IUSK.DE vs. EHF1.DE
IUSK.DE (iShares MSCI Europe SRI UCITS ETF (Acc)) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds - IUSK.DE tracks the MSCI Europe SRI Select Reduced Fossil Fuels while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 5 years, IUSK.DE returned 5.35%/yr vs 11.31%/yr for EHF1.DE. A 0.72 correlation means they provide meaningful diversification when combined. IUSK.DE charges 0.20%/yr vs 0.23%/yr for EHF1.DE.
Performance
IUSK.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSK.DE achieves a 6.53% return, which is significantly higher than EHF1.DE's 5.17% return.
IUSK.DE
- 1D
- 0.74%
- 1M
- 1.54%
- YTD
- 6.53%
- 6M
- 8.40%
- 1Y
- 5.44%
- 3Y*
- 7.02%
- 5Y*
- 5.35%
- 10Y*
- 7.86%
EHF1.DE
- 1D
- 0.61%
- 1M
- -1.98%
- YTD
- 5.17%
- 6M
- 7.16%
- 1Y
- 12.60%
- 3Y*
- 14.05%
- 5Y*
- 11.31%
- 10Y*
- —
IUSK.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IUSK.DE iShares MSCI Europe SRI UCITS ETF (Acc) | 6.53% | 3.95% | 5.36% | 16.45% | -15.18% | 26.73% | 4.02% | 30.88% | -6.78% |
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 IUSK.DE and EHF1.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2018 | 0.72 |
The correlation between IUSK.DE and EHF1.DE has been stable across timeframes, ranging from 0.67 to 0.75 - a consistent structural relationship.
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Return for Risk
IUSK.DE vs. EHF1.DE — Risk / Return Rank
IUSK.DE
EHF1.DE
IUSK.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.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.
| IUSK.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.25 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 2.09 | -1.56 |
| Martin ratioReturn relative to average drawdown | 1.40 | 5.91 | -4.51 |
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
| IUSK.DE | EHF1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 1.31 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.91 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.58 | -0.09 |
Drawdowns
IUSK.DE vs. EHF1.DE - Drawdown Comparison
The maximum IUSK.DE drawdown since its inception was -33.56%, smaller than the maximum EHF1.DE drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for IUSK.DE and EHF1.DE.
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Drawdown Indicators
| IUSK.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -38.13% | +4.57% |
Max Drawdown (1Y)Largest decline over 1 year | -10.12% | -6.24% | -3.88% |
Max Drawdown (3Y)Largest decline over 3 years | -15.94% | -12.89% | -3.05% |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | -15.64% | -7.86% |
Max Drawdown (10Y)Largest decline over 10 years | -33.56% | — | — |
Current DrawdownCurrent decline from peak | -0.86% | -4.13% | +3.27% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -4.65% | -1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 2.21% | +1.62% |
Volatility
IUSK.DE vs. EHF1.DE - Volatility Comparison
iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) has a higher volatility of 4.24% compared to Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) at 3.69%. This indicates that IUSK.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
| IUSK.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 3.69% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 7.94% | +3.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 9.92% | +3.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 12.28% | +2.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 15.39% | +0.11% |
IUSK.DE vs. EHF1.DE - Expense Ratio Comparison
IUSK.DE has a 0.20% expense ratio, which is lower than EHF1.DE's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IUSK.DE vs. EHF1.DE - Dividend Comparison
Neither IUSK.DE nor EHF1.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSK.DE and EHF1.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSK.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSK.DE is cheaper with a 0.20% expense ratio, compared with 0.23% for EHF1.DE.
IUSK.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels, while EHF1.DE tracks MSCI Europe High Dividend Yield. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for IUSK.DE and 0.23% for EHF1.DE.
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