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Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) Sharpe Ratio: 2.88

EUPE.DE's Sharpe Ratio of 2.88 indicates that for each unit of volatility, it generates 2.88 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 15, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

EUPE.DE Sharpe Ratio Rank

EUPE.DE Sharpe Ratio Rank: 82.582
Exceptional

EUPE.DE ranks above 82.5% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

EUPE.DE Sharpe Ratio Market Positioning

The chart shows EUPE.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.22 or lower
  • Yellow zone (middle 50%): 1.22 to 2.63
  • Green zone (top 25%): 2.63 or higher
  • Top 1%: 7.23+
  • Median: 2.02 — half of all investments score higher

How it compares to other similar ETFs

The table compares Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)'s Sharpe Ratio with other ETFs in the Europe Equities category across multiple time periods, showing how EUPE.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 15, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SELD.DELyxor STOXX Europe Select Dividend 30 UCITS ETF Dist3.91
EXSH.DEiShares STOXX Europe Select Dividend 30 UCITS ETF (DE)3.72
WTEE.DEWisdomTree Europe Equity Income UCITS ETF3.69
LGGE.DEL&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF3.41
FLXD.DEFranklin European Quality Dividend UCITS ETF3.40
CEMS.DEiShares Edge MSCI Europe Value Factor UCITS ETF3.39
FTGE.DEFirst Trust Eurozone AlphaDEX UCITS ETF Acc3.36
ZPRD.DESPDR FTSE UK All Share UCITS ETF3.36
D5BL.DEXtrackers MSCI Europe Value UCITS ETF3.26
XESP.DEXtrackers Spanish Equity UCITS ETF3.23
EUPE.DEOssiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)2.88

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows EUPE.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when EUPE.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore EUPE.DE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

EUPE.DE Sortino Ratio