EHF1.DE vs. CEMQ.DE
EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) and CEMQ.DE (iShares Edge MSCI Europe Quality Factor UCITS ETF) are both Europe Equities funds - EHF1.DE tracks the MSCI Europe High Dividend Yield while CEMQ.DE tracks the MSCI Europe Sector Neutral Quality. Both are passively managed. Over the past 5 years, EHF1.DE returned 11.31%/yr vs 5.86%/yr for CEMQ.DE. A 0.73 correlation means they provide meaningful diversification when combined. EHF1.DE charges 0.23%/yr vs 0.25%/yr for CEMQ.DE.
Performance
EHF1.DE vs. CEMQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EHF1.DE achieves a 5.17% return, which is significantly higher than CEMQ.DE's 4.17% 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*
- —
CEMQ.DE
- 1D
- 0.82%
- 1M
- -0.63%
- YTD
- 4.17%
- 6M
- 5.95%
- 1Y
- 6.60%
- 3Y*
- 7.83%
- 5Y*
- 5.86%
- 10Y*
- 7.82%
EHF1.DE vs. CEMQ.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% |
CEMQ.DE iShares Edge MSCI Europe Quality Factor UCITS ETF | 4.17% | 10.17% | 3.72% | 14.50% | -11.87% | 26.64% | 1.09% | 32.48% | -5.85% |
Correlation
The correlation between EHF1.DE and CEMQ.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
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 | 0.73 |
The correlation between EHF1.DE and CEMQ.DE has been stable across timeframes, ranging from 0.72 to 0.79 - a consistent structural relationship.
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Return for Risk
EHF1.DE vs. CEMQ.DE — Risk / Return Rank
EHF1.DE
CEMQ.DE
EHF1.DE vs. CEMQ.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 iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.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 | CEMQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.11 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 0.80 | +1.29 |
| Martin ratioReturn relative to average drawdown | 5.91 | 2.14 | +3.78 |
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
| EHF1.DE | CEMQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 0.57 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.41 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.48 | +0.10 |
Drawdowns
EHF1.DE vs. CEMQ.DE - Drawdown Comparison
The maximum EHF1.DE drawdown since its inception was -38.13%, which is greater than CEMQ.DE's maximum drawdown of -33.74%. Use the drawdown chart below to compare losses from any high point for EHF1.DE and CEMQ.DE.
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Drawdown Indicators
| EHF1.DE | CEMQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.13% | -33.74% | -4.39% |
Max Drawdown (1Y)Largest decline over 1 year | -6.24% | -8.40% | +2.16% |
Max Drawdown (3Y)Largest decline over 3 years | -12.89% | -14.90% | +2.01% |
Max Drawdown (5Y)Largest decline over 5 years | -15.64% | -19.69% | +4.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.74% | — |
Current DrawdownCurrent decline from peak | -4.13% | -2.60% | -1.53% |
Average DrawdownAverage peak-to-trough decline | -4.65% | -5.35% | +0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 3.17% | -0.96% |
Volatility
EHF1.DE vs. CEMQ.DE - Volatility Comparison
The current volatility for Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) is 3.69%, while iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) has a volatility of 3.97%. This indicates that EHF1.DE experiences smaller price fluctuations and is considered to be less risky than CEMQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EHF1.DE | CEMQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 3.97% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 7.94% | 9.53% | -1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.92% | 11.93% | -2.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.28% | 14.02% | -1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.39% | 15.02% | +0.37% |
EHF1.DE vs. CEMQ.DE - Expense Ratio Comparison
EHF1.DE has a 0.23% expense ratio, which is lower than CEMQ.DE's 0.25% 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
EHF1.DE vs. CEMQ.DE - Dividend Comparison
Neither EHF1.DE nor CEMQ.DE has paid dividends to shareholders.
Frequently Asked Questions
EHF1.DE and CEMQ.DE have a correlation of 0.72, 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 0.25% for CEMQ.DE.
EHF1.DE tracks MSCI Europe High Dividend Yield, while CEMQ.DE tracks MSCI Europe Sector Neutral Quality. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.23% for EHF1.DE and 0.25% for CEMQ.DE.
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