DBXD.DE vs. EUPE.DE
DBXD.DE (Xtrackers DAX UCITS ETF 1C) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - DBXD.DE tracks the DAX® while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, DBXD.DE returned 8.92%/yr vs 8.97%/yr for EUPE.DE. Their correlation of 0.81 suggests significant overlap in exposure. DBXD.DE charges 0.09%/yr vs 0.65%/yr for EUPE.DE.
Performance
DBXD.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBXD.DE achieves a 1.35% return, which is significantly lower than EUPE.DE's 15.44% return. Both investments have delivered pretty close results over the past 10 years, with DBXD.DE having a 8.92% annualized return and EUPE.DE not far ahead at 8.97%.
DBXD.DE
- 1D
- 0.50%
- 1M
- -0.04%
- YTD
- 1.35%
- 6M
- 3.40%
- 1Y
- 2.06%
- 3Y*
- 15.51%
- 5Y*
- 9.16%
- 10Y*
- 8.92%
EUPE.DE
- 1D
- 0.35%
- 1M
- 0.49%
- YTD
- 15.44%
- 6M
- 15.81%
- 1Y
- 24.47%
- 3Y*
- 11.71%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
DBXD.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBXD.DE Xtrackers DAX UCITS ETF 1C | 1.35% | 22.65% | 18.18% | 19.60% | -12.74% | 15.26% | 3.11% | 24.69% | -18.52% | 12.12% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 15.44% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
Correlation
The correlation between DBXD.DE and EUPE.DE is 0.50, 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 | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.81 |
Over the past year, the correlation between DBXD.DE and EUPE.DE has dropped to 0.50 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
DBXD.DE vs. EUPE.DE — Risk / Return Rank
DBXD.DE
EUPE.DE
DBXD.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX UCITS ETF 1C (DBXD.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.
| DBXD.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.03 | ||
| Sortino ratioReturn per unit of downside risk | -2.76 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.37 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 4.19 | -4.00 |
| Martin ratioReturn relative to average drawdown | 0.58 | 11.50 | -10.92 |
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
| DBXD.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 2.17 | -2.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.65 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.60 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.46 | -0.15 |
Drawdowns
DBXD.DE vs. EUPE.DE - Drawdown Comparison
The maximum DBXD.DE drawdown since its inception was -54.98%, which is greater than EUPE.DE's maximum drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for DBXD.DE and EUPE.DE.
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Drawdown Indicators
| DBXD.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.98% | -32.64% | -22.34% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -5.82% | -6.46% |
Max Drawdown (3Y)Largest decline over 3 years | -15.92% | -15.63% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -26.70% | -15.63% | -11.07% |
Max Drawdown (10Y)Largest decline over 10 years | -38.83% | -32.64% | -6.19% |
Current DrawdownCurrent decline from peak | -2.23% | -3.04% | +0.81% |
Average DrawdownAverage peak-to-trough decline | -11.34% | -4.95% | -6.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 2.13% | +1.84% |
Volatility
DBXD.DE vs. EUPE.DE - Volatility Comparison
Xtrackers DAX UCITS ETF 1C (DBXD.DE) has a higher volatility of 5.10% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that DBXD.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
| DBXD.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.10% | 3.64% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 12.95% | 8.56% | +4.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.13% | 11.27% | +4.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 13.17% | +3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.35% | 14.99% | +3.36% |
DBXD.DE vs. EUPE.DE - Expense Ratio Comparison
DBXD.DE has a 0.09% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
DBXD.DE vs. EUPE.DE - Dividend Comparison
Neither DBXD.DE nor EUPE.DE has paid dividends to shareholders.
Frequently Asked Questions
DBXD.DE and EUPE.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DBXD.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DBXD.DE is cheaper with a 0.09% expense ratio, compared with 0.65% for EUPE.DE.
DBXD.DE tracks DAX®, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: Xtrackers and Natixis. Their fees differ too: 0.09% for DBXD.DE and 0.65% for EUPE.DE.
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