EHF1.DE vs. EUPA.DE
EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) and EUPA.DE (Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)) are both Europe Equities funds - EHF1.DE tracks the MSCI Europe High Dividend Yield while EUPA.DE tracks the Shiller Barclays CAPE® Global Sector. Both are passively managed. Over the past 3 years, EHF1.DE returned 14.05%/yr vs 17.95%/yr for EUPA.DE. A 0.63 correlation means they provide meaningful diversification when combined. EHF1.DE charges 0.23%/yr vs 0.65%/yr for EUPA.DE.
Performance
EHF1.DE vs. EUPA.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 lower than EUPA.DE's 8.36% 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*
- —
EUPA.DE
- 1D
- 0.63%
- 1M
- -0.88%
- YTD
- 8.36%
- 6M
- 9.89%
- 1Y
- 17.44%
- 3Y*
- 17.95%
- 5Y*
- —
- 10Y*
- —
EHF1.DE vs. EUPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EHF1.DE Amundi MSCI Europe High Dividend Factor UCITS ETF EUR | 5.17% | 19.17% | 9.83% | 8.17% |
EUPA.DE Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) | 8.36% | 18.38% | 13.54% | 11.13% |
Correlation
The correlation between EHF1.DE and EUPA.DE is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2023 | 0.63 |
The correlation between EHF1.DE and EUPA.DE has been stable across timeframes, ranging from 0.56 to 0.63 - a consistent structural relationship.
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Return for Risk
EHF1.DE vs. EUPA.DE — Risk / Return Rank
EHF1.DE
EUPA.DE
EHF1.DE vs. EUPA.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 Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.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 | EUPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.28 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 2.02 | +0.08 |
| Martin ratioReturn relative to average drawdown | 5.91 | 7.49 | -1.58 |
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 | EUPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.57 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 1.30 | -0.72 |
Drawdowns
EHF1.DE vs. EUPA.DE - Drawdown Comparison
The maximum EHF1.DE drawdown since its inception was -38.13%, which is greater than EUPA.DE's maximum drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for EHF1.DE and EUPA.DE.
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Drawdown Indicators
| EHF1.DE | EUPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.13% | -10.28% | -27.85% |
Max Drawdown (1Y)Largest decline over 1 year | -6.24% | -8.44% | +2.20% |
Max Drawdown (3Y)Largest decline over 3 years | -12.89% | -10.28% | -2.61% |
Max Drawdown (5Y)Largest decline over 5 years | -15.64% | — | — |
Current DrawdownCurrent decline from peak | -4.13% | -2.77% | -1.36% |
Average DrawdownAverage peak-to-trough decline | -4.65% | -1.91% | -2.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.28% | -0.07% |
Volatility
EHF1.DE vs. EUPA.DE - Volatility Comparison
Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) and Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) have volatilities of 3.69% and 3.63%, 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
| EHF1.DE | EUPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 3.63% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 7.94% | 9.03% | -1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.92% | 10.84% | -0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.28% | 12.40% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.39% | 12.40% | +2.99% |
EHF1.DE vs. EUPA.DE - Expense Ratio Comparison
EHF1.DE has a 0.23% expense ratio, which is lower than EUPA.DE's 0.65% expense ratio.
Dividends
EHF1.DE vs. EUPA.DE - Dividend Comparison
Neither EHF1.DE nor EUPA.DE has paid dividends to shareholders.
Frequently Asked Questions
EHF1.DE and EUPA.DE have a correlation of 0.56, 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 0.65% for EUPA.DE.
EHF1.DE tracks MSCI Europe High Dividend Yield, while EUPA.DE tracks Shiller Barclays CAPE® Global Sector. They also come from different issuers: Amundi and Franklin Templeton. Their fees differ too: 0.23% for EHF1.DE and 0.65% for EUPA.DE.
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