DX2G.DE vs. EUPE.DE
DX2G.DE (Xtrackers CAC 40 UCITS ETF) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - DX2G.DE tracks the CAC 40® while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, DX2G.DE returned 9.43%/yr vs 8.97%/yr for EUPE.DE. Their correlation of 0.85 suggests significant overlap in exposure. DX2G.DE charges 0.20%/yr vs 0.65%/yr for EUPE.DE.
Performance
DX2G.DE vs. EUPE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DX2G.DE achieves a 3.56% 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 DX2G.DE having a 9.43% annualized return and EUPE.DE not far behind at 8.97%.
DX2G.DE
- 1D
- 1.24%
- 1M
- 3.92%
- YTD
- 3.56%
- 6M
- 3.92%
- 1Y
- 8.98%
- 3Y*
- 7.75%
- 5Y*
- 7.91%
- 10Y*
- 9.43%
EUPE.DE
- 1D
- 0.35%
- 1M
- 2.78%
- YTD
- 15.44%
- 6M
- 15.60%
- 1Y
- 24.52%
- 3Y*
- 11.71%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
DX2G.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DX2G.DE Xtrackers CAC 40 UCITS ETF | 3.56% | 14.51% | -0.04% | 19.30% | -6.47% | 30.47% | -4.99% | 32.76% | -9.63% | 13.19% |
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 DX2G.DE and EUPE.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.85 |
The correlation between DX2G.DE and EUPE.DE shifts across timeframes, from 0.67 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DX2G.DE vs. EUPE.DE — Risk / Return Rank
DX2G.DE
EUPE.DE
DX2G.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers CAC 40 UCITS ETF (DX2G.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.
| DX2G.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.37 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 4.19 | -3.37 |
| Martin ratioReturn relative to average drawdown | 2.51 | 11.50 | -8.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DX2G.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 2.17 | -1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.65 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.60 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.46 | +0.02 |
Drawdowns
DX2G.DE vs. EUPE.DE - Drawdown Comparison
The maximum DX2G.DE drawdown since its inception was -38.70%, 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 DX2G.DE and EUPE.DE.
Loading charts...
Drawdown Indicators
| DX2G.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.70% | -32.64% | -6.06% |
Max Drawdown (1Y)Largest decline over 1 year | -10.92% | -5.82% | -5.10% |
Max Drawdown (3Y)Largest decline over 3 years | -16.22% | -15.63% | -0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -20.89% | -15.63% | -5.26% |
Max Drawdown (10Y)Largest decline over 10 years | -38.70% | -32.64% | -6.06% |
Current DrawdownCurrent decline from peak | -2.30% | -3.04% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -6.46% | -4.95% | -1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 2.13% | +1.43% |
Volatility
DX2G.DE vs. EUPE.DE - Volatility Comparison
Xtrackers CAC 40 UCITS ETF (DX2G.DE) has a higher volatility of 4.71% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that DX2G.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.
Loading charts...
Volatility by Period
| DX2G.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 3.64% | +1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 8.56% | +2.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.42% | 11.27% | +3.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 13.17% | +3.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.95% | 14.99% | +2.96% |
DX2G.DE vs. EUPE.DE - Expense Ratio Comparison
DX2G.DE has a 0.20% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
DX2G.DE vs. EUPE.DE - Dividend Comparison
DX2G.DE's dividend yield for the trailing twelve months is around 2.97%, while EUPE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DX2G.DE Xtrackers CAC 40 UCITS ETF | 2.97% | 2.78% | 3.06% | 2.92% | 4.66% | 1.41% | 3.38% | 2.74% | 2.51% | 2.99% | 2.25% | 0.24% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DX2G.DE and EUPE.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DX2G.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DX2G.DE is cheaper with a 0.20% expense ratio, compared with 0.65% for EUPE.DE.
DX2G.DE tracks CAC 40®, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: Xtrackers and Natixis. Their fees differ too: 0.20% for DX2G.DE and 0.65% for EUPE.DE.
Find the right allocation for DX2G.DE and EUPE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer