AE50.DE vs. EUPA.DE
AE50.DE (Amundi ETF STOXX Europe 50 UCITS ETF EUR) and EUPA.DE (Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)) are both Europe Equities funds - AE50.DE tracks the STOXX® Europe 50 while EUPA.DE tracks the Shiller Barclays CAPE® Global Sector. Both are passively managed. Over the past 3 years, AE50.DE returned 12.27%/yr vs 17.95%/yr for EUPA.DE. A 0.64 correlation means they provide meaningful diversification when combined. AE50.DE charges 0.15%/yr vs 0.65%/yr for EUPA.DE.
Performance
AE50.DE vs. EUPA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AE50.DE achieves a 7.47% return, which is significantly lower than EUPA.DE's 8.36% return.
AE50.DE
- 1D
- 0.82%
- 1M
- 3.36%
- YTD
- 7.47%
- 6M
- 9.70%
- 1Y
- 16.71%
- 3Y*
- 12.27%
- 5Y*
- 11.33%
- 10Y*
- 9.32%
EUPA.DE
- 1D
- 0.63%
- 1M
- 0.54%
- YTD
- 8.36%
- 6M
- 9.94%
- 1Y
- 17.10%
- 3Y*
- 17.95%
- 5Y*
- —
- 10Y*
- —
AE50.DE vs. EUPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
AE50.DE Amundi ETF STOXX Europe 50 UCITS ETF EUR | 7.47% | 18.08% | 7.63% | 7.01% |
EUPA.DE Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) | 8.36% | 18.38% | 13.54% | 11.13% |
Correlation
The correlation between AE50.DE and EUPA.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2023 | 0.64 |
The correlation between AE50.DE and EUPA.DE has been stable across timeframes, ranging from 0.63 to 0.64 - a consistent structural relationship.
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Return for Risk
AE50.DE vs. EUPA.DE — Risk / Return Rank
AE50.DE
EUPA.DE
AE50.DE vs. EUPA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.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.
| AE50.DE | EUPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.28 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 2.02 | -0.27 |
| Martin ratioReturn relative to average drawdown | 6.15 | 7.49 | -1.34 |
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
| AE50.DE | EUPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.57 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 1.30 | -0.82 |
Drawdowns
AE50.DE vs. EUPA.DE - Drawdown Comparison
The maximum AE50.DE drawdown since its inception was -32.20%, 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 AE50.DE and EUPA.DE.
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Drawdown Indicators
| AE50.DE | EUPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.20% | -10.28% | -21.92% |
Max Drawdown (1Y)Largest decline over 1 year | -9.54% | -8.44% | -1.10% |
Max Drawdown (3Y)Largest decline over 3 years | -17.29% | -10.28% | -7.01% |
Max Drawdown (5Y)Largest decline over 5 years | -17.29% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.20% | — | — |
Current DrawdownCurrent decline from peak | -1.65% | -2.77% | +1.12% |
Average DrawdownAverage peak-to-trough decline | -5.70% | -1.91% | -3.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 2.28% | +0.43% |
Volatility
AE50.DE vs. EUPA.DE - Volatility Comparison
Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) has a higher volatility of 4.34% compared to Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) at 3.63%. This indicates that AE50.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
| AE50.DE | EUPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 3.63% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 9.03% | +1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.25% | 10.84% | +2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.93% | 12.40% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.11% | 12.40% | +2.71% |
AE50.DE vs. EUPA.DE - Expense Ratio Comparison
AE50.DE has a 0.15% expense ratio, which is lower than EUPA.DE's 0.65% expense ratio.
Dividends
AE50.DE vs. EUPA.DE - Dividend Comparison
Neither AE50.DE nor EUPA.DE has paid dividends to shareholders.
Frequently Asked Questions
AE50.DE and EUPA.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AE50.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AE50.DE is cheaper with a 0.15% expense ratio, compared with 0.65% for EUPA.DE.
AE50.DE tracks STOXX® Europe 50, while EUPA.DE tracks Shiller Barclays CAPE® Global Sector. They also come from different issuers: Amundi and Franklin Templeton. Their fees differ too: 0.15% for AE50.DE and 0.65% for EUPA.DE.
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