18M2.DE vs. H4ZZ.DE
18M2.DE (Amundi ETF MSCI EMU High Dividend UCITS ETF EUR) and H4ZZ.DE (HSBC Euro Stoxx 50 UCITS ETF EUR (Acc)) are both Europe Equities funds - 18M2.DE tracks the MSCI EMU High Dividend Yield while H4ZZ.DE tracks the EURO STOXX 50. Both are passively managed. Over the past year, 18M2.DE returned 21.49% vs 21.69% for H4ZZ.DE. A 0.77 correlation means they provide meaningful diversification when combined. 18M2.DE charges 0.30%/yr vs 0.05%/yr for H4ZZ.DE.
Performance
18M2.DE vs. H4ZZ.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with 18M2.DE having a 9.46% return and H4ZZ.DE slightly lower at 9.44%.
18M2.DE
- 1D
- -0.29%
- 1M
- 1.60%
- YTD
- 9.46%
- 6M
- 10.17%
- 1Y
- 21.49%
- 3Y*
- 13.23%
- 5Y*
- 9.41%
- 10Y*
- 9.45%
H4ZZ.DE
- 1D
- -0.68%
- 1M
- 2.65%
- YTD
- 9.44%
- 6M
- 10.41%
- 1Y
- 21.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
18M2.DE vs. H4ZZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
18M2.DE Amundi ETF MSCI EMU High Dividend UCITS ETF EUR | 9.46% | 21.49% | -4.33% |
H4ZZ.DE HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) | 9.44% | 22.35% | -2.42% |
Correlation
The correlation between 18M2.DE and H4ZZ.DE is 0.70, 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 | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2024 | 0.77 |
The correlation between 18M2.DE and H4ZZ.DE has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
18M2.DE vs. H4ZZ.DE — Risk / Return Rank
18M2.DE
H4ZZ.DE
18M2.DE vs. H4ZZ.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 HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.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 | H4ZZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.25 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.45 | 1.97 | +1.48 |
| Martin ratioReturn relative to average drawdown | 9.25 | 6.84 | +2.41 |
Loading charts...
Drawdowns
18M2.DE vs. H4ZZ.DE - Drawdown Comparison
The maximum 18M2.DE drawdown since its inception was -37.06%, which is greater than H4ZZ.DE's maximum drawdown of -16.46%. Use the drawdown chart below to compare losses from any high point for 18M2.DE and H4ZZ.DE.
Loading charts...
Drawdown Indicators
| 18M2.DE | H4ZZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.06% | -16.46% | -20.60% |
Max Drawdown (1Y)Largest decline over 1 year | -6.19% | -10.94% | +4.75% |
Max Drawdown (3Y)Largest decline over 3 years | -14.68% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.81% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.06% | — | — |
Current DrawdownCurrent decline from peak | -0.43% | -1.50% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -6.41% | -2.66% | -3.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 3.16% | -0.84% |
Volatility
18M2.DE vs. H4ZZ.DE - Volatility Comparison
The current volatility for Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) is 2.05%, while HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.DE) has a volatility of 3.61%. This indicates that 18M2.DE experiences smaller price fluctuations and is considered to be less risky than H4ZZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 18M2.DE | H4ZZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 3.61% | -1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.46% | 13.19% | -4.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.74% | 15.96% | -5.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.41% | 16.80% | -3.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.14% | 16.80% | -1.66% |
18M2.DE vs. H4ZZ.DE - Expense Ratio Comparison
18M2.DE has a 0.30% expense ratio, which is higher than H4ZZ.DE's 0.05% expense ratio.
Dividends
18M2.DE vs. H4ZZ.DE - Dividend Comparison
Neither 18M2.DE nor H4ZZ.DE has paid dividends to shareholders.
Frequently Asked Questions
18M2.DE and H4ZZ.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, H4ZZ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
H4ZZ.DE is cheaper with a 0.05% expense ratio, compared with 0.30% for 18M2.DE.
18M2.DE tracks MSCI EMU High Dividend Yield, while H4ZZ.DE tracks EURO STOXX 50. They also come from different issuers: Amundi and HSBC. Their fees differ too: 0.30% for 18M2.DE and 0.05% for H4ZZ.DE.
Find the right allocation for 18M2.DE and H4ZZ.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer