EDEU.DE vs. EHF1.DE
EDEU.DE (BNP Paribas Easy ESG Dividend Europe UCITS ETF) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds - EDEU.DE tracks the BNP Paribas High Dividend Europe ESG while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 5 years, EDEU.DE returned 10.51%/yr vs 11.31%/yr for EHF1.DE. A 0.72 correlation means they provide meaningful diversification when combined. EDEU.DE charges 0.31%/yr vs 0.23%/yr for EHF1.DE.
Performance
EDEU.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EDEU.DE achieves a 9.32% return, which is significantly higher than EHF1.DE's 5.17% return.
EDEU.DE
- 1D
- 0.63%
- 1M
- -0.06%
- YTD
- 9.32%
- 6M
- 11.94%
- 1Y
- 19.73%
- 3Y*
- 19.59%
- 5Y*
- 10.51%
- 10Y*
- —
EHF1.DE
- 1D
- 0.61%
- 1M
- -1.98%
- YTD
- 5.17%
- 6M
- 7.16%
- 1Y
- 12.60%
- 3Y*
- 14.05%
- 5Y*
- 11.31%
- 10Y*
- —
EDEU.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EDEU.DE BNP Paribas Easy ESG Dividend Europe UCITS ETF | 9.32% | 28.12% | 11.83% | 16.84% | -12.98% | 27.34% | -14.08% | 23.54% | -19.03% |
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 EDEU.DE and EHF1.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2018 | 0.72 |
The correlation between EDEU.DE and EHF1.DE has been stable across timeframes, ranging from 0.72 to 0.79 - a consistent structural relationship.
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Return for Risk
EDEU.DE vs. EHF1.DE — Risk / Return Rank
EDEU.DE
EHF1.DE
EDEU.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy ESG Dividend Europe UCITS ETF (EDEU.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.
| EDEU.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.25 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | 2.09 | +0.81 |
| Martin ratioReturn relative to average drawdown | 9.77 | 5.91 | +3.85 |
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
| EDEU.DE | EHF1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 1.31 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.91 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.58 | -0.21 |
Drawdowns
EDEU.DE vs. EHF1.DE - Drawdown Comparison
The maximum EDEU.DE drawdown since its inception was -47.82%, 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 EDEU.DE and EHF1.DE.
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Drawdown Indicators
| EDEU.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.82% | -38.13% | -9.69% |
Max Drawdown (1Y)Largest decline over 1 year | -7.09% | -6.24% | -0.85% |
Max Drawdown (3Y)Largest decline over 3 years | -14.57% | -12.89% | -1.68% |
Max Drawdown (5Y)Largest decline over 5 years | -24.98% | -15.64% | -9.34% |
Current DrawdownCurrent decline from peak | -2.41% | -4.13% | +1.72% |
Average DrawdownAverage peak-to-trough decline | -9.17% | -4.65% | -4.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.21% | -0.10% |
Volatility
EDEU.DE vs. EHF1.DE - Volatility Comparison
The current volatility for BNP Paribas Easy ESG Dividend Europe UCITS ETF (EDEU.DE) is 3.38%, while Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) has a volatility of 3.69%. This indicates that EDEU.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
| EDEU.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 3.69% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 7.94% | +0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.35% | 9.92% | +1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.59% | 12.28% | +2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.44% | 15.39% | +3.05% |
EDEU.DE vs. EHF1.DE - Expense Ratio Comparison
EDEU.DE has a 0.31% expense ratio, which is higher than EHF1.DE's 0.23% expense ratio.
Dividends
EDEU.DE vs. EHF1.DE - Dividend Comparison
Neither EDEU.DE nor EHF1.DE has paid dividends to shareholders.
Frequently Asked Questions
EDEU.DE and EHF1.DE have a correlation of 0.74, 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 0.31% for EDEU.DE.
EDEU.DE tracks BNP Paribas High Dividend Europe ESG, while EHF1.DE tracks MSCI Europe High Dividend Yield. They also come from different issuers: BNP Paribas and Amundi. Their fees differ too: 0.31% for EDEU.DE and 0.23% for EHF1.DE.
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