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C007.DE vs. EHF1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

C007.DE vs. EHF1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MDAX ESG UCITS ETF Dist (C007.DE) and Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, C007.DE achieves a 7.27% return, which is significantly higher than EHF1.DE's 5.17% return.


C007.DE

1D
0.48%
1M
0.80%
YTD
7.27%
6M
8.93%
1Y
8.46%
3Y*
5.69%
5Y*
-0.66%
10Y*
4.38%

EHF1.DE

1D
0.61%
1M
-1.98%
YTD
5.17%
6M
7.16%
1Y
12.60%
3Y*
14.05%
5Y*
11.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

C007.DE vs. EHF1.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
C007.DE
Amundi MDAX ESG UCITS ETF Dist
7.27%17.62%-6.09%8.74%-28.15%13.79%8.23%30.77%-17.67%
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 C007.DE and EHF1.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2018

0.60

The correlation between C007.DE and EHF1.DE shifts across timeframes, from 0.46 (1 year) to 0.64 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

C007.DE vs. EHF1.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

C007.DE
C007.DE Risk / Return Rank: 1717
Overall Rank
C007.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
C007.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
C007.DE Omega Ratio Rank: 1616
Omega Ratio Rank
C007.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
C007.DE Martin Ratio Rank: 1717
Martin Ratio Rank

EHF1.DE
EHF1.DE Risk / Return Rank: 3939
Overall Rank
EHF1.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
EHF1.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
EHF1.DE Omega Ratio Rank: 3838
Omega Ratio Rank
EHF1.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
EHF1.DE Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

C007.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MDAX ESG UCITS ETF Dist (C007.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.


C007.DEEHF1.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.88

Sortino ratioReturn per unit of downside risk

-1.09

Omega ratioGain probability vs. loss probability

1.09

1.25

-0.16

Calmar ratioReturn relative to maximum drawdown

0.74

2.09

-1.35

Martin ratioReturn relative to average drawdown

1.72

5.91

-4.19

C007.DE vs. EHF1.DE - Sharpe Ratio Comparison

The current C007.DE Sharpe Ratio is 0.43, which is lower than the EHF1.DE Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of C007.DE and EHF1.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


C007.DEEHF1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

1.31

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.91

-0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.58

-0.28

Drawdowns

C007.DE vs. EHF1.DE - Drawdown Comparison

The maximum C007.DE drawdown since its inception was -39.51%, roughly equal to the maximum EHF1.DE drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for C007.DE and EHF1.DE.


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Drawdown Indicators


C007.DEEHF1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.51%

-38.13%

-1.38%

Max Drawdown (1Y)

Largest decline over 1 year

-10.84%

-6.24%

-4.60%

Max Drawdown (3Y)

Largest decline over 3 years

-18.64%

-12.89%

-5.75%

Max Drawdown (5Y)

Largest decline over 5 years

-39.33%

-15.64%

-23.69%

Max Drawdown (10Y)

Largest decline over 10 years

-39.51%

Current Drawdown

Current decline from peak

-10.11%

-4.13%

-5.98%

Average Drawdown

Average peak-to-trough decline

-11.88%

-4.65%

-7.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.67%

2.21%

+2.46%

Volatility

C007.DE vs. EHF1.DE - Volatility Comparison

Amundi MDAX ESG UCITS ETF Dist (C007.DE) has a higher volatility of 4.72% compared to Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) at 3.69%. This indicates that C007.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


C007.DEEHF1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

3.69%

+1.03%

Volatility (6M)

Calculated over the trailing 6-month period

14.96%

7.94%

+7.02%

Volatility (1Y)

Calculated over the trailing 1-year period

18.70%

9.92%

+8.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.41%

12.28%

+7.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.56%

15.39%

+3.17%

C007.DE vs. EHF1.DE - Expense Ratio Comparison

C007.DE has a 0.30% expense ratio, which is higher than EHF1.DE's 0.23% expense ratio.


Dividends

C007.DE vs. EHF1.DE - Dividend Comparison

C007.DE's dividend yield for the trailing twelve months is around 1.58%, while EHF1.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
C007.DE
Amundi MDAX ESG UCITS ETF Dist
1.58%1.70%1.69%1.86%1.76%0.60%0.79%1.57%2.31%2.13%
EHF1.DE
Amundi MSCI Europe High Dividend Factor UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


C007.DE and EHF1.DE have a correlation of 0.46, 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 0.30% for C007.DE.

C007.DE tracks MDAX® ESG+, while EHF1.DE tracks MSCI Europe High Dividend Yield. Their fees differ too: 0.30% for C007.DE and 0.23% for EHF1.DE.

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