18M2.DE vs. EDEU.DE
18M2.DE (Amundi ETF MSCI EMU High Dividend UCITS ETF EUR) and EDEU.DE (BNP Paribas Easy ESG Dividend Europe UCITS ETF) are both Europe Equities funds - 18M2.DE tracks the MSCI EMU High Dividend Yield while EDEU.DE tracks the BNP Paribas High Dividend Europe ESG. Both are passively managed. Over the past 5 years, 18M2.DE returned 9.48%/yr vs 10.96%/yr for EDEU.DE. Their correlation of 0.81 suggests significant overlap in exposure. 18M2.DE charges 0.30%/yr vs 0.31%/yr for EDEU.DE.
Performance
18M2.DE vs. EDEU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 18M2.DE achieves a 9.78% return, which is significantly lower than EDEU.DE's 12.19% return.
18M2.DE
- 1D
- 0.58%
- 1M
- 1.74%
- YTD
- 9.78%
- 6M
- 10.49%
- 1Y
- 22.11%
- 3Y*
- 13.49%
- 5Y*
- 9.48%
- 10Y*
- 9.74%
EDEU.DE
- 1D
- 0.61%
- 1M
- 1.00%
- YTD
- 12.19%
- 6M
- 12.77%
- 1Y
- 25.39%
- 3Y*
- 21.57%
- 5Y*
- 10.96%
- 10Y*
- —
18M2.DE vs. EDEU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
18M2.DE Amundi ETF MSCI EMU High Dividend UCITS ETF EUR | 9.78% | 21.49% | 3.36% | 16.14% | -6.47% | 16.02% | -6.39% | 24.91% | -4.44% | 1.38% |
EDEU.DE BNP Paribas Easy ESG Dividend Europe UCITS ETF | 12.19% | 28.12% | 11.83% | 16.84% | -12.98% | 27.34% | -14.08% | 23.54% | -20.58% | 9.22% |
Correlation
The correlation between 18M2.DE and EDEU.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2017 | 0.81 |
The correlation between 18M2.DE and EDEU.DE has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.
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Return for Risk
18M2.DE vs. EDEU.DE — Risk / Return Rank
18M2.DE
EDEU.DE
18M2.DE vs. EDEU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) and BNP Paribas Easy ESG Dividend Europe UCITS ETF (EDEU.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.
| 18M2.DE | EDEU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.41 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 3.56 | -0.01 |
| Martin ratioReturn relative to average drawdown | 9.52 | 12.17 | -2.65 |
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Drawdowns
18M2.DE vs. EDEU.DE - Drawdown Comparison
The maximum 18M2.DE drawdown since its inception was -37.06%, smaller than the maximum EDEU.DE drawdown of -47.82%. Use the drawdown chart below to compare losses from any high point for 18M2.DE and EDEU.DE.
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Drawdown Indicators
| 18M2.DE | EDEU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.06% | -47.82% | +10.76% |
Max Drawdown (1Y)Largest decline over 1 year | -6.19% | -7.09% | +0.90% |
Max Drawdown (3Y)Largest decline over 3 years | -14.68% | -14.57% | -0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -20.81% | -24.98% | +4.17% |
Max Drawdown (10Y)Largest decline over 10 years | -37.06% | — | — |
Current DrawdownCurrent decline from peak | -0.14% | -0.55% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -6.41% | -9.02% | +2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 2.08% | +0.24% |
Volatility
18M2.DE vs. EDEU.DE - Volatility Comparison
The current volatility for Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) is 2.15%, while BNP Paribas Easy ESG Dividend Europe UCITS ETF (EDEU.DE) has a volatility of 3.10%. This indicates that 18M2.DE experiences smaller price fluctuations and is considered to be less risky than EDEU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 18M2.DE | EDEU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.15% | 3.10% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 8.46% | 8.98% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.77% | 11.32% | -0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.42% | 14.55% | -1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.17% | 18.29% | -3.12% |
18M2.DE vs. EDEU.DE - Expense Ratio Comparison
18M2.DE has a 0.30% expense ratio, which is lower than EDEU.DE's 0.31% expense ratio.
Dividends
18M2.DE vs. EDEU.DE - Dividend Comparison
Neither 18M2.DE nor EDEU.DE has paid dividends to shareholders.
Frequently Asked Questions
18M2.DE and EDEU.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 18M2.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
18M2.DE is cheaper with a 0.30% expense ratio, compared with 0.31% for EDEU.DE.
18M2.DE tracks MSCI EMU High Dividend Yield, while EDEU.DE tracks BNP Paribas High Dividend Europe ESG. They also come from different issuers: Amundi and BNP Paribas. Their fees differ too: 0.30% for 18M2.DE and 0.31% for EDEU.DE.
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