DXSA.DE vs. EHF1.DE
DXSA.DE (Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds - DXSA.DE tracks the EURO STOXX® Quality Dividend 50 while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 5 years, DXSA.DE returned 12.02%/yr vs 11.31%/yr for EHF1.DE. A 0.76 correlation means they provide meaningful diversification when combined. DXSA.DE charges 0.30%/yr vs 0.23%/yr for EHF1.DE.
Performance
DXSA.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSA.DE achieves a 9.28% return, which is significantly higher than EHF1.DE's 5.17% return.
DXSA.DE
- 1D
- 0.23%
- 1M
- 3.23%
- YTD
- 9.28%
- 6M
- 11.44%
- 1Y
- 19.71%
- 3Y*
- 19.44%
- 5Y*
- 12.02%
- 10Y*
- 9.19%
EHF1.DE
- 1D
- 0.61%
- 1M
- -0.73%
- YTD
- 5.17%
- 6M
- 6.71%
- 1Y
- 13.10%
- 3Y*
- 14.05%
- 5Y*
- 11.31%
- 10Y*
- —
DXSA.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DXSA.DE Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D | 9.28% | 33.40% | 10.36% | 17.93% | -9.82% | 18.67% | -9.07% | 22.54% | -13.72% |
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 DXSA.DE and EHF1.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2018 | 0.76 |
The correlation between DXSA.DE and EHF1.DE shifts across timeframes, from 0.71 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DXSA.DE vs. EHF1.DE — Risk / Return Rank
DXSA.DE
EHF1.DE
DXSA.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.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.
| DXSA.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.25 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | 2.09 | +0.50 |
| Martin ratioReturn relative to average drawdown | 8.70 | 5.91 | +2.79 |
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
| DXSA.DE | EHF1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 1.31 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.91 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.58 | -0.42 |
Drawdowns
DXSA.DE vs. EHF1.DE - Drawdown Comparison
The maximum DXSA.DE drawdown since its inception was -71.31%, 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 DXSA.DE and EHF1.DE.
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Drawdown Indicators
| DXSA.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.31% | -38.13% | -33.18% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -6.24% | -1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -15.08% | -12.89% | -2.19% |
Max Drawdown (5Y)Largest decline over 5 years | -23.14% | -15.64% | -7.50% |
Max Drawdown (10Y)Largest decline over 10 years | -36.15% | — | — |
Current DrawdownCurrent decline from peak | -0.96% | -4.13% | +3.17% |
Average DrawdownAverage peak-to-trough decline | -23.06% | -4.65% | -18.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 2.21% | +0.05% |
Volatility
DXSA.DE vs. EHF1.DE - Volatility Comparison
The current volatility for Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) is 2.73%, while Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) has a volatility of 3.69%. This indicates that DXSA.DE experiences smaller price fluctuations and is considered to be less risky 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
| DXSA.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 3.69% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 7.94% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.51% | 9.92% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.03% | 12.28% | +1.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.60% | 15.39% | +0.21% |
DXSA.DE vs. EHF1.DE - Expense Ratio Comparison
DXSA.DE has a 0.30% expense ratio, which is higher than EHF1.DE's 0.23% expense ratio.
Dividends
DXSA.DE vs. EHF1.DE - Dividend Comparison
DXSA.DE's dividend yield for the trailing twelve months is around 4.51%, while EHF1.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXSA.DE Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D | 4.51% | 4.96% | 5.39% | 4.32% | 4.62% | 5.73% | 5.96% | 2.34% | 4.64% | 3.00% | 2.93% | 0.14% |
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
DXSA.DE and EHF1.DE have a correlation of 0.71, 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 DXSA.DE.
DXSA.DE tracks EURO STOXX® Quality Dividend 50, 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 DXSA.DE and 0.23% for EHF1.DE.
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