EHF1.DE vs. XESD.DE
EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) and XESD.DE (Xtrackers Spanish Equity UCITS ETF) are both Europe Equities funds - EHF1.DE tracks the MSCI Europe High Dividend Yield while XESD.DE tracks the Solactive Spain 40. Both are passively managed. Over the past 10 years, EHF1.DE returned 9.64%/yr vs 13.66%/yr for XESD.DE. A 0.76 correlation means they provide meaningful diversification when combined. EHF1.DE charges 0.23%/yr vs 0.30%/yr for XESD.DE.
Performance
EHF1.DE vs. XESD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EHF1.DE achieves a 8.84% return, which is significantly lower than XESD.DE's 14.19% return. Over the past 10 years, EHF1.DE has underperformed XESD.DE with an annualized return of 9.64%, while XESD.DE has yielded a comparatively higher 13.66% annualized return.
EHF1.DE
- 1D
- -0.15%
- 1M
- 0.81%
- YTD
- 8.84%
- 6M
- 9.34%
- 1Y
- 18.91%
- 3Y*
- 15.74%
- 5Y*
- 11.95%
- 10Y*
- 9.64%
XESD.DE
- 1D
- -0.44%
- 1M
- 5.86%
- YTD
- 14.19%
- 6M
- 15.25%
- 1Y
- 46.96%
- 3Y*
- 31.59%
- 5Y*
- 20.24%
- 10Y*
- 13.66%
EHF1.DE vs. XESD.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 | 8.84% | 19.17% | 9.83% | 14.12% | 1.04% | 18.25% | -9.78% | 27.00% | -5.56% | 4.73% |
XESD.DE Xtrackers Spanish Equity UCITS ETF | 14.19% | 58.72% | 14.57% | 26.76% | -1.63% | 10.91% | -10.10% | 15.69% | -12.39% | 12.92% |
Correlation
The correlation between EHF1.DE and XESD.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2013 | 0.76 |
Over the past year, the correlation between EHF1.DE and XESD.DE has dropped to 0.53 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.
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Return for Risk
EHF1.DE vs. XESD.DE — Risk / Return Rank
EHF1.DE
XESD.DE
EHF1.DE vs. XESD.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 Spanish Equity UCITS ETF (XESD.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 | XESD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.49 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 4.55 | -1.53 |
| Martin ratioReturn relative to average drawdown | 8.37 | 16.04 | -7.67 |
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Drawdowns
EHF1.DE vs. XESD.DE - Drawdown Comparison
The maximum EHF1.DE drawdown since its inception was -38.13%, roughly equal to the maximum XESD.DE drawdown of -38.76%. Use the drawdown chart below to compare losses from any high point for EHF1.DE and XESD.DE.
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Drawdown Indicators
| EHF1.DE | XESD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.13% | -38.76% | +0.63% |
Max Drawdown (1Y)Largest decline over 1 year | -6.24% | -10.28% | +4.04% |
Max Drawdown (3Y)Largest decline over 3 years | -12.89% | -12.49% | -0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -15.64% | -18.55% | +2.91% |
Max Drawdown (10Y)Largest decline over 10 years | -38.13% | -38.76% | +0.63% |
Current DrawdownCurrent decline from peak | -0.79% | -0.62% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -4.94% | -8.46% | +3.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 2.92% | -0.67% |
Volatility
EHF1.DE vs. XESD.DE - Volatility Comparison
The current volatility for Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) is 2.92%, while Xtrackers Spanish Equity UCITS ETF (XESD.DE) has a volatility of 4.04%. This indicates that EHF1.DE experiences smaller price fluctuations and is considered to be less risky than XESD.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 | XESD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 4.04% | -1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 8.19% | 14.42% | -6.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.14% | 16.97% | -6.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.28% | 16.76% | -4.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.71% | 18.49% | -3.78% |
EHF1.DE vs. XESD.DE - Expense Ratio Comparison
EHF1.DE has a 0.23% expense ratio, which is lower than XESD.DE's 0.30% expense ratio.
Dividends
EHF1.DE vs. XESD.DE - Dividend Comparison
EHF1.DE has not paid dividends to shareholders, while XESD.DE's dividend yield for the trailing twelve months is around 2.35%.
| 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% |
XESD.DE Xtrackers Spanish Equity UCITS ETF | 2.35% | 2.43% | 3.14% | 2.56% | 3.98% | 1.51% | 4.30% | 3.35% | 4.48% | 2.51% | 1.14% | 0.42% |
Frequently Asked Questions
EHF1.DE and XESD.DE have a correlation of 0.53, 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 0.30% for XESD.DE.
EHF1.DE tracks MSCI Europe High Dividend Yield, while XESD.DE tracks Solactive Spain 40. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.23% for EHF1.DE and 0.30% for XESD.DE.
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