SXR3.DE vs. EHF1.DE
SXR3.DE (iShares MSCI UK UCITS ETF (Acc)) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds - SXR3.DE tracks the MSCI UK while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 5 years, SXR3.DE returned 9.64%/yr vs 11.31%/yr for EHF1.DE. A 0.73 correlation means they provide meaningful diversification when combined. SXR3.DE charges 0.33%/yr vs 0.23%/yr for EHF1.DE.
Performance
SXR3.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
SXR3.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- -0.00%
- 6M
- -0.00%
- 1Y
- 6.37%
- 3Y*
- 10.41%
- 5Y*
- 9.64%
- 10Y*
- 6.68%
EHF1.DE
- 1D
- 0.61%
- 1M
- -1.98%
- YTD
- 5.17%
- 6M
- 7.16%
- 1Y
- 12.60%
- 3Y*
- 14.05%
- 5Y*
- 11.31%
- 10Y*
- —
SXR3.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SXR3.DE iShares MSCI UK UCITS ETF (Acc) | -0.00% | 15.66% | 13.52% | 9.60% | 0.36% | 25.69% | -17.21% | 24.21% | -8.92% |
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 SXR3.DE and EHF1.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2018 | 0.73 |
Over the past year, the correlation between SXR3.DE and EHF1.DE has dropped to 0.42 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.
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Return for Risk
SXR3.DE vs. EHF1.DE — Risk / Return Rank
SXR3.DE
EHF1.DE
SXR3.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI UK UCITS ETF (Acc) (SXR3.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.
| SXR3.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.25 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.64 | 2.09 | -1.45 |
| Martin ratioReturn relative to average drawdown | 1.32 | 5.91 | -4.59 |
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
| SXR3.DE | EHF1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 1.31 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.91 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.58 | -0.14 |
Drawdowns
SXR3.DE vs. EHF1.DE - Drawdown Comparison
The maximum SXR3.DE drawdown since its inception was -40.36%, which is greater than EHF1.DE's maximum drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for SXR3.DE and EHF1.DE.
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Drawdown Indicators
| SXR3.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.36% | -38.13% | -2.23% |
Max Drawdown (1Y)Largest decline over 1 year | -10.13% | -6.24% | -3.89% |
Max Drawdown (3Y)Largest decline over 3 years | -16.69% | -12.89% | -3.80% |
Max Drawdown (5Y)Largest decline over 5 years | -16.69% | -15.64% | -1.05% |
Max Drawdown (10Y)Largest decline over 10 years | -40.36% | — | — |
Current DrawdownCurrent decline from peak | -10.13% | -4.13% | -6.00% |
Average DrawdownAverage peak-to-trough decline | -6.29% | -4.65% | -1.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.95% | 2.21% | +2.74% |
Volatility
SXR3.DE vs. EHF1.DE - Volatility Comparison
The current volatility for iShares MSCI UK UCITS ETF (Acc) (SXR3.DE) is 0.00%, while Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) has a volatility of 3.69%. This indicates that SXR3.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
| SXR3.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.69% | -3.69% |
Volatility (6M)Calculated over the trailing 6-month period | 14.03% | 7.94% | +6.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 9.92% | +5.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.49% | 12.28% | +2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 15.39% | +1.57% |
SXR3.DE vs. EHF1.DE - Expense Ratio Comparison
SXR3.DE has a 0.33% expense ratio, which is higher than EHF1.DE's 0.23% expense ratio.
Dividends
SXR3.DE vs. EHF1.DE - Dividend Comparison
Neither SXR3.DE nor EHF1.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR3.DE and EHF1.DE have a correlation of 0.42, 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 0.33% for SXR3.DE.
SXR3.DE tracks MSCI UK, while EHF1.DE tracks MSCI Europe High Dividend Yield. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.33% for SXR3.DE and 0.23% for EHF1.DE.
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