SXRJ.DE vs. EHF1.DE
SXRJ.DE (iShares MSCI EMU Small Cap UCITS ETF (Acc)) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds - SXRJ.DE tracks the MSCI EMU Small Cap while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 5 years, SXRJ.DE returned 6.53%/yr vs 11.31%/yr for EHF1.DE. A 0.67 correlation means they provide meaningful diversification when combined. SXRJ.DE charges 0.58%/yr vs 0.23%/yr for EHF1.DE.
Performance
SXRJ.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRJ.DE achieves a 10.87% return, which is significantly higher than EHF1.DE's 5.17% return.
SXRJ.DE
- 1D
- 0.05%
- 1M
- 0.91%
- YTD
- 10.87%
- 6M
- 13.36%
- 1Y
- 16.78%
- 3Y*
- 13.45%
- 5Y*
- 6.53%
- 10Y*
- 9.05%
EHF1.DE
- 1D
- 0.61%
- 1M
- -1.98%
- YTD
- 5.17%
- 6M
- 7.16%
- 1Y
- 12.60%
- 3Y*
- 14.05%
- 5Y*
- 11.31%
- 10Y*
- —
SXRJ.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SXRJ.DE iShares MSCI EMU Small Cap UCITS ETF (Acc) | 10.87% | 25.22% | -0.19% | 14.41% | -16.60% | 23.00% | 5.26% | 29.83% | -19.49% |
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 SXRJ.DE and EHF1.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2018 | 0.67 |
The correlation between SXRJ.DE and EHF1.DE shifts across timeframes, from 0.52 (1 year) to 0.71 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SXRJ.DE vs. EHF1.DE — Risk / Return Rank
SXRJ.DE
EHF1.DE
SXRJ.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU Small Cap UCITS ETF (Acc) (SXRJ.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.
| SXRJ.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.25 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 2.09 | -0.50 |
| Martin ratioReturn relative to average drawdown | 5.95 | 5.91 | +0.04 |
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
| SXRJ.DE | EHF1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.31 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.91 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.58 | +0.01 |
Drawdowns
SXRJ.DE vs. EHF1.DE - Drawdown Comparison
The maximum SXRJ.DE drawdown since its inception was -39.38%, roughly equal to the maximum EHF1.DE drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for SXRJ.DE and EHF1.DE.
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Drawdown Indicators
| SXRJ.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.38% | -38.13% | -1.25% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | -6.24% | -4.44% |
Max Drawdown (3Y)Largest decline over 3 years | -15.73% | -12.89% | -2.84% |
Max Drawdown (5Y)Largest decline over 5 years | -29.43% | -15.64% | -13.79% |
Max Drawdown (10Y)Largest decline over 10 years | -39.38% | — | — |
Current DrawdownCurrent decline from peak | -1.35% | -4.13% | +2.78% |
Average DrawdownAverage peak-to-trough decline | -7.44% | -4.65% | -2.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.21% | +0.66% |
Volatility
SXRJ.DE vs. EHF1.DE - Volatility Comparison
iShares MSCI EMU Small Cap UCITS ETF (Acc) (SXRJ.DE) has a higher volatility of 4.04% compared to Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) at 3.69%. This indicates that SXRJ.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
| SXRJ.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 3.69% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 7.94% | +3.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 9.92% | +3.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 12.28% | +3.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 15.39% | +0.89% |
SXRJ.DE vs. EHF1.DE - Expense Ratio Comparison
SXRJ.DE has a 0.58% expense ratio, which is higher than EHF1.DE's 0.23% expense ratio.
Dividends
SXRJ.DE vs. EHF1.DE - Dividend Comparison
Neither SXRJ.DE nor EHF1.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRJ.DE and EHF1.DE have a correlation of 0.52, 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 0.58% for SXRJ.DE.
SXRJ.DE tracks MSCI EMU Small Cap, while EHF1.DE tracks MSCI Europe High Dividend Yield. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.58% for SXRJ.DE and 0.23% for EHF1.DE.
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