EABE.DE vs. EUPE.DE
EABE.DE (Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - EABE.DE tracks the MSCI Europe NR EUR while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past year, EABE.DE returned 11.97% vs 24.52% for EUPE.DE. A 0.76 correlation means they provide meaningful diversification when combined. EABE.DE charges 0.18%/yr vs 0.65%/yr for EUPE.DE.
Performance
EABE.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EABE.DE achieves a 6.30% return, which is significantly lower than EUPE.DE's 15.44% return.
EABE.DE
- 1D
- 0.58%
- 1M
- 3.02%
- YTD
- 6.30%
- 6M
- 8.68%
- 1Y
- 11.97%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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%
EABE.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EABE.DE Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc | 6.30% | 14.64% | 6.05% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 15.44% | 12.45% | 1.82% |
Correlation
The correlation between EABE.DE and EUPE.DE is 0.68, 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 | 0.68 |
Correlation (All Time) Calculated using the full available price history since Feb 12, 2024 | 0.76 |
The correlation between EABE.DE and EUPE.DE has been stable across timeframes, ranging from 0.68 to 0.76 - a consistent structural relationship.
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Return for Risk
EABE.DE vs. EUPE.DE — Risk / Return Rank
EABE.DE
EUPE.DE
EABE.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc (EABE.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.
| EABE.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.77 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.37 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | 4.19 | -3.05 |
| Martin ratioReturn relative to average drawdown | 3.88 | 11.50 | -7.61 |
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
| EABE.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 2.17 | -1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.65 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.46 | +0.38 |
Drawdowns
EABE.DE vs. EUPE.DE - Drawdown Comparison
The maximum EABE.DE drawdown since its inception was -15.99%, smaller than the maximum EUPE.DE drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for EABE.DE and EUPE.DE.
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Drawdown Indicators
| EABE.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.99% | -32.64% | +16.65% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -5.82% | -4.63% |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.63% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.63% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.64% | — |
Current DrawdownCurrent decline from peak | -1.64% | -3.04% | +1.40% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -4.95% | +2.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.13% | +0.91% |
Volatility
EABE.DE vs. EUPE.DE - Volatility Comparison
Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc (EABE.DE) has a higher volatility of 4.52% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that EABE.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
| EABE.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 3.64% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 11.18% | 8.56% | +2.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.64% | 11.27% | +2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.91% | 13.17% | +0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.91% | 14.99% | -1.08% |
EABE.DE vs. EUPE.DE - Expense Ratio Comparison
EABE.DE has a 0.18% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
EABE.DE vs. EUPE.DE - Dividend Comparison
Neither EABE.DE nor EUPE.DE has paid dividends to shareholders.
Frequently Asked Questions
EABE.DE and EUPE.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EABE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EABE.DE is cheaper with a 0.18% expense ratio, compared with 0.65% for EUPE.DE.
EABE.DE tracks MSCI Europe NR EUR, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: Amundi and Natixis. Their fees differ too: 0.18% for EABE.DE and 0.65% for EUPE.DE.
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