540J.DE vs. EUPA.DE
540J.DE (Amundi MSCI Switzerland UCITS ETF EUR) and EUPA.DE (Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)) are both Europe Equities funds - 540J.DE tracks the MSCI Switzerland while EUPA.DE tracks the Shiller Barclays CAPE® Global Sector. Both are passively managed. Over the past 3 years, 540J.DE returned 8.94%/yr vs 17.95%/yr for EUPA.DE. A 0.55 correlation means they provide meaningful diversification when combined. 540J.DE charges 0.25%/yr vs 0.65%/yr for EUPA.DE.
Performance
540J.DE vs. EUPA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 540J.DE achieves a 4.11% return, which is significantly lower than EUPA.DE's 8.36% return.
540J.DE
- 1D
- 1.16%
- 1M
- 0.54%
- YTD
- 4.11%
- 6M
- 7.57%
- 1Y
- 13.06%
- 3Y*
- 8.94%
- 5Y*
- 7.71%
- 10Y*
- 8.74%
EUPA.DE
- 1D
- 0.63%
- 1M
- -0.88%
- YTD
- 8.36%
- 6M
- 9.89%
- 1Y
- 17.44%
- 3Y*
- 17.95%
- 5Y*
- —
- 10Y*
- —
540J.DE vs. EUPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
540J.DE Amundi MSCI Switzerland UCITS ETF EUR | 4.11% | 18.35% | 3.72% | 6.30% |
EUPA.DE Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) | 8.36% | 18.38% | 13.54% | 11.13% |
Correlation
The correlation between 540J.DE and EUPA.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2023 | 0.55 |
The correlation between 540J.DE and EUPA.DE has been stable across timeframes, ranging from 0.55 to 0.59 - a consistent structural relationship.
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Return for Risk
540J.DE vs. EUPA.DE — Risk / Return Rank
540J.DE
EUPA.DE
540J.DE vs. EUPA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Switzerland UCITS ETF EUR (540J.DE) and Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.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.
| 540J.DE | EUPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.28 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 2.02 | -0.90 |
| Martin ratioReturn relative to average drawdown | 3.60 | 7.49 | -3.89 |
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
| 540J.DE | EUPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.57 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 1.30 | -0.67 |
Drawdowns
540J.DE vs. EUPA.DE - Drawdown Comparison
The maximum 540J.DE drawdown since its inception was -25.99%, which is greater than EUPA.DE's maximum drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for 540J.DE and EUPA.DE.
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Drawdown Indicators
| 540J.DE | EUPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.99% | -10.28% | -15.71% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -8.44% | -2.94% |
Max Drawdown (3Y)Largest decline over 3 years | -15.76% | -10.28% | -5.48% |
Max Drawdown (5Y)Largest decline over 5 years | -17.64% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -25.99% | — | — |
Current DrawdownCurrent decline from peak | -3.33% | -2.77% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -1.91% | -3.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 2.28% | +1.24% |
Volatility
540J.DE vs. EUPA.DE - Volatility Comparison
Amundi MSCI Switzerland UCITS ETF EUR (540J.DE) has a higher volatility of 4.33% compared to Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) at 3.63%. This indicates that 540J.DE's price experiences larger fluctuations and is considered to be riskier than EUPA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 540J.DE | EUPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 3.63% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 10.26% | 9.03% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.13% | 10.84% | +2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.47% | 12.40% | +1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.03% | 12.40% | +1.63% |
540J.DE vs. EUPA.DE - Expense Ratio Comparison
540J.DE has a 0.25% expense ratio, which is lower than EUPA.DE's 0.65% expense ratio.
Dividends
540J.DE vs. EUPA.DE - Dividend Comparison
Neither 540J.DE nor EUPA.DE has paid dividends to shareholders.
Frequently Asked Questions
540J.DE and EUPA.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 540J.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
540J.DE is cheaper with a 0.25% expense ratio, compared with 0.65% for EUPA.DE.
540J.DE tracks MSCI Switzerland, while EUPA.DE tracks Shiller Barclays CAPE® Global Sector. They also come from different issuers: Amundi and Franklin Templeton. Their fees differ too: 0.25% for 540J.DE and 0.65% for EUPA.DE.
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