CG1G.DE vs. EHF1.DE
CG1G.DE (Amundi ETF DAX UCITS ETF DR (Acc)) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds from Amundi - CG1G.DE tracks the DAX Index while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 10 years, CG1G.DE returned 9.92%/yr vs 9.47%/yr for EHF1.DE. A 0.79 correlation means they provide meaningful diversification when combined. CG1G.DE charges 0.10%/yr vs 0.23%/yr for EHF1.DE.
Performance
CG1G.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CG1G.DE achieves a 4.76% return, which is significantly lower than EHF1.DE's 10.60% return. Both investments have delivered pretty close results over the past 10 years, with CG1G.DE having a 9.92% annualized return and EHF1.DE not far behind at 9.47%.
CG1G.DE
- 1D
- 0.77%
- 1M
- 3.96%
- 6M
- 4.67%
- YTD
- 4.76%
- 1Y
- 7.31%
- 3Y*
- 16.60%
- 5Y*
- 9.93%
- 10Y*
- 9.92%
EHF1.DE
- 1D
- -0.08%
- 1M
- 5.80%
- 6M
- 9.85%
- YTD
- 10.60%
- 1Y
- 19.88%
- 3Y*
- 15.62%
- 5Y*
- 12.33%
- 10Y*
- 9.47%
CG1G.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CG1G.DE Amundi ETF DAX UCITS ETF DR (Acc) | 4.76% | 22.68% | 18.23% | 19.47% | -12.77% | 15.19% | 3.12% | 24.73% | -18.14% | 12.10% |
EHF1.DE Amundi MSCI Europe High Dividend Factor UCITS ETF EUR | 10.60% | 19.17% | 9.83% | 14.12% | 1.04% | 18.25% | -9.78% | 27.00% | -5.56% | 4.73% |
Correlation
The correlation between CG1G.DE and EHF1.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Mar 4, 2010 | 0.79 |
Over the past year, the correlation between CG1G.DE and EHF1.DE has dropped to 0.52 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
CG1G.DE vs. EHF1.DE — Risk / Return Rank
CG1G.DE
EHF1.DE
CG1G.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi ETF DAX UCITS ETF DR (Acc) (CG1G.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.
| CG1G.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.36 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.59 | 3.17 | -2.58 |
| Martin ratioReturn relative to average drawdown | 1.83 | 8.79 | -6.96 |
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Drawdowns
CG1G.DE vs. EHF1.DE - Drawdown Comparison
The maximum CG1G.DE drawdown since its inception was -38.41%, roughly equal to the maximum EHF1.DE drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for CG1G.DE and EHF1.DE.
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Drawdown Indicators
| CG1G.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.41% | -38.13% | -0.28% |
Max Drawdown (1Y)Largest decline over 1 year | -12.34% | -6.24% | -6.10% |
Max Drawdown (3Y)Largest decline over 3 years | -15.88% | -12.89% | -2.99% |
Max Drawdown (5Y)Largest decline over 5 years | -26.68% | -15.64% | -11.04% |
Max Drawdown (10Y)Largest decline over 10 years | -38.41% | -38.13% | -0.28% |
Current DrawdownCurrent decline from peak | 0.00% | -0.08% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -4.94% | -2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 2.26% | +1.72% |
Volatility
CG1G.DE vs. EHF1.DE - Volatility Comparison
Amundi ETF DAX UCITS ETF DR (Acc) (CG1G.DE) has a higher volatility of 4.39% compared to Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) at 3.17%. This indicates that CG1G.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
| CG1G.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 3.17% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 13.40% | 8.44% | +4.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.30% | 10.35% | +5.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.24% | 12.32% | +4.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 14.64% | +3.40% |
CG1G.DE vs. EHF1.DE - Expense Ratio Comparison
CG1G.DE has a 0.10% 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
CG1G.DE vs. EHF1.DE - Dividend Comparison
Neither CG1G.DE nor EHF1.DE has paid dividends to shareholders.
Frequently Asked Questions
CG1G.DE and EHF1.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CG1G.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CG1G.DE is cheaper with a 0.10% expense ratio, compared with 0.23% for EHF1.DE.
CG1G.DE tracks DAX Index, while EHF1.DE tracks MSCI Europe High Dividend Yield. Their fees differ too: 0.10% for CG1G.DE and 0.23% for EHF1.DE.
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