DBXS.DE vs. EHF1.DE
DBXS.DE (Xtrackers Switzerland UCITS ETF (Dist)) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds - DBXS.DE tracks the Solactive Swiss Large Cap Index while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 10 years, DBXS.DE returned 9.86%/yr vs 9.47%/yr for EHF1.DE. A 0.60 correlation means they provide meaningful diversification when combined. DBXS.DE charges 0.30%/yr vs 0.23%/yr for EHF1.DE.
Performance
DBXS.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBXS.DE achieves a 11.71% return, which is significantly higher than EHF1.DE's 10.60% return. Both investments have delivered pretty close results over the past 10 years, with DBXS.DE having a 9.86% annualized return and EHF1.DE not far behind at 9.47%.
DBXS.DE
- 1D
- 0.45%
- 1M
- 9.25%
- 6M
- 11.50%
- YTD
- 11.71%
- 1Y
- 24.84%
- 3Y*
- 12.39%
- 5Y*
- 8.88%
- 10Y*
- 9.86%
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%
DBXS.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBXS.DE Xtrackers Switzerland UCITS ETF (Dist) | 11.71% | 19.12% | 3.77% | 10.63% | -11.87% | 28.73% | 1.61% | 35.45% | -4.24% | 7.02% |
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 DBXS.DE and EHF1.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2009 | 0.60 |
The correlation between DBXS.DE and EHF1.DE has been stable across timeframes, ranging from 0.54 to 0.60 - a consistent structural relationship.
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Return for Risk
DBXS.DE vs. EHF1.DE — Risk / Return Rank
DBXS.DE
EHF1.DE
DBXS.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Switzerland UCITS ETF (Dist) (DBXS.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.
| DBXS.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.36 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 3.17 | -1.12 |
| Martin ratioReturn relative to average drawdown | 7.07 | 8.79 | -1.73 |
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Drawdowns
DBXS.DE vs. EHF1.DE - Drawdown Comparison
The maximum DBXS.DE drawdown since its inception was -48.29%, 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 DBXS.DE and EHF1.DE.
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Drawdown Indicators
| DBXS.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.29% | -38.13% | -10.16% |
Max Drawdown (1Y)Largest decline over 1 year | -12.05% | -6.24% | -5.81% |
Max Drawdown (3Y)Largest decline over 3 years | -14.48% | -12.89% | -1.59% |
Max Drawdown (5Y)Largest decline over 5 years | -17.19% | -15.64% | -1.55% |
Max Drawdown (10Y)Largest decline over 10 years | -25.14% | -38.13% | +12.99% |
Current DrawdownCurrent decline from peak | 0.00% | -0.08% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -4.94% | -3.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 2.26% | +1.25% |
Volatility
DBXS.DE vs. EHF1.DE - Volatility Comparison
Xtrackers Switzerland UCITS ETF (Dist) (DBXS.DE) has a higher volatility of 3.96% compared to Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) at 3.17%. This indicates that DBXS.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
| DBXS.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 3.17% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 10.85% | 8.44% | +2.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 10.35% | +3.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.38% | 12.32% | +1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.99% | 14.64% | -0.65% |
DBXS.DE vs. EHF1.DE - Expense Ratio Comparison
DBXS.DE has a 0.30% expense ratio, which is higher than EHF1.DE's 0.23% expense ratio.
Dividends
DBXS.DE vs. EHF1.DE - Dividend Comparison
DBXS.DE's dividend yield for the trailing twelve months is around 1.36%, while EHF1.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBXS.DE Xtrackers Switzerland UCITS ETF (Dist) | 1.36% | 1.52% | 1.63% | 1.76% | 3.25% | 1.20% | 1.59% | 1.21% | 2.35% | 1.32% | 1.06% | 1.25% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
DBXS.DE and EHF1.DE have a correlation of 0.59, 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 DBXS.DE.
DBXS.DE tracks Solactive Swiss Large Cap Index, while EHF1.DE tracks MSCI Europe High Dividend Yield. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.30% for DBXS.DE and 0.23% for EHF1.DE.
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