STXH.DE vs. H4ZA.DE
STXH.DE (Amundi Core Stoxx Europe 600 UCITS ETF EUR Hedged (Dist)) and H4ZA.DE (HSBC EURO STOXX 50 UCITS ETF EUR) are both Europe Equities funds - STXH.DE tracks the STOXX Europe 600 Index (EUR Hedged) while H4ZA.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 5 years, STXH.DE returned 9.58%/yr vs 12.34%/yr for H4ZA.DE. Their correlation of 0.95 suggests significant overlap in exposure. STXH.DE charges 0.15%/yr vs 0.05%/yr for H4ZA.DE.
Performance
STXH.DE vs. H4ZA.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with STXH.DE having a 9.87% return and H4ZA.DE slightly lower at 9.79%.
STXH.DE
- 1D
- -0.32%
- 1M
- 0.24%
- 6M
- 6.07%
- YTD
- 9.87%
- 1Y
- 19.51%
- 3Y*
- 14.40%
- 5Y*
- 9.58%
- 10Y*
- —
H4ZA.DE
- 1D
- -0.80%
- 1M
- -0.88%
- 6M
- 5.52%
- YTD
- 9.79%
- 1Y
- 18.89%
- 3Y*
- 15.78%
- 5Y*
- 12.34%
- 10Y*
- 11.03%
STXH.DE vs. H4ZA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STXH.DE Amundi Core Stoxx Europe 600 UCITS ETF EUR Hedged (Dist) | 9.87% | 21.40% | 7.63% | 13.99% | -9.78% | 21.71% | -0.37% | 25.66% | -10.97% | 6.71% |
H4ZA.DE HSBC EURO STOXX 50 UCITS ETF EUR | 9.79% | 22.26% | 11.06% | 22.59% | -8.87% | 23.72% | -2.73% | 30.04% | -11.95% | 3.64% |
Correlation
The correlation between STXH.DE and H4ZA.DE is 0.95, 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 | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Apr 12, 2017 | 0.95 |
The correlation between STXH.DE and H4ZA.DE has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.
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Return for Risk
STXH.DE vs. H4ZA.DE — Risk / Return Rank
STXH.DE
H4ZA.DE
STXH.DE vs. H4ZA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Core Stoxx Europe 600 UCITS ETF EUR Hedged (Dist) (STXH.DE) and HSBC EURO STOXX 50 UCITS ETF EUR (H4ZA.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.
| STXH.DE | H4ZA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.22 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 1.72 | +0.31 |
| Martin ratioReturn relative to average drawdown | 7.90 | 6.00 | +1.90 |
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Drawdowns
STXH.DE vs. H4ZA.DE - Drawdown Comparison
The maximum STXH.DE drawdown since its inception was -33.43%, smaller than the maximum H4ZA.DE drawdown of -38.40%. Use the drawdown chart below to compare losses from any high point for STXH.DE and H4ZA.DE.
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Drawdown Indicators
| STXH.DE | H4ZA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -38.40% | +4.97% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | -10.97% | +1.36% |
Max Drawdown (3Y)Largest decline over 3 years | -15.29% | -16.39% | +1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -20.48% | -23.26% | +2.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.40% | — |
Current DrawdownCurrent decline from peak | -1.73% | -2.69% | +0.96% |
Average DrawdownAverage peak-to-trough decline | -4.43% | -7.18% | +2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 3.14% | -0.68% |
Volatility
STXH.DE vs. H4ZA.DE - Volatility Comparison
The current volatility for Amundi Core Stoxx Europe 600 UCITS ETF EUR Hedged (Dist) (STXH.DE) is 3.01%, while HSBC EURO STOXX 50 UCITS ETF EUR (H4ZA.DE) has a volatility of 3.98%. This indicates that STXH.DE experiences smaller price fluctuations and is considered to be less risky than H4ZA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STXH.DE | H4ZA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.01% | 3.98% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 13.35% | -2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.63% | 16.04% | -3.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.10% | 17.53% | -3.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.95% | 17.81% | -2.86% |
STXH.DE vs. H4ZA.DE - Expense Ratio Comparison
STXH.DE has a 0.15% expense ratio, which is higher than H4ZA.DE's 0.05% 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
STXH.DE vs. H4ZA.DE - Dividend Comparison
STXH.DE's dividend yield for the trailing twelve months is around 2.34%, less than H4ZA.DE's 2.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
H4ZA.DE HSBC EURO STOXX 50 UCITS ETF EUR | 2.38% | 2.49% | 2.89% | 2.93% | 2.94% | 1.94% | 2.06% | 2.84% | 3.55% | 2.73% | 2.85% | 2.70% |
STXH.DE Amundi Core Stoxx Europe 600 UCITS ETF EUR Hedged (Dist) | 2.34% | 2.57% | 2.43% | 2.97% | 3.33% | 2.45% | 2.18% | 3.24% | 3.39% | 2.79% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.95, STXH.DE and H4ZA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, H4ZA.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
H4ZA.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for STXH.DE.
STXH.DE tracks STOXX Europe 600 Index (EUR Hedged), while H4ZA.DE tracks EURO STOXX® 50. They also come from different issuers: Amundi and HSBC. Their fees differ too: 0.15% for STXH.DE and 0.05% for H4ZA.DE.
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