FEUR.DE vs. EHF1.DE
FEUR.DE (Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds - FEUR.DE tracks the MSCI Europe NR EUR while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 5 years, FEUR.DE returned 8.30%/yr vs 11.31%/yr for EHF1.DE. Their correlation of 0.81 suggests significant overlap in exposure. FEUR.DE charges 0.30%/yr vs 0.23%/yr for EHF1.DE.
Performance
FEUR.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FEUR.DE achieves a 6.02% return, which is significantly higher than EHF1.DE's 5.17% return.
FEUR.DE
- 1D
- 0.83%
- 1M
- 3.37%
- YTD
- 6.02%
- 6M
- 8.42%
- 1Y
- 12.02%
- 3Y*
- 11.32%
- 5Y*
- 8.30%
- 10Y*
- —
EHF1.DE
- 1D
- 0.61%
- 1M
- -0.73%
- YTD
- 5.17%
- 6M
- 6.71%
- 1Y
- 13.10%
- 3Y*
- 14.05%
- 5Y*
- 11.31%
- 10Y*
- —
FEUR.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FEUR.DE Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc | 6.02% | 17.35% | 7.16% | 13.97% | -10.43% | 25.84% | 9.40% |
EHF1.DE Amundi MSCI Europe High Dividend Factor UCITS ETF EUR | 5.17% | 19.17% | 9.83% | 14.12% | 1.04% | 18.25% | 6.44% |
Correlation
The correlation between FEUR.DE and EHF1.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2020 | 0.81 |
The correlation between FEUR.DE and EHF1.DE shifts across timeframes, from 0.68 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FEUR.DE vs. EHF1.DE — Risk / Return Rank
FEUR.DE
EHF1.DE
FEUR.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc (FEUR.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.
| FEUR.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.25 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 2.09 | -0.88 |
| Martin ratioReturn relative to average drawdown | 4.33 | 5.91 | -1.59 |
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
| FEUR.DE | EHF1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 1.31 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.91 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.58 | +0.15 |
Drawdowns
FEUR.DE vs. EHF1.DE - Drawdown Comparison
The maximum FEUR.DE drawdown since its inception was -20.36%, smaller than the maximum EHF1.DE drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for FEUR.DE and EHF1.DE.
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Drawdown Indicators
| FEUR.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.36% | -38.13% | +17.77% |
Max Drawdown (1Y)Largest decline over 1 year | -9.91% | -6.24% | -3.67% |
Max Drawdown (3Y)Largest decline over 3 years | -16.21% | -12.89% | -3.32% |
Max Drawdown (5Y)Largest decline over 5 years | -20.36% | -15.64% | -4.72% |
Current DrawdownCurrent decline from peak | -1.59% | -4.13% | +2.54% |
Average DrawdownAverage peak-to-trough decline | -3.58% | -4.65% | +1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.21% | +0.56% |
Volatility
FEUR.DE vs. EHF1.DE - Volatility Comparison
Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc (FEUR.DE) has a higher volatility of 4.22% compared to Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) at 3.69%. This indicates that FEUR.DE's price experiences larger fluctuations and is considered to be riskier 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
| FEUR.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 3.69% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 7.94% | +3.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.45% | 9.92% | +3.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 12.28% | +2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.81% | 15.39% | -0.58% |
FEUR.DE vs. EHF1.DE - Expense Ratio Comparison
FEUR.DE has a 0.30% expense ratio, which is higher than EHF1.DE's 0.23% expense ratio.
Dividends
FEUR.DE vs. EHF1.DE - Dividend Comparison
Neither FEUR.DE nor EHF1.DE has paid dividends to shareholders.
Frequently Asked Questions
FEUR.DE and EHF1.DE have a correlation of 0.68, 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 FEUR.DE.
FEUR.DE tracks MSCI Europe NR EUR, while EHF1.DE tracks MSCI Europe High Dividend Yield. They also come from different issuers: Fidelity and Amundi. Their fees differ too: 0.30% for FEUR.DE and 0.23% for EHF1.DE.
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