EMC filters consist of passive components mainly. The insertion loss and type of filter define the appropriate values of these components. However, the volume of EMI filters is usually defined by the common-mode (CM) and differential mode (DM) inductors. In order to reduce the total volume, in this paper the Coupled Common-Differential Inductor (CCDI) is proposed. In addition, two aspects are presented: the influence of the packaging and the winding strategy in the high frequency CCDI impedance. The CCDI is manufactured using two types of magnetic materials. Nanocrystalline ring core for CM impedance and iron powder for DM impedance. The experimental results highlight the advantages and disadvantages of the packaging and winding strategy of CCDI.