SLMB.DE vs. EHF1.DE
SLMB.DE (iShares MSCI EMU Screened UCITS ETF EUR (Dist)) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds - SLMB.DE tracks the MSCI EMU Screened Index while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 5 years, SLMB.DE returned 10.71%/yr vs 12.34%/yr for EHF1.DE. A 0.80 correlation means they provide meaningful diversification when combined. SLMB.DE charges 0.12%/yr vs 0.23%/yr for EHF1.DE.
Performance
SLMB.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SLMB.DE having a 10.88% return and EHF1.DE slightly higher at 11.13%.
SLMB.DE
- 1D
- -0.22%
- 1M
- -0.08%
- 6M
- 7.79%
- YTD
- 10.88%
- 1Y
- 20.21%
- 3Y*
- 15.41%
- 5Y*
- 10.71%
- 10Y*
- —
EHF1.DE
- 1D
- 0.33%
- 1M
- 3.83%
- 6M
- 10.19%
- YTD
- 11.13%
- 1Y
- 20.18%
- 3Y*
- 15.98%
- 5Y*
- 12.34%
- 10Y*
- 9.17%
SLMB.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SLMB.DE iShares MSCI EMU Screened UCITS ETF EUR (Dist) | 10.88% | 22.96% | 9.33% | 19.66% | -12.70% | 22.35% | 0.18% | 26.56% | -7.21% |
EHF1.DE Amundi MSCI Europe High Dividend Factor UCITS ETF EUR | 11.13% | 19.17% | 9.83% | 14.12% | 1.04% | 18.25% | -9.78% | 27.00% | -4.64% |
Correlation
The correlation between SLMB.DE and EHF1.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.80 |
Over the past year, the correlation between SLMB.DE and EHF1.DE has dropped to 0.55 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
SLMB.DE vs. EHF1.DE — Risk / Return Rank
SLMB.DE
EHF1.DE
SLMB.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU Screened UCITS ETF EUR (Dist) (SLMB.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SLMB.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.36 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 3.22 | -1.23 |
| Martin ratioReturn relative to average drawdown | 7.37 | 8.94 | -1.58 |
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Drawdowns
SLMB.DE vs. EHF1.DE - Drawdown Comparison
The maximum SLMB.DE drawdown since its inception was -37.65%, roughly equal to the maximum EHF1.DE drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for SLMB.DE and EHF1.DE.
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Drawdown Indicators
| SLMB.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.65% | -38.13% | +0.48% |
Max Drawdown (1Y)Largest decline over 1 year | -10.11% | -6.24% | -3.87% |
Max Drawdown (3Y)Largest decline over 3 years | -15.04% | -12.89% | -2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -25.20% | -15.64% | -9.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.13% | — |
Current DrawdownCurrent decline from peak | -1.83% | -0.16% | -1.67% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -4.93% | -0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 2.25% | +0.49% |
Volatility
SLMB.DE vs. EHF1.DE - Volatility Comparison
iShares MSCI EMU Screened UCITS ETF EUR (Dist) (SLMB.DE) has a higher volatility of 3.82% compared to Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) at 3.48%. This indicates that SLMB.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
| SLMB.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 3.48% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 12.34% | 8.51% | +3.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.56% | 10.46% | +4.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.16% | 12.29% | +3.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.96% | 14.61% | +3.35% |
SLMB.DE vs. EHF1.DE - Expense Ratio Comparison
SLMB.DE has a 0.12% 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
SLMB.DE vs. EHF1.DE - Dividend Comparison
SLMB.DE's dividend yield for the trailing twelve months is around 2.51%, while EHF1.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EHF1.DE Amundi MSCI Europe High Dividend Factor UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SLMB.DE iShares MSCI EMU Screened UCITS ETF EUR (Dist) | 2.51% | 2.71% | 3.02% | 2.74% | 2.88% | 1.99% | 1.67% | 2.91% |
Frequently Asked Questions
SLMB.DE and EHF1.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SLMB.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SLMB.DE is cheaper with a 0.12% expense ratio, compared with 0.23% for EHF1.DE.
SLMB.DE tracks MSCI EMU Screened Index, while EHF1.DE tracks MSCI Europe High Dividend Yield. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.12% for SLMB.DE and 0.23% for EHF1.DE.
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