AMEQ.DE vs. EHF1.DE
AMEQ.DE (Amundi MSCI Europe Quality Factor UCITS ETF EUR) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds from Amundi - AMEQ.DE tracks the MSCI Europe Quality while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 5 years, AMEQ.DE returned 5.17%/yr vs 11.31%/yr for EHF1.DE. A 0.68 correlation means they provide meaningful diversification when combined. Both charge a 0.23% expense ratio.
Performance
AMEQ.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AMEQ.DE achieves a 3.29% return, which is significantly lower than EHF1.DE's 5.17% return.
AMEQ.DE
- 1D
- 1.20%
- 1M
- 2.34%
- YTD
- 3.29%
- 6M
- 4.79%
- 1Y
- 6.14%
- 3Y*
- 6.34%
- 5Y*
- 5.17%
- 10Y*
- —
EHF1.DE
- 1D
- 0.61%
- 1M
- -0.73%
- YTD
- 5.17%
- 6M
- 6.71%
- 1Y
- 13.10%
- 3Y*
- 14.05%
- 5Y*
- 11.31%
- 10Y*
- —
AMEQ.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AMEQ.DE Amundi MSCI Europe Quality Factor UCITS ETF EUR | 3.29% | 9.08% | 2.74% | 14.61% | -14.34% | 27.69% | 5.23% | 36.05% | -5.93% |
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 AMEQ.DE and EHF1.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2018 | 0.68 |
The correlation between AMEQ.DE and EHF1.DE has been stable across timeframes, ranging from 0.68 to 0.74 - a consistent structural relationship.
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Return for Risk
AMEQ.DE vs. EHF1.DE — Risk / Return Rank
AMEQ.DE
EHF1.DE
AMEQ.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe Quality Factor UCITS ETF EUR (AMEQ.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.
| AMEQ.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.25 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.57 | 2.09 | -1.52 |
| Martin ratioReturn relative to average drawdown | 1.54 | 5.91 | -4.37 |
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
| AMEQ.DE | EHF1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 1.31 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.91 | -0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.58 | -0.05 |
Drawdowns
AMEQ.DE vs. EHF1.DE - Drawdown Comparison
The maximum AMEQ.DE drawdown since its inception was -30.82%, smaller than the maximum EHF1.DE drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for AMEQ.DE and EHF1.DE.
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Drawdown Indicators
| AMEQ.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.82% | -38.13% | +7.31% |
Max Drawdown (1Y)Largest decline over 1 year | -10.80% | -6.24% | -4.56% |
Max Drawdown (3Y)Largest decline over 3 years | -16.48% | -12.89% | -3.59% |
Max Drawdown (5Y)Largest decline over 5 years | -21.35% | -15.64% | -5.71% |
Current DrawdownCurrent decline from peak | -3.37% | -4.13% | +0.76% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -4.65% | -0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 2.21% | +1.77% |
Volatility
AMEQ.DE vs. EHF1.DE - Volatility Comparison
Amundi MSCI Europe Quality Factor UCITS ETF EUR (AMEQ.DE) has a higher volatility of 4.36% compared to Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) at 3.69%. This indicates that AMEQ.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
| AMEQ.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.36% | 3.69% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 10.75% | 7.94% | +2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.30% | 9.92% | +3.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.49% | 12.28% | +2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.83% | 15.39% | -0.56% |
AMEQ.DE vs. EHF1.DE - Expense Ratio Comparison
Both AMEQ.DE and EHF1.DE have an expense ratio of 0.23%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
AMEQ.DE vs. EHF1.DE - Dividend Comparison
Neither AMEQ.DE nor EHF1.DE has paid dividends to shareholders.
Frequently Asked Questions
AMEQ.DE and EHF1.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.23% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
AMEQ.DE and EHF1.DE have the same expense ratio: 0.23% per year.
AMEQ.DE tracks MSCI Europe Quality, while EHF1.DE tracks MSCI Europe High Dividend Yield.
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