AW1Z.DE vs. EHF1.DE
AW1Z.DE (UBS ETF (IE) MSCI EMU Climate Paris Aligned UCITS ETF (EUR) Acc) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds - AW1Z.DE tracks the MSCI EMU Climate Paris Aligned while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 5 years, AW1Z.DE returned 7.97%/yr vs 12.67%/yr for EHF1.DE. A 0.70 correlation means they provide meaningful diversification when combined. AW1Z.DE charges 0.14%/yr vs 0.23%/yr for EHF1.DE.
Performance
AW1Z.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AW1Z.DE achieves a 9.37% return, which is significantly lower than EHF1.DE's 12.77% return.
AW1Z.DE
- 1D
- 0.00%
- 1M
- -1.84%
- 6M
- 5.98%
- YTD
- 9.37%
- 1Y
- 14.54%
- 3Y*
- 11.80%
- 5Y*
- 7.97%
- 10Y*
- —
EHF1.DE
- 1D
- 0.82%
- 1M
- 6.49%
- 6M
- 11.73%
- YTD
- 12.77%
- 1Y
- 21.45%
- 3Y*
- 16.48%
- 5Y*
- 12.67%
- 10Y*
- 9.42%
AW1Z.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AW1Z.DE UBS ETF (IE) MSCI EMU Climate Paris Aligned UCITS ETF (EUR) Acc | 9.37% | 16.28% | 6.31% | 17.64% | -13.87% | 18.74% |
EHF1.DE Amundi MSCI Europe High Dividend Factor UCITS ETF EUR | 12.77% | 19.17% | 9.83% | 14.12% | 1.04% | 13.58% |
Correlation
The correlation between AW1Z.DE and EHF1.DE is 0.50, 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 | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2021 | 0.70 |
Over the past year, the correlation between AW1Z.DE and EHF1.DE has dropped to 0.50 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
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Return for Risk
AW1Z.DE vs. EHF1.DE — Risk / Return Rank
AW1Z.DE
EHF1.DE
AW1Z.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI EMU Climate Paris Aligned UCITS ETF (EUR) Acc (AW1Z.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.
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.
| AW1Z.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.38 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | 3.46 | -2.13 |
| Martin ratioReturn relative to average drawdown | 4.77 | 9.60 | -4.83 |
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Drawdowns
AW1Z.DE vs. EHF1.DE - Drawdown Comparison
The maximum AW1Z.DE drawdown since its inception was -24.70%, smaller than the maximum EHF1.DE drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for AW1Z.DE and EHF1.DE.
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Drawdown Indicators
| AW1Z.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.70% | -38.13% | +13.43% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -6.24% | -4.54% |
Max Drawdown (3Y)Largest decline over 3 years | -15.02% | -12.89% | -2.13% |
Max Drawdown (5Y)Largest decline over 5 years | -24.70% | -15.64% | -9.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.13% | — |
Current DrawdownCurrent decline from peak | -2.16% | 0.00% | -2.16% |
Average DrawdownAverage peak-to-trough decline | -5.06% | -4.93% | -0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.25% | +0.75% |
Volatility
AW1Z.DE vs. EHF1.DE - Volatility Comparison
UBS ETF (IE) MSCI EMU Climate Paris Aligned UCITS ETF (EUR) Acc (AW1Z.DE) has a higher volatility of 3.86% compared to Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) at 3.24%. This indicates that AW1Z.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
| AW1Z.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 3.24% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 12.82% | 8.51% | +4.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 10.48% | +4.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.32% | 12.29% | +4.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.05% | 14.61% | +1.44% |
AW1Z.DE vs. EHF1.DE - Expense Ratio Comparison
AW1Z.DE has a 0.14% 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
AW1Z.DE vs. EHF1.DE - Dividend Comparison
Neither AW1Z.DE nor EHF1.DE has paid dividends to shareholders.
Frequently Asked Questions
AW1Z.DE and EHF1.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AW1Z.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AW1Z.DE is cheaper with a 0.14% expense ratio, compared with 0.23% for EHF1.DE.
AW1Z.DE tracks MSCI EMU Climate Paris Aligned, while EHF1.DE tracks MSCI Europe High Dividend Yield. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.14% for AW1Z.DE and 0.23% for EHF1.DE.
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