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I know that the effectiveness of metals used for electromagnetic shields heavily depends on the used frequency or frequency range.

I could not find a resource in the web (tables or graphs) that give me the information which material (especially ferromagnetic vs. diamagnetic) should be selected when shielding a component from a given frequency.

Is there some information about this in the web? Which is the most effective metal for a frequency of 125kHz?

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To the best of my knowledge, it's only a matter of skin effect. Your shield should be larger than the skin effect of your electromagnetic field, to be able to fully reflect it (minus some losses).

There are just 2 rules:

  • For any conductive material, the higher frequency you go, the thicker the skin effect is.
  • For any conductive material, the less resistive it is, the thicker the skin effect is.

Wikipedia's page linked above seems to indicate that Permalloy is good for shielding, but Permalloy's page indicates that its mechanical characteristics make it inappropriate for elaborated shapes. Copper seems to stay a good choice.

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  • $\begingroup$ Right. This also means for low frequencies the skin effect is negligible compared to the ferromagnetic effect and e.g. iron becomes a better shield than copper. Without data (about e.g. permalloy and other suitable metals like iron, copper, alu, etc.) its only guessing. $\endgroup$
    – Silicomancer
    Commented Nov 11, 2015 at 8:44
  • $\begingroup$ @Silicomancer It's not guessing, just check the skin depth. $\endgroup$
    – TZDZ
    Commented Nov 12, 2015 at 10:30
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At that frequency you are likely to also be suffering from a lot of parasitic components, such as capacitance between different conductor, inductance along wires, mutual inductance between wires and the resistance of the wires, chassi and shield them selves.

It will depend on your application what is the best technique (including a good understanding of what's going on!).

How have you decided you have a magnetic field that is both at 125 kHz, and that it needs shielding (alone)?

Assuming it's part of a larger circuit, have a look at the work of Henry Ott, and of Bill Whitlock (Jensen Transformers) - they have a lott of good stuff about shielding (and theory applies at all frequencies ;-).

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