DX2X.DE vs. EUPE.DE
DX2X.DE (Xtrackers Stoxx Europe 600 UCITS ETF (Acc)) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - DX2X.DE tracks the STOXX Europe 600 Index while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, DX2X.DE returned 10.22%/yr vs 9.17%/yr for EUPE.DE. Their correlation of 0.88 suggests significant overlap in exposure. DX2X.DE charges 0.25%/yr vs 0.65%/yr for EUPE.DE.
Performance
DX2X.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DX2X.DE achieves a 12.30% return, which is significantly lower than EUPE.DE's 16.96% return. Over the past 10 years, DX2X.DE has outperformed EUPE.DE with an annualized return of 10.22%, while EUPE.DE has yielded a comparatively lower 9.17% annualized return.
DX2X.DE
- 1D
- 0.80%
- 1M
- 5.43%
- 6M
- 11.55%
- YTD
- 12.30%
- 1Y
- 23.23%
- 3Y*
- 15.47%
- 5Y*
- 10.46%
- 10Y*
- 10.22%
EUPE.DE
- 1D
- -0.02%
- 1M
- 1.68%
- 6M
- 16.32%
- YTD
- 16.96%
- 1Y
- 29.48%
- 3Y*
- 11.66%
- 5Y*
- 8.67%
- 10Y*
- 9.17%
DX2X.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DX2X.DE Xtrackers Stoxx Europe 600 UCITS ETF (Acc) | 12.30% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 16.96% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
Correlation
The correlation between DX2X.DE and EUPE.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 2014 | 0.88 |
Over the past year, the correlation between DX2X.DE and EUPE.DE has dropped to 0.61 - well below their long-term average of 0.88, suggesting their price drivers have been diverging.
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Return for Risk
DX2X.DE vs. EUPE.DE — Risk / Return Rank
DX2X.DE
EUPE.DE
DX2X.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Europe 600 UCITS ETF (Acc) (DX2X.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.
| DX2X.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.45 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 5.78 | -3.42 |
| Martin ratioReturn relative to average drawdown | 9.49 | 16.32 | -6.83 |
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Drawdowns
DX2X.DE vs. EUPE.DE - Drawdown Comparison
The maximum DX2X.DE drawdown since its inception was -36.05%, 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 DX2X.DE and EUPE.DE.
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Drawdown Indicators
| DX2X.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.05% | -32.64% | -3.41% |
Max Drawdown (1Y)Largest decline over 1 year | -9.81% | -5.08% | -4.73% |
Max Drawdown (3Y)Largest decline over 3 years | -16.37% | -15.63% | -0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -20.84% | -15.63% | -5.21% |
Max Drawdown (10Y)Largest decline over 10 years | -36.05% | -32.64% | -3.41% |
Current DrawdownCurrent decline from peak | 0.00% | -1.76% | +1.76% |
Average DrawdownAverage peak-to-trough decline | -5.24% | -4.89% | -0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 1.80% | +0.64% |
Volatility
DX2X.DE vs. EUPE.DE - Volatility Comparison
Xtrackers Stoxx Europe 600 UCITS ETF (Acc) (DX2X.DE) has a higher volatility of 4.18% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.59%. This indicates that DX2X.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
| DX2X.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 3.59% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 9.03% | +2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.24% | 11.42% | +1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 13.20% | +1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.26% | 14.60% | +0.66% |
DX2X.DE vs. EUPE.DE - Expense Ratio Comparison
DX2X.DE has a 0.25% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
DX2X.DE vs. EUPE.DE - Dividend Comparison
Neither DX2X.DE nor EUPE.DE has paid dividends to shareholders.
Frequently Asked Questions
DX2X.DE and EUPE.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DX2X.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DX2X.DE is cheaper with a 0.25% expense ratio, compared with 0.65% for EUPE.DE.
DX2X.DE tracks STOXX Europe 600 Index, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: Xtrackers and Natixis. Their fees differ too: 0.25% for DX2X.DE and 0.65% for EUPE.DE.
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