C007.DE vs. EHF1.DE
C007.DE (Amundi MDAX ESG UCITS ETF Dist) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds from Amundi - C007.DE tracks the MDAX® ESG+ while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 5 years, C007.DE returned -0.66%/yr vs 11.31%/yr for EHF1.DE. A 0.60 correlation means they provide meaningful diversification when combined. C007.DE charges 0.30%/yr vs 0.23%/yr for EHF1.DE.
Performance
C007.DE vs. EHF1.DE - Performance Comparison
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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*
- —
C007.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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
C007.DE
EHF1.DE
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.DE | EHF1.DE | Difference | |
|---|---|---|---|
| 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 |
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
| C007.DE | EHF1.DE | Difference | |
|---|---|---|---|
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.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -10.11% | -4.13% | -5.98% |
Average DrawdownAverage peak-to-trough decline | -11.88% | -4.65% | -7.23% |
Ulcer IndexDepth 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.DE | EHF1.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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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