AE50.DE vs. EHF1.DE
AE50.DE (Amundi ETF STOXX Europe 50 UCITS ETF EUR) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds from Amundi - AE50.DE tracks the STOXX® Europe 50 while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 5 years, AE50.DE returned 11.33%/yr vs 11.31%/yr for EHF1.DE. A 0.75 correlation means they provide meaningful diversification when combined. AE50.DE charges 0.15%/yr vs 0.23%/yr for EHF1.DE.
Performance
AE50.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AE50.DE achieves a 7.47% return, which is significantly higher than EHF1.DE's 5.17% return.
AE50.DE
- 1D
- 0.82%
- 1M
- 0.87%
- YTD
- 7.47%
- 6M
- 9.90%
- 1Y
- 16.79%
- 3Y*
- 12.27%
- 5Y*
- 11.33%
- 10Y*
- 9.32%
EHF1.DE
- 1D
- 0.61%
- 1M
- -1.98%
- YTD
- 5.17%
- 6M
- 7.16%
- 1Y
- 12.60%
- 3Y*
- 14.05%
- 5Y*
- 11.31%
- 10Y*
- —
AE50.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AE50.DE Amundi ETF STOXX Europe 50 UCITS ETF EUR | 7.47% | 18.08% | 7.63% | 14.90% | -1.62% | 26.03% | -6.38% | 28.61% | -9.39% |
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 AE50.DE and EHF1.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 (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2018 | 0.75 |
The correlation between AE50.DE and EHF1.DE shifts across timeframes, from 0.70 (1 year) to 0.80 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
AE50.DE vs. EHF1.DE — Risk / Return Rank
AE50.DE
EHF1.DE
AE50.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.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.
| AE50.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.25 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 2.09 | -0.35 |
| Martin ratioReturn relative to average drawdown | 6.15 | 5.91 | +0.24 |
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
| AE50.DE | EHF1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.31 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.91 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.58 | -0.10 |
Drawdowns
AE50.DE vs. EHF1.DE - Drawdown Comparison
The maximum AE50.DE drawdown since its inception was -32.20%, smaller than the maximum EHF1.DE drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for AE50.DE and EHF1.DE.
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Drawdown Indicators
| AE50.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.20% | -38.13% | +5.93% |
Max Drawdown (1Y)Largest decline over 1 year | -9.54% | -6.24% | -3.30% |
Max Drawdown (3Y)Largest decline over 3 years | -17.29% | -12.89% | -4.40% |
Max Drawdown (5Y)Largest decline over 5 years | -17.29% | -15.64% | -1.65% |
Max Drawdown (10Y)Largest decline over 10 years | -32.20% | — | — |
Current DrawdownCurrent decline from peak | -1.65% | -4.13% | +2.48% |
Average DrawdownAverage peak-to-trough decline | -5.70% | -4.65% | -1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 2.21% | +0.50% |
Volatility
AE50.DE vs. EHF1.DE - Volatility Comparison
Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) has a higher volatility of 4.34% compared to Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) at 3.69%. This indicates that AE50.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
| AE50.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 3.69% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 7.94% | +2.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.25% | 9.92% | +3.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.93% | 12.28% | +1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.11% | 15.39% | -0.28% |
AE50.DE vs. EHF1.DE - Expense Ratio Comparison
AE50.DE has a 0.15% 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
AE50.DE vs. EHF1.DE - Dividend Comparison
Neither AE50.DE nor EHF1.DE has paid dividends to shareholders.
Frequently Asked Questions
AE50.DE and EHF1.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, AE50.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AE50.DE is cheaper with a 0.15% expense ratio, compared with 0.23% for EHF1.DE.
AE50.DE tracks STOXX® Europe 50, while EHF1.DE tracks MSCI Europe High Dividend Yield. Their fees differ too: 0.15% for AE50.DE and 0.23% for EHF1.DE.
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