EHF1.DE vs. EXXX.DE
EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) and EXXX.DE (iShares ATX UCITS ETF (DE)) are both Europe Equities funds - EHF1.DE tracks the MSCI Europe High Dividend Yield while EXXX.DE tracks the ATX Index. Both are passively managed. Over the past 10 years, EHF1.DE returned 9.42%/yr vs 14.21%/yr for EXXX.DE. A 0.69 correlation means they provide meaningful diversification when combined. EHF1.DE charges 0.23%/yr vs 0.32%/yr for EXXX.DE.
Performance
EHF1.DE vs. EXXX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EHF1.DE achieves a 12.77% return, which is significantly lower than EXXX.DE's 22.53% return. Over the past 10 years, EHF1.DE has underperformed EXXX.DE with an annualized return of 9.42%, while EXXX.DE has yielded a comparatively higher 14.21% annualized return.
EHF1.DE
- 1D
- 0.82%
- 1M
- 5.28%
- 6M
- 11.73%
- YTD
- 12.77%
- 1Y
- 21.66%
- 3Y*
- 16.48%
- 5Y*
- 12.67%
- 10Y*
- 9.42%
EXXX.DE
- 1D
- -1.55%
- 1M
- -2.82%
- 6M
- 19.05%
- YTD
- 22.53%
- 1Y
- 45.03%
- 3Y*
- 30.20%
- 5Y*
- 17.45%
- 10Y*
- 14.21%
EHF1.DE vs. EXXX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EHF1.DE Amundi MSCI Europe High Dividend Factor UCITS ETF EUR | 12.77% | 19.17% | 9.83% | 14.12% | 1.04% | 18.25% | -9.78% | 27.00% | -5.56% | 4.73% |
EXXX.DE iShares ATX UCITS ETF (DE) | 22.53% | 51.31% | 10.39% | 13.71% | -16.43% | 42.16% | -11.27% | 19.95% | -18.96% | 32.71% |
Correlation
The correlation between EHF1.DE and EXXX.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2009 | 0.69 |
Over the past year, the correlation between EHF1.DE and EXXX.DE has dropped to 0.39 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
EHF1.DE vs. EXXX.DE — Risk / Return Rank
EHF1.DE
EXXX.DE
EHF1.DE vs. EXXX.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 ATX UCITS ETF (DE) (EXXX.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.
| EHF1.DE | EXXX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.43 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | 4.19 | -0.73 |
| Martin ratioReturn relative to average drawdown | 9.60 | 14.04 | -4.45 |
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Drawdowns
EHF1.DE vs. EXXX.DE - Drawdown Comparison
The maximum EHF1.DE drawdown since its inception was -38.13%, smaller than the maximum EXXX.DE drawdown of -71.43%. Use the drawdown chart below to compare losses from any high point for EHF1.DE and EXXX.DE.
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Drawdown Indicators
| EHF1.DE | EXXX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.13% | -71.43% | +33.30% |
Max Drawdown (1Y)Largest decline over 1 year | -6.24% | -10.71% | +4.47% |
Max Drawdown (3Y)Largest decline over 3 years | -12.89% | -16.11% | +3.22% |
Max Drawdown (5Y)Largest decline over 5 years | -15.64% | -32.69% | +17.05% |
Max Drawdown (10Y)Largest decline over 10 years | -38.13% | -52.90% | +14.77% |
Current DrawdownCurrent decline from peak | 0.00% | -3.48% | +3.48% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -28.47% | +23.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 3.20% | -0.95% |
Volatility
EHF1.DE vs. EXXX.DE - Volatility Comparison
The current volatility for Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) is 3.24%, while iShares ATX UCITS ETF (DE) (EXXX.DE) has a volatility of 4.88%. This indicates that EHF1.DE experiences smaller price fluctuations and is considered to be less risky than EXXX.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 | EXXX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 4.88% | -1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 8.51% | 14.74% | -6.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.48% | 17.54% | -7.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.29% | 19.15% | -6.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.61% | 19.93% | -5.32% |
EHF1.DE vs. EXXX.DE - Expense Ratio Comparison
EHF1.DE has a 0.23% expense ratio, which is lower than EXXX.DE's 0.32% expense ratio.
Dividends
EHF1.DE vs. EXXX.DE - Dividend Comparison
EHF1.DE has not paid dividends to shareholders, while EXXX.DE's dividend yield for the trailing twelve months is around 3.01%.
| 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% |
EXXX.DE iShares ATX UCITS ETF (DE) | 3.01% | 2.53% | 4.30% | 3.53% | 3.61% | 1.04% | 1.18% | 1.73% | 0.48% | 0.65% | 1.08% | 1.65% |
Frequently Asked Questions
EHF1.DE and EXXX.DE have a correlation of 0.39, 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 0.32% for EXXX.DE.
EHF1.DE tracks MSCI Europe High Dividend Yield, while EXXX.DE tracks ATX Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.23% for EHF1.DE and 0.32% for EXXX.DE.
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