EHF1.DE vs. XB4A.DE
EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) and XB4A.DE (Xtrackers ATX UCITS ETF (Acc)) are both Europe Equities funds - EHF1.DE tracks the MSCI Europe High Dividend Yield while XB4A.DE tracks the ATX Index. Both are passively managed. Over the past 10 years, EHF1.DE returned 9.42%/yr vs 14.60%/yr for XB4A.DE. A 0.66 correlation means they provide meaningful diversification when combined. EHF1.DE charges 0.23%/yr vs 0.25%/yr for XB4A.DE.
Performance
EHF1.DE vs. XB4A.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 XB4A.DE's 22.80% return. Over the past 10 years, EHF1.DE has underperformed XB4A.DE with an annualized return of 9.42%, while XB4A.DE has yielded a comparatively higher 14.60% 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%
XB4A.DE
- 1D
- -1.41%
- 1M
- -2.86%
- 6M
- 19.27%
- YTD
- 22.80%
- 1Y
- 45.21%
- 3Y*
- 30.57%
- 5Y*
- 17.80%
- 10Y*
- 14.60%
EHF1.DE vs. XB4A.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% |
XB4A.DE Xtrackers ATX UCITS ETF (Acc) | 22.80% | 51.29% | 11.01% | 14.27% | -16.45% | 42.39% | -10.86% | 19.79% | -17.99% | 32.88% |
Correlation
The correlation between EHF1.DE and XB4A.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
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 | 0.65 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2011 | 0.66 |
Over the past year, the correlation between EHF1.DE and XB4A.DE has dropped to 0.41 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.
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Return for Risk
EHF1.DE vs. XB4A.DE — Risk / Return Rank
EHF1.DE
XB4A.DE
EHF1.DE vs. XB4A.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 Xtrackers ATX UCITS ETF (Acc) (XB4A.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 | XB4A.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| 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 | 4.13 | -0.68 |
| Martin ratioReturn relative to average drawdown | 9.60 | 13.97 | -4.38 |
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Drawdowns
EHF1.DE vs. XB4A.DE - Drawdown Comparison
The maximum EHF1.DE drawdown since its inception was -38.13%, smaller than the maximum XB4A.DE drawdown of -53.54%. Use the drawdown chart below to compare losses from any high point for EHF1.DE and XB4A.DE.
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Drawdown Indicators
| EHF1.DE | XB4A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.13% | -53.54% | +15.41% |
Max Drawdown (1Y)Largest decline over 1 year | -6.24% | -10.88% | +4.64% |
Max Drawdown (3Y)Largest decline over 3 years | -12.89% | -16.26% | +3.37% |
Max Drawdown (5Y)Largest decline over 5 years | -15.64% | -32.50% | +16.86% |
Max Drawdown (10Y)Largest decline over 10 years | -38.13% | -53.54% | +15.41% |
Current DrawdownCurrent decline from peak | 0.00% | -3.43% | +3.43% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -9.88% | +4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 3.23% | -0.98% |
Volatility
EHF1.DE vs. XB4A.DE - Volatility Comparison
The current volatility for Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) is 3.24%, while Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) has a volatility of 4.97%. This indicates that EHF1.DE experiences smaller price fluctuations and is considered to be less risky than XB4A.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 | XB4A.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 4.97% | -1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 8.51% | 14.95% | -6.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.48% | 17.66% | -7.18% |
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% | 20.15% | -5.54% |
EHF1.DE vs. XB4A.DE - Expense Ratio Comparison
EHF1.DE has a 0.23% expense ratio, which is lower than XB4A.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. XB4A.DE - Dividend Comparison
Neither EHF1.DE nor XB4A.DE has paid dividends to shareholders.
Frequently Asked Questions
EHF1.DE and XB4A.DE have a correlation of 0.41, 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 XB4A.DE.
EHF1.DE tracks MSCI Europe High Dividend Yield, while XB4A.DE tracks ATX Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.23% for EHF1.DE and 0.25% for XB4A.DE.
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