MDF wood is Medium Density Fiberboard. There are also light- and high-density fiberboards. None of them should be used outdoors. They aren’t marketed well to distinguish when and where they should not be used. Home Depot sells these boards mixed in with the FJ (Finger Joint) trim. These boards are very expensive at Home Depot, so if you see them, don’t be fooled and think that just because they are expensive that that means it is okay to use the boards outdoors.
Boards like this are basically a compressed synthetic sponge. As soon as they get wet, they expand and inflate like a sponge. I do not like using this fake wood at all, but do not use them outdoors.
In this video, you can see how weak and cheap the wood is that when I pinch it, it just falls apart.