D5BL.DE vs. EHF1.DE
D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds - D5BL.DE tracks the MSCI Europe Enhanced Value while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 5 years, D5BL.DE returned 14.60%/yr vs 11.31%/yr for EHF1.DE. A 0.77 correlation means they provide meaningful diversification when combined. D5BL.DE charges 0.15%/yr vs 0.23%/yr for EHF1.DE.
Performance
D5BL.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BL.DE achieves a 13.85% return, which is significantly higher than EHF1.DE's 5.17% return.
D5BL.DE
- 1D
- -0.38%
- 1M
- 2.55%
- YTD
- 13.85%
- 6M
- 17.04%
- 1Y
- 32.33%
- 3Y*
- 21.76%
- 5Y*
- 14.60%
- 10Y*
- 10.77%
EHF1.DE
- 1D
- 0.61%
- 1M
- -1.98%
- YTD
- 5.17%
- 6M
- 7.16%
- 1Y
- 12.60%
- 3Y*
- 14.05%
- 5Y*
- 11.31%
- 10Y*
- —
D5BL.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 14.14% | -4.63% | 26.83% | -8.58% | 22.90% | -14.00% |
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 D5BL.DE and EHF1.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2018 | 0.77 |
The correlation between D5BL.DE and EHF1.DE shifts across timeframes, from 0.67 (1 year) to 0.84 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
D5BL.DE vs. EHF1.DE — Risk / Return Rank
D5BL.DE
EHF1.DE
D5BL.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Value UCITS ETF (D5BL.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.
| D5BL.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.25 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 2.09 | +1.19 |
| Martin ratioReturn relative to average drawdown | 12.52 | 5.91 | +6.60 |
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
| D5BL.DE | EHF1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 1.31 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.91 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.58 | -0.10 |
Drawdowns
D5BL.DE vs. EHF1.DE - Drawdown Comparison
The maximum D5BL.DE drawdown since its inception was -40.40%, which is greater than EHF1.DE's maximum drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for D5BL.DE and EHF1.DE.
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Drawdown Indicators
| D5BL.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.40% | -38.13% | -2.27% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -6.24% | -3.78% |
Max Drawdown (3Y)Largest decline over 3 years | -17.36% | -12.89% | -4.47% |
Max Drawdown (5Y)Largest decline over 5 years | -19.58% | -15.64% | -3.94% |
Max Drawdown (10Y)Largest decline over 10 years | -40.40% | — | — |
Current DrawdownCurrent decline from peak | -1.22% | -4.13% | +2.91% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -4.65% | -2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.21% | +0.42% |
Volatility
D5BL.DE vs. EHF1.DE - Volatility Comparison
Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a higher volatility of 4.83% compared to Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) at 3.69%. This indicates that D5BL.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
| D5BL.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 3.69% | +1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 7.94% | +3.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 9.92% | +4.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 12.28% | +3.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 15.39% | +2.37% |
D5BL.DE vs. EHF1.DE - Expense Ratio Comparison
D5BL.DE has a 0.15% 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
D5BL.DE vs. EHF1.DE - Dividend Comparison
Neither D5BL.DE nor EHF1.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BL.DE and EHF1.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BL.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BL.DE is cheaper with a 0.15% expense ratio, compared with 0.23% for EHF1.DE.
D5BL.DE tracks MSCI Europe Enhanced Value, while EHF1.DE tracks MSCI Europe High Dividend Yield. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.15% for D5BL.DE and 0.23% for EHF1.DE.
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