EHF1.DE vs. MIVA.DE
EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) and MIVA.DE (Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C)) are both Europe Equities funds from Amundi - EHF1.DE tracks the MSCI Europe High Dividend Yield while MIVA.DE tracks the MSCI Europe Minimum Volatility. Both are passively managed. Over the past 5 years, EHF1.DE returned 11.31%/yr vs 7.20%/yr for MIVA.DE. A 0.74 correlation means they provide meaningful diversification when combined. Both charge a 0.23% expense ratio.
Performance
EHF1.DE vs. MIVA.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with EHF1.DE having a 5.17% return and MIVA.DE slightly higher at 5.31%.
EHF1.DE
- 1D
- 0.61%
- 1M
- -1.98%
- YTD
- 5.17%
- 6M
- 7.16%
- 1Y
- 12.60%
- 3Y*
- 14.05%
- 5Y*
- 11.31%
- 10Y*
- —
MIVA.DE
- 1D
- 0.58%
- 1M
- -0.46%
- YTD
- 5.31%
- 6M
- 6.85%
- 1Y
- 5.14%
- 3Y*
- 10.24%
- 5Y*
- 7.20%
- 10Y*
- 6.51%
EHF1.DE vs. MIVA.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% |
MIVA.DE Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) | 5.31% | 12.05% | 11.43% | 10.68% | -13.34% | 21.25% | -4.14% | 24.17% | -3.15% |
Correlation
The correlation between EHF1.DE and MIVA.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2018 | 0.74 |
The correlation between EHF1.DE and MIVA.DE has been stable across timeframes, ranging from 0.74 to 0.83 - a consistent structural relationship.
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Return for Risk
EHF1.DE vs. MIVA.DE — Risk / Return Rank
EHF1.DE
MIVA.DE
EHF1.DE vs. MIVA.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 MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.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 | MIVA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.11 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 0.75 | +1.34 |
| Martin ratioReturn relative to average drawdown | 5.91 | 1.96 | +3.95 |
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 | MIVA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 0.60 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.65 | +0.26 |
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 | 0.53 | +0.06 |
Drawdowns
EHF1.DE vs. MIVA.DE - Drawdown Comparison
The maximum EHF1.DE drawdown since its inception was -38.13%, which is greater than MIVA.DE's maximum drawdown of -30.57%. Use the drawdown chart below to compare losses from any high point for EHF1.DE and MIVA.DE.
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Drawdown Indicators
| EHF1.DE | MIVA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.13% | -30.57% | -7.56% |
Max Drawdown (1Y)Largest decline over 1 year | -6.24% | -6.94% | +0.70% |
Max Drawdown (3Y)Largest decline over 3 years | -12.89% | -11.02% | -1.87% |
Max Drawdown (5Y)Largest decline over 5 years | -15.64% | -19.69% | +4.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.57% | — |
Current DrawdownCurrent decline from peak | -4.13% | -3.21% | -0.92% |
Average DrawdownAverage peak-to-trough decline | -4.65% | -5.64% | +0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.67% | -0.46% |
Volatility
EHF1.DE vs. MIVA.DE - Volatility Comparison
Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) has a higher volatility of 3.69% compared to Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.DE) at 3.14%. This indicates that EHF1.DE's price experiences larger fluctuations and is considered to be riskier than MIVA.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 | MIVA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 3.14% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 7.94% | 7.19% | +0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.92% | 8.76% | +1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.28% | 10.96% | +1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.39% | 12.34% | +3.05% |
EHF1.DE vs. MIVA.DE - Expense Ratio Comparison
Both EHF1.DE and MIVA.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. MIVA.DE - Dividend Comparison
Neither EHF1.DE nor MIVA.DE has paid dividends to shareholders.
Frequently Asked Questions
EHF1.DE and MIVA.DE have a correlation of 0.83, 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 MIVA.DE have the same expense ratio: 0.23% per year.
EHF1.DE tracks MSCI Europe High Dividend Yield, while MIVA.DE tracks MSCI Europe Minimum Volatility.
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