SXRW.DE vs. EHF1.DE
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds - SXRW.DE tracks the FTSE 100 while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 5 years, SXRW.DE returned 11.57%/yr vs 11.31%/yr for EHF1.DE. A 0.76 correlation means they provide meaningful diversification when combined. SXRW.DE charges 0.07%/yr vs 0.23%/yr for EHF1.DE.
Performance
SXRW.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRW.DE achieves a 6.50% return, which is significantly higher than EHF1.DE's 5.17% return.
SXRW.DE
- 1D
- 0.14%
- 1M
- -0.73%
- YTD
- 6.50%
- 6M
- 9.61%
- 1Y
- 18.23%
- 3Y*
- 14.51%
- 5Y*
- 11.57%
- 10Y*
- 8.04%
EHF1.DE
- 1D
- 0.61%
- 1M
- -1.98%
- YTD
- 5.17%
- 6M
- 7.16%
- 1Y
- 12.60%
- 3Y*
- 14.05%
- 5Y*
- 11.31%
- 10Y*
- —
SXRW.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 6.50% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -8.13% |
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 SXRW.DE and EHF1.DE is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2018 | 0.76 |
The correlation between SXRW.DE and EHF1.DE has been stable across timeframes, ranging from 0.73 to 0.83 - a consistent structural relationship.
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Return for Risk
SXRW.DE vs. EHF1.DE — Risk / Return Rank
SXRW.DE
EHF1.DE
SXRW.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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.
| SXRW.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.25 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 2.09 | +0.21 |
| Martin ratioReturn relative to average drawdown | 8.40 | 5.91 | +2.49 |
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
| SXRW.DE | EHF1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 1.31 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.91 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.58 | -0.08 |
Drawdowns
SXRW.DE vs. EHF1.DE - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, 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 SXRW.DE and EHF1.DE.
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Drawdown Indicators
| SXRW.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -38.13% | -2.18% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -6.24% | -1.67% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -12.89% | -3.97% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -15.64% | -1.22% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | — | — |
Current DrawdownCurrent decline from peak | -2.75% | -4.13% | +1.38% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -4.65% | -1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.21% | -0.04% |
Volatility
SXRW.DE vs. EHF1.DE - Volatility Comparison
iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) has a higher volatility of 4.45% compared to Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) at 3.69%. This indicates that SXRW.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
| SXRW.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 3.69% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 7.94% | +2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.13% | 9.92% | +2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 12.28% | +1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 15.39% | +1.54% |
SXRW.DE vs. EHF1.DE - Expense Ratio Comparison
SXRW.DE has a 0.07% 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
SXRW.DE vs. EHF1.DE - Dividend Comparison
Neither SXRW.DE nor EHF1.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRW.DE and EHF1.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.23% for EHF1.DE.
SXRW.DE tracks FTSE 100, while EHF1.DE tracks MSCI Europe High Dividend Yield. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.07% for SXRW.DE and 0.23% for EHF1.DE.
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