XDDX.DE vs. EHF1.DE
XDDX.DE (Xtrackers DAX ESG Screened UCITS ETF 1D) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds - XDDX.DE tracks the FSE DAX TR EUR while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 10 years, XDDX.DE returned 8.72%/yr vs 9.42%/yr for EHF1.DE. Their correlation of 0.80 suggests significant overlap in exposure. XDDX.DE charges 0.09%/yr vs 0.23%/yr for EHF1.DE.
Performance
XDDX.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDDX.DE achieves a 3.88% return, which is significantly lower than EHF1.DE's 12.77% return. Over the past 10 years, XDDX.DE has underperformed EHF1.DE with an annualized return of 8.72%, while EHF1.DE has yielded a comparatively higher 9.42% annualized return.
XDDX.DE
- 1D
- -0.44%
- 1M
- -0.25%
- 6M
- 2.82%
- YTD
- 3.88%
- 1Y
- 6.10%
- 3Y*
- 14.27%
- 5Y*
- 8.66%
- 10Y*
- 8.72%
EHF1.DE
- 1D
- 0.82%
- 1M
- 5.28%
- 6M
- 11.73%
- YTD
- 12.77%
- 1Y
- 21.66%
- 3Y*
- 16.48%
- 5Y*
- 12.67%
- 10Y*
- 9.42%
XDDX.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDDX.DE Xtrackers DAX ESG Screened UCITS ETF 1D | 3.88% | 19.14% | 16.17% | 19.56% | -13.67% | 15.21% | 3.12% | 24.70% | -18.53% | 12.16% |
EHF1.DE Amundi MSCI Europe High Dividend Factor UCITS ETF EUR | 12.77% | 19.17% | 9.83% | 14.12% | 1.04% | 18.25% | -9.78% | 27.00% | -5.56% | 4.73% |
Correlation
The correlation between XDDX.DE and EHF1.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Nov 28, 2012 | 0.80 |
Over the past year, the correlation between XDDX.DE and EHF1.DE has dropped to 0.53 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
XDDX.DE vs. EHF1.DE — Risk / Return Rank
XDDX.DE
EHF1.DE
XDDX.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.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.
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.
| XDDX.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.67 | ||
| Sortino ratioReturn per unit of downside risk | -2.23 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.38 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | 3.46 | -2.95 |
| Martin ratioReturn relative to average drawdown | 1.44 | 9.60 | -8.16 |
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Drawdowns
XDDX.DE vs. EHF1.DE - Drawdown Comparison
The maximum XDDX.DE drawdown since its inception was -38.74%, roughly equal to the maximum EHF1.DE drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for XDDX.DE and EHF1.DE.
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Drawdown Indicators
| XDDX.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.74% | -38.13% | -0.61% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -6.24% | -5.72% |
Max Drawdown (3Y)Largest decline over 3 years | -16.62% | -12.89% | -3.73% |
Max Drawdown (5Y)Largest decline over 5 years | -27.03% | -15.64% | -11.39% |
Max Drawdown (10Y)Largest decline over 10 years | -38.74% | -38.13% | -0.61% |
Current DrawdownCurrent decline from peak | -2.10% | 0.00% | -2.10% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -4.93% | -2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.23% | 2.25% | +1.98% |
Volatility
XDDX.DE vs. EHF1.DE - Volatility Comparison
Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.DE) has a higher volatility of 3.88% compared to Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) at 3.24%. This indicates that XDDX.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
| XDDX.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 3.24% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 12.78% | 8.51% | +4.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.84% | 10.48% | +5.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.14% | 12.29% | +4.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 14.61% | +3.46% |
XDDX.DE vs. EHF1.DE - Expense Ratio Comparison
XDDX.DE has a 0.09% 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
XDDX.DE vs. EHF1.DE - Dividend Comparison
XDDX.DE's dividend yield for the trailing twelve months is around 2.31%, 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% |
XDDX.DE Xtrackers DAX ESG Screened UCITS ETF 1D | 2.31% | 2.40% | 2.68% | 3.34% | 5.35% | 2.05% | 3.14% | 2.81% | 2.34% | 2.16% | 1.40% | 1.06% |
Frequently Asked Questions
XDDX.DE and EHF1.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDDX.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDDX.DE is cheaper with a 0.09% expense ratio, compared with 0.23% for EHF1.DE.
XDDX.DE tracks FSE DAX TR EUR, while EHF1.DE tracks MSCI Europe High Dividend Yield. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.09% for XDDX.DE and 0.23% for EHF1.DE.
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