SPYW.DE vs. EHF1.DE
SPYW.DE (SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds - SPYW.DE tracks the S&P Euro High Yield Dividend Aristocrats while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 5 years, SPYW.DE returned 8.07%/yr vs 11.31%/yr for EHF1.DE. A 0.77 correlation means they provide meaningful diversification when combined. SPYW.DE charges 0.30%/yr vs 0.23%/yr for EHF1.DE.
Performance
SPYW.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SPYW.DE having a 5.36% return and EHF1.DE slightly lower at 5.17%.
SPYW.DE
- 1D
- 0.09%
- 1M
- -0.36%
- YTD
- 5.36%
- 6M
- 7.28%
- 1Y
- 7.88%
- 3Y*
- 13.21%
- 5Y*
- 8.07%
- 10Y*
- 6.79%
EHF1.DE
- 1D
- 0.61%
- 1M
- -0.73%
- YTD
- 5.17%
- 6M
- 6.71%
- 1Y
- 13.10%
- 3Y*
- 14.05%
- 5Y*
- 11.31%
- 10Y*
- —
SPYW.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 5.36% | 20.24% | 8.29% | 17.93% | -11.23% | 14.36% | -11.84% | 23.34% | -7.31% |
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 SPYW.DE and EHF1.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2018 | 0.77 |
The correlation between SPYW.DE and EHF1.DE has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.
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Return for Risk
SPYW.DE vs. EHF1.DE — Risk / Return Rank
SPYW.DE
EHF1.DE
SPYW.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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.
| SPYW.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.25 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 2.09 | -1.11 |
| Martin ratioReturn relative to average drawdown | 3.14 | 5.91 | -2.77 |
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
| SPYW.DE | EHF1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 1.31 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.91 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.58 | -0.05 |
Drawdowns
SPYW.DE vs. EHF1.DE - Drawdown Comparison
The maximum SPYW.DE drawdown since its inception was -38.68%, roughly equal to the maximum EHF1.DE drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for SPYW.DE and EHF1.DE.
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Drawdown Indicators
| SPYW.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.68% | -38.13% | -0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -7.99% | -6.24% | -1.75% |
Max Drawdown (3Y)Largest decline over 3 years | -11.64% | -12.89% | +1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -23.97% | -15.64% | -8.33% |
Max Drawdown (10Y)Largest decline over 10 years | -38.68% | — | — |
Current DrawdownCurrent decline from peak | -2.54% | -4.13% | +1.59% |
Average DrawdownAverage peak-to-trough decline | -5.62% | -4.65% | -0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.21% | +0.29% |
Volatility
SPYW.DE vs. EHF1.DE - Volatility Comparison
The current volatility for SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) is 2.92%, while Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) has a volatility of 3.69%. This indicates that SPYW.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
| SPYW.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 3.69% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 8.76% | 7.94% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.65% | 9.92% | +0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.27% | 12.28% | +0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.88% | 15.39% | -0.51% |
SPYW.DE vs. EHF1.DE - Expense Ratio Comparison
SPYW.DE has a 0.30% expense ratio, which is higher than EHF1.DE's 0.23% expense ratio.
Dividends
SPYW.DE vs. EHF1.DE - Dividend Comparison
SPYW.DE's dividend yield for the trailing twelve months is around 3.60%, while EHF1.DE has not 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% |
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 3.60% | 4.07% | 3.67% | 3.31% | 3.62% | 2.78% | 3.05% | 3.10% | 3.74% | 3.15% | 2.97% | 2.99% |
Frequently Asked Questions
SPYW.DE and EHF1.DE have a correlation of 0.79, 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 SPYW.DE.
SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats, while EHF1.DE tracks MSCI Europe High Dividend Yield. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.30% for SPYW.DE and 0.23% for EHF1.DE.
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