EUN0.DE vs. EHF1.DE
EUN0.DE (iShares Edge MSCI Europe Minimum Volatility UCITS ETF) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds - EUN0.DE tracks the MSCI Europe Minimum Volatility while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 5 years, EUN0.DE returned 7.36%/yr vs 11.31%/yr for EHF1.DE. A 0.74 correlation means they provide meaningful diversification when combined. EUN0.DE charges 0.25%/yr vs 0.23%/yr for EHF1.DE.
Performance
EUN0.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUN0.DE achieves a 5.60% return, which is significantly higher than EHF1.DE's 5.17% return.
EUN0.DE
- 1D
- 0.54%
- 1M
- -0.19%
- YTD
- 5.60%
- 6M
- 7.10%
- 1Y
- 5.26%
- 3Y*
- 10.39%
- 5Y*
- 7.36%
- 10Y*
- 6.66%
EHF1.DE
- 1D
- 0.61%
- 1M
- -1.98%
- YTD
- 5.17%
- 6M
- 7.16%
- 1Y
- 12.60%
- 3Y*
- 14.05%
- 5Y*
- 11.31%
- 10Y*
- —
EUN0.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 5.60% | 12.27% | 11.42% | 10.79% | -13.21% | 21.54% | -4.02% | 24.17% | -3.10% |
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% |
Correlation
The correlation between EUN0.DE and EHF1.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 | 0.82 |
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 EUN0.DE and EHF1.DE has been stable across timeframes, ranging from 0.74 to 0.83 - a consistent structural relationship.
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Return for Risk
EUN0.DE vs. EHF1.DE — Risk / Return Rank
EUN0.DE
EHF1.DE
EUN0.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) and Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.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.
| EUN0.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.25 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | 2.09 | -1.33 |
| Martin ratioReturn relative to average drawdown | 1.97 | 5.91 | -3.94 |
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
| EUN0.DE | EHF1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.31 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.91 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.58 | +0.05 |
Drawdowns
EUN0.DE vs. EHF1.DE - Drawdown Comparison
The maximum EUN0.DE drawdown since its inception was -30.68%, smaller than the maximum EHF1.DE drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for EUN0.DE and EHF1.DE.
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Drawdown Indicators
| EUN0.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.68% | -38.13% | +7.45% |
Max Drawdown (1Y)Largest decline over 1 year | -7.16% | -6.24% | -0.92% |
Max Drawdown (3Y)Largest decline over 3 years | -10.73% | -12.89% | +2.16% |
Max Drawdown (5Y)Largest decline over 5 years | -19.64% | -15.64% | -4.00% |
Max Drawdown (10Y)Largest decline over 10 years | -30.68% | — | — |
Current DrawdownCurrent decline from peak | -3.12% | -4.13% | +1.01% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -4.65% | -0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 2.21% | +0.55% |
Volatility
EUN0.DE vs. EHF1.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) is 3.03%, while Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) has a volatility of 3.69%. This indicates that EUN0.DE experiences smaller price fluctuations and is considered to be less risky than EHF1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUN0.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 3.69% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 7.20% | 7.94% | -0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.77% | 9.92% | -1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.02% | 12.28% | -1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.51% | 15.39% | -2.88% |
EUN0.DE vs. EHF1.DE - Expense Ratio Comparison
EUN0.DE has a 0.25% expense ratio, which is higher than EHF1.DE's 0.23% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EUN0.DE vs. EHF1.DE - Dividend Comparison
Neither EUN0.DE nor EHF1.DE has paid dividends to shareholders.
Frequently Asked Questions
EUN0.DE and EHF1.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.
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 EUN0.DE.
EUN0.DE tracks MSCI Europe Minimum Volatility, while EHF1.DE tracks MSCI Europe High Dividend Yield. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for EUN0.DE and 0.23% for EHF1.DE.
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