AMED.DE vs. EHF1.DE
AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds from Amundi - AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 5 years, AMED.DE returned 10.41%/yr vs 11.31%/yr for EHF1.DE. A 0.73 correlation means they provide meaningful diversification when combined. AMED.DE charges 0.25%/yr vs 0.23%/yr for EHF1.DE.
Performance
AMED.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AMED.DE achieves a 16.87% return, which is significantly higher than EHF1.DE's 5.17% return.
AMED.DE
- 1D
- 0.51%
- 1M
- 7.96%
- YTD
- 16.87%
- 6M
- 18.54%
- 1Y
- 26.45%
- 3Y*
- 16.11%
- 5Y*
- 10.41%
- 10Y*
- 9.75%
EHF1.DE
- 1D
- 0.61%
- 1M
- -0.73%
- YTD
- 5.17%
- 6M
- 6.71%
- 1Y
- 13.10%
- 3Y*
- 14.05%
- 5Y*
- 11.31%
- 10Y*
- —
AMED.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 16.87% | 20.15% | 5.95% | 16.68% | -10.71% | 20.90% | -1.35% | 27.22% | -13.73% |
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 AMED.DE and EHF1.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2018 | 0.73 |
The correlation between AMED.DE and EHF1.DE shifts across timeframes, from 0.60 (1 year) to 0.77 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
AMED.DE vs. EHF1.DE — Risk / Return Rank
AMED.DE
EHF1.DE
AMED.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.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.
| AMED.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.25 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 2.09 | +0.40 |
| Martin ratioReturn relative to average drawdown | 9.40 | 5.91 | +3.49 |
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
| AMED.DE | EHF1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 1.31 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.91 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.58 | -0.11 |
Drawdowns
AMED.DE vs. EHF1.DE - Drawdown Comparison
The maximum AMED.DE drawdown since its inception was -38.35%, roughly equal to the maximum EHF1.DE drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for AMED.DE and EHF1.DE.
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Drawdown Indicators
| AMED.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.35% | -38.13% | -0.22% |
Max Drawdown (1Y)Largest decline over 1 year | -10.56% | -6.24% | -4.32% |
Max Drawdown (3Y)Largest decline over 3 years | -14.07% | -12.89% | -1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -24.06% | -15.64% | -8.42% |
Max Drawdown (10Y)Largest decline over 10 years | -38.35% | — | — |
Current DrawdownCurrent decline from peak | -0.17% | -4.13% | +3.96% |
Average DrawdownAverage peak-to-trough decline | -6.69% | -4.65% | -2.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.21% | +0.60% |
Volatility
AMED.DE vs. EHF1.DE - Volatility Comparison
Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a higher volatility of 5.61% compared to Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) at 3.69%. This indicates that AMED.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
| AMED.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 3.69% | +1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 7.94% | +4.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 9.92% | +5.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.87% | 12.28% | +3.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 15.39% | +1.61% |
AMED.DE vs. EHF1.DE - Expense Ratio Comparison
AMED.DE has a 0.25% expense ratio, which is higher than EHF1.DE's 0.23% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
AMED.DE vs. EHF1.DE - Dividend Comparison
Neither AMED.DE nor EHF1.DE has paid dividends to shareholders.
Frequently Asked Questions
AMED.DE and EHF1.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EHF1.DE is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EHF1.DE is cheaper with a 0.23% expense ratio, compared with 0.25% for AMED.DE.
AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped, while EHF1.DE tracks MSCI Europe High Dividend Yield. Their fees differ too: 0.25% for AMED.DE and 0.23% for EHF1.DE.
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