OM3X.DE vs. EHF1.DE
OM3X.DE (iShares OMX Stockholm Capped UCITS ETF) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds - OM3X.DE tracks the OMX Stockholm Benchmark Cap while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 5 years, OM3X.DE returned 7.19%/yr vs 13.12%/yr for EHF1.DE. A 0.50 correlation means they provide meaningful diversification when combined. OM3X.DE charges 0.10%/yr vs 0.23%/yr for EHF1.DE.
Performance
OM3X.DE vs. EHF1.DE - Performance Comparison
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Different Trading Currencies
OM3X.DE is traded in SEK, while EHF1.DE is traded in EUR. To make them comparable, the EHF1.DE values have been converted to SEK using the latest available exchange rates.
Returns By Period
In the year-to-date period, OM3X.DE achieves a 9.44% return, which is significantly higher than EHF1.DE's 6.16% return.
OM3X.DE
- 1D
- 0.38%
- 1M
- 2.67%
- YTD
- 9.44%
- 6M
- 11.58%
- 1Y
- 21.72%
- 3Y*
- 12.08%
- 5Y*
- 7.19%
- 10Y*
- —
EHF1.DE
- 1D
- 0.52%
- 1M
- -1.56%
- YTD
- 6.16%
- 6M
- 6.78%
- 1Y
- 12.11%
- 3Y*
- 11.65%
- 5Y*
- 13.12%
- 10Y*
- —
OM3X.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
OM3X.DE iShares OMX Stockholm Capped UCITS ETF | 9.44% | 13.47% | 7.86% | 17.11% | -19.54% | 35.76% | 12.08% | 32.23% | -5.07% |
EHF1.DE Amundi MSCI Europe High Dividend Factor UCITS ETF EUR | 6.16% | 12.16% | 13.19% | 14.02% | 9.98% | 20.14% | -13.21% | 27.48% | 1.14% |
Correlation
The correlation between OM3X.DE and EHF1.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2018 | 0.50 |
The correlation between OM3X.DE and EHF1.DE has been stable across timeframes, ranging from 0.45 to 0.50 - a consistent structural relationship.
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Return for Risk
OM3X.DE vs. EHF1.DE — Risk / Return Rank
OM3X.DE
EHF1.DE
OM3X.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares OMX Stockholm Capped UCITS ETF (OM3X.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.
| OM3X.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.23 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 1.96 | -0.02 |
| Martin ratioReturn relative to average drawdown | 7.36 | 4.88 | +2.48 |
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
| OM3X.DE | EHF1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 1.27 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 1.08 | -0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.71 | -0.09 |
Drawdowns
OM3X.DE vs. EHF1.DE - Drawdown Comparison
The maximum OM3X.DE drawdown since its inception was -32.86%, smaller than the maximum EHF1.DE drawdown of -35.15%. Use the drawdown chart below to compare losses from any high point for OM3X.DE and EHF1.DE.
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Drawdown Indicators
| OM3X.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.86% | -35.15% | +2.29% |
Max Drawdown (1Y)Largest decline over 1 year | -11.13% | -6.53% | -4.60% |
Max Drawdown (3Y)Largest decline over 3 years | -21.33% | -14.16% | -7.17% |
Max Drawdown (5Y)Largest decline over 5 years | -30.41% | -14.16% | -16.25% |
Current DrawdownCurrent decline from peak | -1.57% | -3.19% | +1.62% |
Average DrawdownAverage peak-to-trough decline | -6.77% | -5.10% | -1.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.63% | +0.32% |
Volatility
OM3X.DE vs. EHF1.DE - Volatility Comparison
iShares OMX Stockholm Capped UCITS ETF (OM3X.DE) has a higher volatility of 4.70% compared to Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) at 3.09%. This indicates that OM3X.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
| OM3X.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.70% | 3.09% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 12.50% | 7.93% | +4.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.55% | 10.08% | +5.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.45% | 11.98% | +5.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 14.56% | +2.93% |
OM3X.DE vs. EHF1.DE - Expense Ratio Comparison
OM3X.DE has a 0.10% 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
OM3X.DE vs. EHF1.DE - Dividend Comparison
Neither OM3X.DE nor EHF1.DE has paid dividends to shareholders.
Frequently Asked Questions
OM3X.DE and EHF1.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, OM3X.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OM3X.DE is cheaper with a 0.10% expense ratio, compared with 0.23% for EHF1.DE.
OM3X.DE tracks OMX Stockholm Benchmark Cap, while EHF1.DE tracks MSCI Europe High Dividend Yield. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for OM3X.DE and 0.23% for EHF1.DE.
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