LYSX.DE vs. EHF1.DE
LYSX.DE (Amundi EURO STOXX 50 II UCITS ETF Acc) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds from Amundi - LYSX.DE tracks the EURO STOXX® 50 while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 5 years, LYSX.DE returned 11.43%/yr vs 11.31%/yr for EHF1.DE. A 0.71 correlation means they provide meaningful diversification when combined. LYSX.DE charges 0.20%/yr vs 0.23%/yr for EHF1.DE.
Performance
LYSX.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYSX.DE achieves a 7.10% return, which is significantly higher than EHF1.DE's 5.17% return.
LYSX.DE
- 1D
- 0.77%
- 1M
- 1.91%
- YTD
- 7.10%
- 6M
- 8.53%
- 1Y
- 15.65%
- 3Y*
- 15.56%
- 5Y*
- 11.43%
- 10Y*
- 10.40%
EHF1.DE
- 1D
- 0.61%
- 1M
- -1.98%
- YTD
- 5.17%
- 6M
- 7.16%
- 1Y
- 12.60%
- 3Y*
- 14.05%
- 5Y*
- 11.31%
- 10Y*
- —
LYSX.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LYSX.DE Amundi EURO STOXX 50 II UCITS ETF Acc | 7.10% | 22.03% | 11.00% | 22.54% | -8.86% | 23.39% | -2.89% | 29.99% | -12.54% |
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 LYSX.DE and EHF1.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2018 | 0.71 |
The correlation between LYSX.DE and EHF1.DE shifts across timeframes, from 0.60 (1 year) to 0.74 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
LYSX.DE vs. EHF1.DE — Risk / Return Rank
LYSX.DE
EHF1.DE
LYSX.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 II UCITS ETF Acc (LYSX.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.
| LYSX.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 2.09 | -0.65 |
| Martin ratioReturn relative to average drawdown | 4.85 | 5.91 | -1.06 |
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
| LYSX.DE | EHF1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.31 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.91 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.58 | -0.26 |
Drawdowns
LYSX.DE vs. EHF1.DE - Drawdown Comparison
The maximum LYSX.DE drawdown since its inception was -57.63%, which is greater than EHF1.DE's maximum drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for LYSX.DE and EHF1.DE.
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Drawdown Indicators
| LYSX.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.63% | -38.13% | -19.50% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -6.24% | -4.63% |
Max Drawdown (3Y)Largest decline over 3 years | -16.49% | -12.89% | -3.60% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -15.64% | -7.68% |
Max Drawdown (10Y)Largest decline over 10 years | -38.38% | — | — |
Current DrawdownCurrent decline from peak | -0.53% | -4.13% | +3.60% |
Average DrawdownAverage peak-to-trough decline | -13.15% | -4.65% | -8.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 2.21% | +1.03% |
Volatility
LYSX.DE vs. EHF1.DE - Volatility Comparison
Amundi EURO STOXX 50 II UCITS ETF Acc (LYSX.DE) has a higher volatility of 4.96% compared to Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) at 3.69%. This indicates that LYSX.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
| LYSX.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 3.69% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 12.92% | 7.94% | +4.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 9.92% | +5.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.47% | 12.28% | +5.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 15.39% | +2.83% |
LYSX.DE vs. EHF1.DE - Expense Ratio Comparison
LYSX.DE has a 0.20% expense ratio, which is lower than EHF1.DE's 0.23% 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
LYSX.DE vs. EHF1.DE - Dividend Comparison
Neither LYSX.DE nor EHF1.DE has paid dividends to shareholders.
| 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% |
LYSX.DE Amundi EURO STOXX 50 II UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.19% | 3.26% | 3.89% | 3.19% | 3.71% | 3.85% |
Frequently Asked Questions
LYSX.DE and EHF1.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYSX.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYSX.DE is cheaper with a 0.20% expense ratio, compared with 0.23% for EHF1.DE.
LYSX.DE tracks EURO STOXX® 50, while EHF1.DE tracks MSCI Europe High Dividend Yield. Their fees differ too: 0.20% for LYSX.DE and 0.23% for EHF1.DE.
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