EHF1.DE vs. 6AQQ.DE
EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) and 6AQQ.DE (Amundi Nasdaq 100 UCITS ETF EUR) are both exchange-traded funds - EHF1.DE is a Europe Equities fund tracking the MSCI Europe High Dividend Yield, while 6AQQ.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, EHF1.DE returned 11.31%/yr vs 18.87%/yr for 6AQQ.DE. At a 0.36 correlation, their price movements are largely independent. Both charge a 0.23% expense ratio.
Performance
EHF1.DE vs. 6AQQ.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EHF1.DE achieves a 5.17% return, which is significantly lower than 6AQQ.DE's 20.65% return.
EHF1.DE
- 1D
- 0.61%
- 1M
- -1.98%
- YTD
- 5.17%
- 6M
- 7.16%
- 1Y
- 12.60%
- 3Y*
- 14.05%
- 5Y*
- 11.31%
- 10Y*
- —
6AQQ.DE
- 1D
- -0.84%
- 1M
- 7.97%
- YTD
- 20.65%
- 6M
- 18.79%
- 1Y
- 37.28%
- 3Y*
- 24.68%
- 5Y*
- 18.87%
- 10Y*
- 21.42%
EHF1.DE vs. 6AQQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
6AQQ.DE Amundi Nasdaq 100 UCITS ETF EUR | 20.65% | 7.08% | 33.77% | 51.54% | -29.96% | 39.62% | 34.72% | 42.90% | 1.22% |
Correlation
The correlation between EHF1.DE and 6AQQ.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2018 | 0.36 |
Over the past year, the correlation between EHF1.DE and 6AQQ.DE has dropped to 0.15 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EHF1.DE vs. 6AQQ.DE — Risk / Return Rank
EHF1.DE
6AQQ.DE
EHF1.DE vs. 6AQQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) and Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.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.
| EHF1.DE | 6AQQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.42 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 3.77 | -1.68 |
| Martin ratioReturn relative to average drawdown | 5.91 | 11.17 | -5.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EHF1.DE | 6AQQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 2.41 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.94 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.08 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 1.08 | -0.50 |
Drawdowns
EHF1.DE vs. 6AQQ.DE - Drawdown Comparison
The maximum EHF1.DE drawdown since its inception was -38.13%, which is greater than 6AQQ.DE's maximum drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for EHF1.DE and 6AQQ.DE.
Loading charts...
Drawdown Indicators
| EHF1.DE | 6AQQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.13% | -31.19% | -6.94% |
Max Drawdown (1Y)Largest decline over 1 year | -6.24% | -10.01% | +3.77% |
Max Drawdown (3Y)Largest decline over 3 years | -12.89% | -26.73% | +13.84% |
Max Drawdown (5Y)Largest decline over 5 years | -15.64% | -31.19% | +15.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.19% | — |
Current DrawdownCurrent decline from peak | -4.13% | -0.84% | -3.29% |
Average DrawdownAverage peak-to-trough decline | -4.65% | -5.36% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 3.39% | -1.18% |
Volatility
EHF1.DE vs. 6AQQ.DE - Volatility Comparison
The current volatility for Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) is 3.69%, while Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE) has a volatility of 4.40%. This indicates that EHF1.DE experiences smaller price fluctuations and is considered to be less risky than 6AQQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EHF1.DE | 6AQQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 4.40% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 7.94% | 10.96% | -3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.92% | 15.66% | -5.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.28% | 19.83% | -7.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.39% | 19.63% | -4.24% |
EHF1.DE vs. 6AQQ.DE - Expense Ratio Comparison
Both EHF1.DE and 6AQQ.DE have an expense ratio of 0.23%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
EHF1.DE vs. 6AQQ.DE - Dividend Comparison
Neither EHF1.DE nor 6AQQ.DE has paid dividends to shareholders.
Frequently Asked Questions
EHF1.DE and 6AQQ.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.23% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
EHF1.DE and 6AQQ.DE have the same expense ratio: 0.23% per year.
EHF1.DE is categorized as Europe Equities, while 6AQQ.DE is Nasdaq-100. EHF1.DE tracks MSCI Europe High Dividend Yield, while 6AQQ.DE tracks Nasdaq 100®.
Find the right allocation for EHF1.DE and 6AQQ.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer