EHF1.DE vs. EXS2.DE
EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) and EXS2.DE (iShares TecDAX UCITS ETF (DE)) are both Europe Equities funds - EHF1.DE tracks the MSCI Europe High Dividend Yield while EXS2.DE tracks the TecDAX®. Both are passively managed. Over the past 5 years, EHF1.DE returned 11.31%/yr vs 3.72%/yr for EXS2.DE. At a 0.49 correlation, their price movements are largely independent. EHF1.DE charges 0.23%/yr vs 0.51%/yr for EXS2.DE.
Performance
EHF1.DE vs. EXS2.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 EXS2.DE's 15.70% 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*
- —
EXS2.DE
- 1D
- 0.52%
- 1M
- 10.24%
- YTD
- 15.70%
- 6M
- 16.12%
- 1Y
- 5.55%
- 3Y*
- 8.54%
- 5Y*
- 3.72%
- 10Y*
- 9.01%
EHF1.DE vs. EXS2.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% |
EXS2.DE iShares TecDAX UCITS ETF (DE) | 15.70% | 5.33% | 1.63% | 13.54% | -26.00% | 21.07% | 6.12% | 22.25% | -5.95% |
Correlation
The correlation between EHF1.DE and EXS2.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2018 | 0.49 |
The correlation between EHF1.DE and EXS2.DE shifts across timeframes, from 0.36 (1 year) to 0.53 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EHF1.DE vs. EXS2.DE — Risk / Return Rank
EHF1.DE
EXS2.DE
EHF1.DE vs. EXS2.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 TecDAX UCITS ETF (DE) (EXS2.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 | EXS2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.95 | ||
| Sortino ratioReturn per unit of downside risk | +1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.07 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 0.40 | +1.69 |
| Martin ratioReturn relative to average drawdown | 5.91 | 0.80 | +5.11 |
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 | EXS2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 0.36 | +0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.20 | +0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.14 | +0.45 |
Drawdowns
EHF1.DE vs. EXS2.DE - Drawdown Comparison
The maximum EHF1.DE drawdown since its inception was -38.13%, smaller than the maximum EXS2.DE drawdown of -84.49%. Use the drawdown chart below to compare losses from any high point for EHF1.DE and EXS2.DE.
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Drawdown Indicators
| EHF1.DE | EXS2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.13% | -84.49% | +46.36% |
Max Drawdown (1Y)Largest decline over 1 year | -6.24% | -16.12% | +9.88% |
Max Drawdown (3Y)Largest decline over 3 years | -12.89% | -17.93% | +5.04% |
Max Drawdown (5Y)Largest decline over 5 years | -15.64% | -34.97% | +19.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.97% | — |
Current DrawdownCurrent decline from peak | -4.13% | -0.81% | -3.32% |
Average DrawdownAverage peak-to-trough decline | -4.65% | -39.46% | +34.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 8.07% | -5.86% |
Volatility
EHF1.DE vs. EXS2.DE - Volatility Comparison
The current volatility for Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) is 3.69%, while iShares TecDAX UCITS ETF (DE) (EXS2.DE) has a volatility of 5.29%. This indicates that EHF1.DE experiences smaller price fluctuations and is considered to be less risky than EXS2.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 | EXS2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 5.29% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 7.94% | 14.25% | -6.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.92% | 17.83% | -7.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.28% | 18.80% | -6.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.39% | 19.47% | -4.08% |
EHF1.DE vs. EXS2.DE - Expense Ratio Comparison
EHF1.DE has a 0.23% expense ratio, which is lower than EXS2.DE's 0.51% expense ratio.
Dividends
EHF1.DE vs. EXS2.DE - Dividend Comparison
Neither EHF1.DE nor EXS2.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EHF1.DE Amundi MSCI Europe High Dividend Factor UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXS2.DE iShares TecDAX UCITS ETF (DE) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.15% | 0.25% | 0.36% |
Frequently Asked Questions
EHF1.DE and EXS2.DE have a correlation of 0.36, 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 0.51% for EXS2.DE.
EHF1.DE tracks MSCI Europe High Dividend Yield, while EXS2.DE tracks TecDAX®. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.23% for EHF1.DE and 0.51% for EXS2.DE.
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