EEUX.DE vs. EHF1.DE
EEUX.DE (BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds - EEUX.DE tracks the MSCI Europe ESG Filtered Min TE while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 10 years, EEUX.DE returned 10.13%/yr vs 9.99%/yr for EHF1.DE. Their correlation of 0.89 suggests significant overlap in exposure. EEUX.DE charges 0.15%/yr vs 0.23%/yr for EHF1.DE.
Performance
EEUX.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EEUX.DE achieves a 10.26% return, which is significantly higher than EHF1.DE's 9.00% return. Both investments have delivered pretty close results over the past 10 years, with EEUX.DE having a 10.13% annualized return and EHF1.DE not far behind at 9.99%.
EEUX.DE
- 1D
- 0.79%
- 1M
- 2.72%
- YTD
- 10.26%
- 6M
- 10.98%
- 1Y
- 21.84%
- 3Y*
- 15.05%
- 5Y*
- 9.50%
- 10Y*
- 10.13%
EHF1.DE
- 1D
- 0.61%
- 1M
- 0.74%
- YTD
- 9.00%
- 6M
- 9.50%
- 1Y
- 19.42%
- 3Y*
- 15.87%
- 5Y*
- 11.99%
- 10Y*
- 9.99%
EEUX.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EEUX.DE BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF | 10.26% | 19.25% | 8.83% | 15.73% | -11.68% | 24.98% | -2.95% | 27.61% | -94.76% | 1,777.97% |
EHF1.DE Amundi MSCI Europe High Dividend Factor UCITS ETF EUR | 9.00% | 19.17% | 9.83% | 14.12% | 1.04% | 18.25% | -9.78% | 27.00% | -5.56% | 4.73% |
Correlation
The correlation between EEUX.DE and EHF1.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Oct 18, 2010 | 0.89 |
Over the past year, the correlation between EEUX.DE and EHF1.DE has dropped to 0.68 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.
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Return for Risk
EEUX.DE vs. EHF1.DE — Risk / Return Rank
EEUX.DE
EHF1.DE
EEUX.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF (EEUX.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.
| EEUX.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.35 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | 3.10 | -0.87 |
| Martin ratioReturn relative to average drawdown | 8.51 | 8.60 | -0.09 |
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Drawdowns
EEUX.DE vs. EHF1.DE - Drawdown Comparison
The maximum EEUX.DE drawdown since its inception was -95.71%, 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 EEUX.DE and EHF1.DE.
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Drawdown Indicators
| EEUX.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.71% | -38.13% | -57.58% |
Max Drawdown (1Y)Largest decline over 1 year | -9.74% | -6.24% | -3.50% |
Max Drawdown (3Y)Largest decline over 3 years | -16.45% | -12.89% | -3.56% |
Max Drawdown (5Y)Largest decline over 5 years | -21.21% | -15.64% | -5.57% |
Max Drawdown (10Y)Largest decline over 10 years | -95.71% | -38.13% | -57.58% |
Current DrawdownCurrent decline from peak | -88.58% | -0.65% | -87.93% |
Average DrawdownAverage peak-to-trough decline | -55.21% | -4.94% | -50.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.25% | +0.31% |
Volatility
EEUX.DE vs. EHF1.DE - Volatility Comparison
BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF (EEUX.DE) and Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) have volatilities of 2.98% and 3.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EEUX.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.98% | 3.05% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | 8.19% | +2.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.99% | 10.16% | +2.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 12.29% | +1.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 714.84% | 14.77% | +700.07% |
EEUX.DE vs. EHF1.DE - Expense Ratio Comparison
EEUX.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
EEUX.DE vs. EHF1.DE - Dividend Comparison
Neither EEUX.DE nor EHF1.DE has paid dividends to shareholders.
Frequently Asked Questions
EEUX.DE and EHF1.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EEUX.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EEUX.DE is cheaper with a 0.15% expense ratio, compared with 0.23% for EHF1.DE.
EEUX.DE tracks MSCI Europe ESG Filtered Min TE, while EHF1.DE tracks MSCI Europe High Dividend Yield. They also come from different issuers: BNP Paribas and Amundi. Their fees differ too: 0.15% for EEUX.DE and 0.23% for EHF1.DE.
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