ZPDX.DE vs. EHF1.DE
ZPDX.DE (SPDR STOXX Europe 600 SRI UCITS ETF) and EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) are both Europe Equities funds - ZPDX.DE tracks the STOXX® Europe 600 SRI while EHF1.DE tracks the MSCI Europe High Dividend Yield. Both are passively managed. Over the past 5 years, ZPDX.DE returned 9.14%/yr vs 11.31%/yr for EHF1.DE. A 0.80 correlation means they provide meaningful diversification when combined. ZPDX.DE charges 0.12%/yr vs 0.23%/yr for EHF1.DE.
Performance
ZPDX.DE vs. EHF1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPDX.DE achieves a 6.68% return, which is significantly higher than EHF1.DE's 5.17% return.
ZPDX.DE
- 1D
- 0.99%
- 1M
- 4.13%
- YTD
- 6.68%
- 6M
- 8.95%
- 1Y
- 11.89%
- 3Y*
- 12.67%
- 5Y*
- 9.14%
- 10Y*
- —
EHF1.DE
- 1D
- 0.61%
- 1M
- -0.73%
- YTD
- 5.17%
- 6M
- 6.71%
- 1Y
- 13.10%
- 3Y*
- 14.05%
- 5Y*
- 11.31%
- 10Y*
- —
ZPDX.DE vs. EHF1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ZPDX.DE SPDR STOXX Europe 600 SRI UCITS ETF | 6.68% | 14.73% | 10.10% | 18.67% | -11.83% | 25.89% | -2.05% | 8.15% |
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% | 8.74% |
Correlation
The correlation between ZPDX.DE and EHF1.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2019 | 0.80 |
The correlation between ZPDX.DE and EHF1.DE shifts across timeframes, from 0.69 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZPDX.DE vs. EHF1.DE — Risk / Return Rank
ZPDX.DE
EHF1.DE
ZPDX.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.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.
| ZPDX.DE | EHF1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.25 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 2.09 | -0.99 |
| Martin ratioReturn relative to average drawdown | 3.43 | 5.91 | -2.49 |
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
| ZPDX.DE | EHF1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.31 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.91 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.58 | +0.01 |
Drawdowns
ZPDX.DE vs. EHF1.DE - Drawdown Comparison
The maximum ZPDX.DE drawdown since its inception was -35.97%, smaller than the maximum EHF1.DE drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for ZPDX.DE and EHF1.DE.
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Drawdown Indicators
| ZPDX.DE | EHF1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.97% | -38.13% | +2.16% |
Max Drawdown (1Y)Largest decline over 1 year | -10.73% | -6.24% | -4.49% |
Max Drawdown (3Y)Largest decline over 3 years | -16.01% | -12.89% | -3.12% |
Max Drawdown (5Y)Largest decline over 5 years | -20.27% | -15.64% | -4.63% |
Current DrawdownCurrent decline from peak | -1.40% | -4.13% | +2.73% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -4.65% | -0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 2.21% | +1.26% |
Volatility
ZPDX.DE vs. EHF1.DE - Volatility Comparison
SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.DE) has a higher volatility of 4.19% compared to Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) at 3.69%. This indicates that ZPDX.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
| ZPDX.DE | EHF1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | 3.69% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 11.18% | 7.94% | +3.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.77% | 9.92% | +3.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.29% | 12.28% | +2.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.74% | 15.39% | +1.35% |
ZPDX.DE vs. EHF1.DE - Expense Ratio Comparison
ZPDX.DE has a 0.12% 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
ZPDX.DE vs. EHF1.DE - Dividend Comparison
Neither ZPDX.DE nor EHF1.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDX.DE and EHF1.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDX.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDX.DE is cheaper with a 0.12% expense ratio, compared with 0.23% for EHF1.DE.
ZPDX.DE tracks STOXX® Europe 600 SRI, while EHF1.DE tracks MSCI Europe High Dividend Yield. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.12% for ZPDX.DE and 0.23% for EHF1.DE.
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