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SLQX.DE vs. EHF1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLQX.DE vs. EHF1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Expat Slovenia SBI TOP UCITS ETF (SLQX.DE) and Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SLQX.DE achieves a 26.18% return, which is significantly higher than EHF1.DE's 11.13% return.


SLQX.DE

1D
0.18%
1M
4.95%
6M
15.59%
YTD
26.18%
1Y
29.14%
3Y*
36.50%
5Y*
23.30%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLQX.DE vs. EHF1.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SLQX.DE
Expat Slovenia SBI TOP UCITS ETF
26.18%46.37%33.58%16.52%-10.85%43.83%-3.91%11.50%-17.12%
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%-4.13%

Correlation

The correlation between SLQX.DE and EHF1.DE is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2018

0.08

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Return for Risk

SLQX.DE vs. EHF1.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SLQX.DE
SLQX.DE Risk / Return Rank: 4949
Overall Rank
SLQX.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SLQX.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
SLQX.DE Omega Ratio Rank: 5656
Omega Ratio Rank
SLQX.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
SLQX.DE Martin Ratio Rank: 4242
Martin Ratio Rank

EHF1.DE
EHF1.DE Risk / Return Rank: 7373
Overall Rank
EHF1.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EHF1.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
EHF1.DE Omega Ratio Rank: 7676
Omega Ratio Rank
EHF1.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
EHF1.DE Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SLQX.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Expat Slovenia SBI TOP UCITS ETF (SLQX.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.


SLQX.DEEHF1.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

1.29

1.36

-0.07

Calmar ratioReturn relative to maximum drawdown

2.31

3.22

-0.91

Martin ratioReturn relative to average drawdown

5.57

8.94

-3.37

SLQX.DE vs. EHF1.DE - Sharpe Ratio Comparison

The current SLQX.DE Sharpe Ratio is 1.35, which is comparable to the EHF1.DE Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of SLQX.DE and EHF1.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SLQX.DE vs. EHF1.DE - Drawdown Comparison

The maximum SLQX.DE drawdown since its inception was -34.33%, smaller than the maximum EHF1.DE drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for SLQX.DE and EHF1.DE.


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Drawdown Indicators


SLQX.DEEHF1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.33%

-38.13%

+3.80%

Max Drawdown (1Y)

Largest decline over 1 year

-12.32%

-6.24%

-6.08%

Max Drawdown (3Y)

Largest decline over 3 years

-12.39%

-12.89%

+0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-24.09%

-15.64%

-8.45%

Max Drawdown (10Y)

Largest decline over 10 years

-38.13%

Current Drawdown

Current decline from peak

0.00%

-0.16%

+0.16%

Average Drawdown

Average peak-to-trough decline

-8.99%

-4.93%

-4.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.13%

2.25%

+2.88%

Volatility

SLQX.DE vs. EHF1.DE - Volatility Comparison

Expat Slovenia SBI TOP UCITS ETF (SLQX.DE) and Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) have volatilities of 3.38% and 3.48%, 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.


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Volatility by Period


SLQX.DEEHF1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

3.48%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

16.14%

8.51%

+7.63%

Volatility (1Y)

Calculated over the trailing 1-year period

21.11%

10.46%

+10.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.41%

12.29%

+6.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.91%

14.61%

+3.30%

SLQX.DE vs. EHF1.DE - Expense Ratio Comparison

SLQX.DE has a 1.38% expense ratio, which is higher than EHF1.DE's 0.23% expense ratio.


Dividends

SLQX.DE vs. EHF1.DE - Dividend Comparison

Neither SLQX.DE nor EHF1.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SLQX.DE and EHF1.DE have a correlation of 0.10, 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 1.38% for SLQX.DE.

SLQX.DE tracks SBI TOP Index, while EHF1.DE tracks MSCI Europe High Dividend Yield. They also come from different issuers: Expat and Amundi. Their fees differ too: 1.38% for SLQX.DE and 0.23% for EHF1.DE.

Portfolio Optimizer

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