AW1Z.DE vs. EUPE.DE
AW1Z.DE (UBS ETF (IE) MSCI EMU Climate Paris Aligned UCITS ETF (EUR) Acc) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - AW1Z.DE tracks the MSCI EMU Climate Paris Aligned while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 5 years, AW1Z.DE returned 7.97%/yr vs 9.35%/yr for EUPE.DE. A 0.78 correlation means they provide meaningful diversification when combined. AW1Z.DE charges 0.14%/yr vs 0.65%/yr for EUPE.DE.
Performance
AW1Z.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AW1Z.DE achieves a 9.37% return, which is significantly lower than EUPE.DE's 18.26% return.
AW1Z.DE
- 1D
- 0.00%
- 1M
- -1.84%
- 6M
- 5.98%
- YTD
- 9.37%
- 1Y
- 14.54%
- 3Y*
- 11.80%
- 5Y*
- 7.97%
- 10Y*
- —
EUPE.DE
- 1D
- 0.59%
- 1M
- 4.43%
- 6M
- 15.71%
- YTD
- 18.26%
- 1Y
- 30.89%
- 3Y*
- 12.19%
- 5Y*
- 9.35%
- 10Y*
- 9.04%
AW1Z.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AW1Z.DE UBS ETF (IE) MSCI EMU Climate Paris Aligned UCITS ETF (EUR) Acc | 9.37% | 16.28% | 6.31% | 17.64% | -13.87% | 18.74% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 18.26% | 12.45% | 2.14% | 12.84% | -6.14% | 20.03% |
Correlation
The correlation between AW1Z.DE and EUPE.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2021 | 0.78 |
Over the past year, the correlation between AW1Z.DE and EUPE.DE has dropped to 0.55 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
AW1Z.DE vs. EUPE.DE — Risk / Return Rank
AW1Z.DE
EUPE.DE
AW1Z.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI EMU Climate Paris Aligned UCITS ETF (EUR) Acc (AW1Z.DE) and Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AW1Z.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.76 | ||
| Sortino ratioReturn per unit of downside risk | -2.30 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.48 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | 6.08 | -4.76 |
| Martin ratioReturn relative to average drawdown | 4.77 | 17.29 | -12.53 |
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Drawdowns
AW1Z.DE vs. EUPE.DE - Drawdown Comparison
The maximum AW1Z.DE drawdown since its inception was -24.70%, smaller than the maximum EUPE.DE drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for AW1Z.DE and EUPE.DE.
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Drawdown Indicators
| AW1Z.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.70% | -32.64% | +7.94% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -5.08% | -5.70% |
Max Drawdown (3Y)Largest decline over 3 years | -15.02% | -15.63% | +0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -24.70% | -15.63% | -9.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.64% | — |
Current DrawdownCurrent decline from peak | -2.16% | -0.67% | -1.49% |
Average DrawdownAverage peak-to-trough decline | -5.06% | -4.88% | -0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 1.79% | +1.21% |
Volatility
AW1Z.DE vs. EUPE.DE - Volatility Comparison
UBS ETF (IE) MSCI EMU Climate Paris Aligned UCITS ETF (EUR) Acc (AW1Z.DE) has a higher volatility of 3.86% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.19%. This indicates that AW1Z.DE's price experiences larger fluctuations and is considered to be riskier than EUPE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AW1Z.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 3.19% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 12.82% | 8.78% | +4.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 11.41% | +3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.32% | 13.18% | +3.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.05% | 14.57% | +1.48% |
AW1Z.DE vs. EUPE.DE - Expense Ratio Comparison
AW1Z.DE has a 0.14% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
AW1Z.DE vs. EUPE.DE - Dividend Comparison
Neither AW1Z.DE nor EUPE.DE has paid dividends to shareholders.
Frequently Asked Questions
AW1Z.DE and EUPE.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AW1Z.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AW1Z.DE is cheaper with a 0.14% expense ratio, compared with 0.65% for EUPE.DE.
AW1Z.DE tracks MSCI EMU Climate Paris Aligned, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: UBS and Natixis. Their fees differ too: 0.14% for AW1Z.DE and 0.65% for EUPE.DE.
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