EDM6.DE vs. EUPE.DE
EDM6.DE (iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - EDM6.DE tracks the MSCI Europe ESG Enhanced Focus while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 5 years, EDM6.DE returned 8.72%/yr vs 8.60%/yr for EUPE.DE. Their correlation of 0.85 suggests significant overlap in exposure. EDM6.DE charges 0.12%/yr vs 0.65%/yr for EUPE.DE.
Performance
EDM6.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EDM6.DE achieves a 7.51% return, which is significantly lower than EUPE.DE's 15.44% return.
EDM6.DE
- 1D
- 0.53%
- 1M
- 1.24%
- YTD
- 7.51%
- 6M
- 10.13%
- 1Y
- 15.70%
- 3Y*
- 12.88%
- 5Y*
- 8.72%
- 10Y*
- —
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%
EDM6.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EDM6.DE iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc | 7.51% | 17.44% | 8.39% | 15.68% | -12.34% | 25.49% | -1.54% | 10.00% |
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% | 10.78% |
Correlation
The correlation between EDM6.DE and EUPE.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2019 | 0.85 |
The correlation between EDM6.DE and EUPE.DE shifts across timeframes, from 0.71 (1 year) to 0.87 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EDM6.DE vs. EUPE.DE — Risk / Return Rank
EDM6.DE
EUPE.DE
EDM6.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc (EDM6.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.
| EDM6.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.37 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 4.19 | -2.60 |
| Martin ratioReturn relative to average drawdown | 5.63 | 11.50 | -5.87 |
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
| EDM6.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 2.17 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.65 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.46 | +0.10 |
Drawdowns
EDM6.DE vs. EUPE.DE - Drawdown Comparison
The maximum EDM6.DE drawdown since its inception was -34.98%, 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 EDM6.DE and EUPE.DE.
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Drawdown Indicators
| EDM6.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.98% | -32.64% | -2.34% |
Max Drawdown (1Y)Largest decline over 1 year | -10.01% | -5.82% | -4.19% |
Max Drawdown (3Y)Largest decline over 3 years | -16.46% | -15.63% | -0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -21.81% | -15.63% | -6.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.64% | — |
Current DrawdownCurrent decline from peak | -1.56% | -3.04% | +1.48% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -4.95% | -0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.13% | +0.71% |
Volatility
EDM6.DE vs. EUPE.DE - Volatility Comparison
iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc (EDM6.DE) has a higher volatility of 4.40% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that EDM6.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
| EDM6.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 3.64% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 10.81% | 8.56% | +2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.26% | 11.27% | +1.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.47% | 13.17% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 14.99% | +1.50% |
EDM6.DE vs. EUPE.DE - Expense Ratio Comparison
EDM6.DE has a 0.12% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
EDM6.DE vs. EUPE.DE - Dividend Comparison
Neither EDM6.DE nor EUPE.DE has paid dividends to shareholders.
Frequently Asked Questions
EDM6.DE and EUPE.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EDM6.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDM6.DE is cheaper with a 0.12% expense ratio, compared with 0.65% for EUPE.DE.
EDM6.DE tracks MSCI Europe ESG Enhanced Focus, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.12% for EDM6.DE and 0.65% for EUPE.DE.
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