PortfoliosLab logoPortfoliosLab logo
V50D.DE vs. EHF1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

V50D.DE vs. EHF1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi EURO STOXX 50 UCITS ETF - EUR Dist (V50D.DE) and Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, V50D.DE achieves a 7.22% return, which is significantly higher than EHF1.DE's 5.17% return.


V50D.DE

1D
0.76%
1M
1.91%
YTD
7.22%
6M
8.57%
1Y
15.78%
3Y*
15.65%
5Y*
11.54%
10Y*

EHF1.DE

1D
0.61%
1M
-1.98%
YTD
5.17%
6M
7.16%
1Y
12.60%
3Y*
14.05%
5Y*
11.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

V50D.DE vs. EHF1.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
V50D.DE
Amundi EURO STOXX 50 UCITS ETF - EUR Dist
7.22%22.20%11.12%22.60%-8.93%23.50%-2.88%30.04%-13.86%
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 V50D.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 V50D.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.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

V50D.DE vs. EHF1.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

V50D.DE
V50D.DE Risk / Return Rank: 3030
Overall Rank
V50D.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
V50D.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
V50D.DE Omega Ratio Rank: 2828
Omega Ratio Rank
V50D.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
V50D.DE Martin Ratio Rank: 3333
Martin Ratio Rank

EHF1.DE
EHF1.DE Risk / Return Rank: 3939
Overall Rank
EHF1.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
EHF1.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
EHF1.DE Omega Ratio Rank: 3838
Omega Ratio Rank
EHF1.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
EHF1.DE Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

V50D.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 UCITS ETF - EUR Dist (V50D.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.


V50D.DEEHF1.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.19

1.25

-0.06

Calmar ratioReturn relative to maximum drawdown

1.45

2.09

-0.64

Martin ratioReturn relative to average drawdown

4.93

5.91

-0.99

V50D.DE vs. EHF1.DE - Sharpe Ratio Comparison

The current V50D.DE Sharpe Ratio is 0.99, which is comparable to the EHF1.DE Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of V50D.DE and EHF1.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


V50D.DEEHF1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.31

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.91

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.58

-0.09

Drawdowns

V50D.DE vs. EHF1.DE - Drawdown Comparison

The maximum V50D.DE drawdown since its inception was -38.47%, roughly equal to the maximum EHF1.DE drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for V50D.DE and EHF1.DE.


Loading charts...

Drawdown Indicators


V50D.DEEHF1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.47%

-38.13%

-0.34%

Max Drawdown (1Y)

Largest decline over 1 year

-10.89%

-6.24%

-4.65%

Max Drawdown (3Y)

Largest decline over 3 years

-16.55%

-12.89%

-3.66%

Max Drawdown (5Y)

Largest decline over 5 years

-23.30%

-15.64%

-7.66%

Current Drawdown

Current decline from peak

-0.49%

-4.13%

+3.64%

Average Drawdown

Average peak-to-trough decline

-5.86%

-4.65%

-1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

2.21%

+1.01%

Volatility

V50D.DE vs. EHF1.DE - Volatility Comparison

Amundi EURO STOXX 50 UCITS ETF - EUR Dist (V50D.DE) has a higher volatility of 4.93% compared to Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) at 3.69%. This indicates that V50D.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.


Loading charts...

Volatility by Period


V50D.DEEHF1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

3.69%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

12.93%

7.94%

+4.99%

Volatility (1Y)

Calculated over the trailing 1-year period

15.94%

9.92%

+6.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.51%

12.28%

+5.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.94%

15.39%

+3.55%

V50D.DE vs. EHF1.DE - Expense Ratio Comparison

V50D.DE has a 0.07% 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

V50D.DE vs. EHF1.DE - Dividend Comparison

V50D.DE's dividend yield for the trailing twelve months is around 2.36%, while EHF1.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
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%
V50D.DE
Amundi EURO STOXX 50 UCITS ETF - EUR Dist
2.36%2.53%2.83%2.81%2.93%1.83%2.06%2.85%3.11%

Frequently Asked Questions


V50D.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, V50D.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

V50D.DE is cheaper with a 0.07% expense ratio, compared with 0.23% for EHF1.DE.

V50D.DE tracks EURO STOXX® 50, while EHF1.DE tracks MSCI Europe High Dividend Yield. Their fees differ too: 0.07% for V50D.DE and 0.23% for EHF1.DE.

Portfolio Optimizer

Find the right allocation for V50D.DE and EHF1.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer