
- 6.71%
- 1Y
- 13.10%
- 3Y*
- 14.05%
- 5Y*
- 11.31%
- 10Y*
- —
IS3Q.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IS3Q.DE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) | 9.47% | 2.80% | 23.78% | 21.70% | -14.84% | 34.28% | 4.44% | 33.90% | -1.82% |
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 IS3Q.DE and EHF1.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2018 | 0.56 |
The correlation between IS3Q.DE and EHF1.DE shifts across timeframes, from 0.45 (3 years) to 0.56 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS3Q.DE vs. EHF1.DE — Risk / Return Rank
IS3Q.DE
EHF1.DE
IS3Q.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.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.
| IS3Q.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.25 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 2.09 | +0.88 |
| Martin ratioReturn relative to average drawdown | 11.80 | 5.91 | +5.89 |
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
| IS3Q.DE | EHF1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.31 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.91 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.58 | +0.18 |
Drawdowns
IS3Q.DE vs. EHF1.DE - Drawdown Comparison
The maximum IS3Q.DE drawdown since its inception was -32.31%, smaller than the maximum EHF1.DE drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for IS3Q.DE and EHF1.DE.
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Drawdown Indicators
| IS3Q.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.31% | -38.13% | +5.82% |
Max Drawdown (1Y)Largest decline over 1 year | -6.33% | -6.24% | -0.09% |
Max Drawdown (3Y)Largest decline over 3 years | -20.63% | -12.89% | -7.74% |
Max Drawdown (5Y)Largest decline over 5 years | -20.63% | -15.64% | -4.99% |
Max Drawdown (10Y)Largest decline over 10 years | -32.31% | — | — |
Current DrawdownCurrent decline from peak | -0.12% | -4.13% | +4.01% |
Average DrawdownAverage peak-to-trough decline | -4.61% | -4.65% | +0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 2.21% | -0.61% |
Volatility
IS3Q.DE vs. EHF1.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) is 2.37%, while Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) has a volatility of 3.69%. This indicates that IS3Q.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
| IS3Q.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | 3.69% | -1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 7.31% | 7.94% | -0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.66% | 9.92% | +0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 12.28% | +1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.89% | 15.39% | -0.50% |
IS3Q.DE vs. EHF1.DE - Expense Ratio Comparison
IS3Q.DE has a 0.30% expense ratio, which is higher than EHF1.DE's 0.23% expense ratio.
Dividends
IS3Q.DE vs. EHF1.DE - Dividend Comparison
Neither IS3Q.DE nor EHF1.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3Q.DE and EHF1.DE have a correlation of 0.47, 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 0.30% for IS3Q.DE.
IS3Q.DE is categorized as Global Equities, while EHF1.DE is Europe Equities. IS3Q.DE tracks MSCI World Sector Neutral Quality, while EHF1.DE tracks MSCI Europe High Dividend Yield. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.30% for IS3Q.DE and 0.23% for EHF1.DE.
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