XSXE.DE vs. EHF1.DE
XSXE.DE (Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (Acc)) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds - XSXE.DE tracks the STOXX Europe 600 Index (EUR Hedged) while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 5 years, XSXE.DE returned 9.89%/yr vs 12.33%/yr for EHF1.DE. Their correlation of 0.83 suggests significant overlap in exposure. XSXE.DE charges 0.25%/yr vs 0.23%/yr for EHF1.DE.
Performance
XSXE.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XSXE.DE achieves a 11.68% return, which is significantly higher than EHF1.DE's 10.60% return.
XSXE.DE
- 1D
- 0.64%
- 1M
- 5.20%
- 6M
- 10.95%
- YTD
- 11.68%
- 1Y
- 22.30%
- 3Y*
- 14.79%
- 5Y*
- 9.89%
- 10Y*
- —
EHF1.DE
- 1D
- -0.08%
- 1M
- 5.80%
- 6M
- 9.85%
- YTD
- 10.60%
- 1Y
- 19.88%
- 3Y*
- 15.62%
- 5Y*
- 12.33%
- 10Y*
- 9.47%
XSXE.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XSXE.DE Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (Acc) | 11.68% | 21.25% | 7.59% | 14.31% | -9.71% | 21.70% | -0.75% | 25.76% | -10.80% |
EHF1.DE Amundi MSCI Europe High Dividend Factor UCITS ETF EUR | 10.60% | 19.17% | 9.83% | 14.12% | 1.04% | 18.25% | -9.78% | 27.00% | -5.70% |
Correlation
The correlation between XSXE.DE and EHF1.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2018 | 0.83 |
The correlation between XSXE.DE and EHF1.DE shifts across timeframes, from 0.67 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XSXE.DE vs. EHF1.DE — Risk / Return Rank
XSXE.DE
EHF1.DE
XSXE.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (Acc) (XSXE.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.
| XSXE.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.36 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 3.17 | -0.85 |
| Martin ratioReturn relative to average drawdown | 8.95 | 8.79 | +0.16 |
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Drawdowns
XSXE.DE vs. EHF1.DE - Drawdown Comparison
The maximum XSXE.DE drawdown since its inception was -33.65%, smaller than the maximum EHF1.DE drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for XSXE.DE and EHF1.DE.
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Drawdown Indicators
| XSXE.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.65% | -38.13% | +4.48% |
Max Drawdown (1Y)Largest decline over 1 year | -9.56% | -6.24% | -3.32% |
Max Drawdown (3Y)Largest decline over 3 years | -14.83% | -12.89% | -1.94% |
Max Drawdown (5Y)Largest decline over 5 years | -20.30% | -15.64% | -4.66% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.13% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.08% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -4.94% | +0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.26% | +0.22% |
Volatility
XSXE.DE vs. EHF1.DE - Volatility Comparison
Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (Acc) (XSXE.DE) and Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) have volatilities of 3.09% and 3.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSXE.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 3.17% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 8.44% | +2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.59% | 10.35% | +2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.08% | 12.32% | +1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.83% | 14.64% | +1.19% |
XSXE.DE vs. EHF1.DE - Expense Ratio Comparison
XSXE.DE has a 0.25% expense ratio, which is higher than EHF1.DE's 0.23% 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
XSXE.DE vs. EHF1.DE - Dividend Comparison
Neither XSXE.DE nor EHF1.DE has paid dividends to shareholders.
Frequently Asked Questions
XSXE.DE and EHF1.DE have a correlation of 0.67, 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 0.25% for XSXE.DE.
XSXE.DE tracks STOXX Europe 600 Index (EUR Hedged), while EHF1.DE tracks MSCI Europe High Dividend Yield. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XSXE.DE and 0.23% for EHF1.DE.
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