C001.DE vs. H4ZJ.DE
C001.DE (Amundi DAX UCITS ETF Dist) and H4ZJ.DE (HSBC MSCI World UCITS ETF USD) are both exchange-traded funds - C001.DE is a Europe Equities fund tracking the DAX®, while H4ZJ.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, C001.DE returned 8.91%/yr vs 14.71%/yr for H4ZJ.DE. A 0.75 correlation means they provide meaningful diversification when combined. C001.DE charges 0.08%/yr vs 0.15%/yr for H4ZJ.DE.
Performance
C001.DE vs. H4ZJ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, C001.DE achieves a 1.38% return, which is significantly lower than H4ZJ.DE's 10.86% return. Over the past 10 years, C001.DE has underperformed H4ZJ.DE with an annualized return of 8.91%, while H4ZJ.DE has yielded a comparatively higher 14.71% annualized return.
C001.DE
- 1D
- 0.52%
- 1M
- -0.06%
- YTD
- 1.38%
- 6M
- 3.43%
- 1Y
- 2.06%
- 3Y*
- 15.50%
- 5Y*
- 9.15%
- 10Y*
- 8.91%
H4ZJ.DE
- 1D
- -0.34%
- 1M
- 3.69%
- YTD
- 10.86%
- 6M
- 10.96%
- 1Y
- 23.81%
- 3Y*
- 18.46%
- 5Y*
- 13.87%
- 10Y*
- 14.71%
C001.DE vs. H4ZJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
C001.DE Amundi DAX UCITS ETF Dist | 1.38% | 22.63% | 18.38% | 19.46% | -12.82% | 15.35% | 3.10% | 24.61% | -18.48% | 12.20% |
H4ZJ.DE HSBC MSCI World UCITS ETF USD | 10.86% | 8.00% | 26.94% | 22.28% | -13.11% | 35.34% | 7.78% | 34.57% | -2.46% | 9.87% |
Correlation
The correlation between C001.DE and H4ZJ.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2013 | 0.75 |
The correlation between C001.DE and H4ZJ.DE has been stable across timeframes, ranging from 0.67 to 0.76 - a consistent structural relationship.
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Return for Risk
C001.DE vs. H4ZJ.DE — Risk / Return Rank
C001.DE
H4ZJ.DE
C001.DE vs. H4ZJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi DAX UCITS ETF Dist (C001.DE) and HSBC MSCI World UCITS ETF USD (H4ZJ.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.
| C001.DE | H4ZJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.98 | ||
| Sortino ratioReturn per unit of downside risk | -2.63 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.40 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 3.61 | -3.42 |
| Martin ratioReturn relative to average drawdown | 0.59 | 14.41 | -13.82 |
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
| C001.DE | H4ZJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 2.13 | -1.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.97 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.97 | -0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.93 | -0.57 |
Drawdowns
C001.DE vs. H4ZJ.DE - Drawdown Comparison
The maximum C001.DE drawdown since its inception was -41.60%, which is greater than H4ZJ.DE's maximum drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for C001.DE and H4ZJ.DE.
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Drawdown Indicators
| C001.DE | H4ZJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.60% | -33.60% | -8.00% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -6.59% | -5.73% |
Max Drawdown (3Y)Largest decline over 3 years | -15.88% | -21.65% | +5.77% |
Max Drawdown (5Y)Largest decline over 5 years | -26.64% | -21.65% | -4.99% |
Max Drawdown (10Y)Largest decline over 10 years | -38.62% | -33.60% | -5.02% |
Current DrawdownCurrent decline from peak | -2.22% | -0.34% | -1.88% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -4.02% | -4.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 1.66% | +2.31% |
Volatility
C001.DE vs. H4ZJ.DE - Volatility Comparison
Amundi DAX UCITS ETF Dist (C001.DE) has a higher volatility of 5.16% compared to HSBC MSCI World UCITS ETF USD (H4ZJ.DE) at 2.77%. This indicates that C001.DE's price experiences larger fluctuations and is considered to be riskier than H4ZJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| C001.DE | H4ZJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 2.77% | +2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 12.92% | 7.73% | +5.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.03% | 11.24% | +4.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.06% | 14.14% | +2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 15.05% | +3.19% |
C001.DE vs. H4ZJ.DE - Expense Ratio Comparison
C001.DE has a 0.08% expense ratio, which is lower than H4ZJ.DE's 0.15% 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
C001.DE vs. H4ZJ.DE - Dividend Comparison
C001.DE's dividend yield for the trailing twelve months is around 1.99%, more than H4ZJ.DE's 1.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
C001.DE Amundi DAX UCITS ETF Dist | 1.99% | 2.02% | 2.17% | 3.04% | 2.72% | 1.91% | 2.36% | 2.52% | 3.10% | 2.72% | 0.00% | 0.00% |
H4ZJ.DE HSBC MSCI World UCITS ETF USD | 1.16% | 1.28% | 2.06% | 3.02% | 2.65% | 2.73% | 3.30% | 4.02% | 4.71% | 3.58% | 4.02% | 3.46% |
Frequently Asked Questions
C001.DE and H4ZJ.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, C001.DE is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
C001.DE is cheaper with a 0.08% expense ratio, compared with 0.15% for H4ZJ.DE.
C001.DE is categorized as Europe Equities, while H4ZJ.DE is Global Equities. C001.DE tracks DAX®, while H4ZJ.DE tracks MSCI World. They also come from different issuers: Amundi and HSBC. Their fees differ too: 0.08% for C001.DE and 0.15% for H4ZJ.DE.
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