EL4E.DE vs. EUPE.DE
EL4E.DE (Deka STOXX Europe Strong Style Composite 40 UCITS ETF) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - EL4E.DE tracks the STOXX Europe Strong Style Composite 40 Index while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, EL4E.DE returned 8.89%/yr vs 8.83%/yr for EUPE.DE. A 0.73 correlation means they provide meaningful diversification when combined. EL4E.DE charges 0.66%/yr vs 0.65%/yr for EUPE.DE.
Performance
EL4E.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EL4E.DE achieves a 6.79% return, which is significantly lower than EUPE.DE's 17.10% return. Both investments have delivered pretty close results over the past 10 years, with EL4E.DE having a 8.89% annualized return and EUPE.DE not far behind at 8.83%.
EL4E.DE
- 1D
- -0.17%
- 1M
- -0.50%
- 6M
- 0.99%
- YTD
- 6.79%
- 1Y
- 9.67%
- 3Y*
- 10.78%
- 5Y*
- 2.65%
- 10Y*
- 8.89%
EUPE.DE
- 1D
- 0.14%
- 1M
- 1.49%
- 6M
- 14.09%
- YTD
- 17.10%
- 1Y
- 29.36%
- 3Y*
- 11.72%
- 5Y*
- 9.14%
- 10Y*
- 8.83%
EL4E.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EL4E.DE Deka STOXX Europe Strong Style Composite 40 UCITS ETF | 6.79% | 10.62% | 11.03% | 16.21% | -27.49% | 23.99% | 14.63% | 31.38% | -7.27% | 14.23% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 17.10% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
Correlation
The correlation between EL4E.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 | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 2014 | 0.73 |
Over the past year, the correlation between EL4E.DE and EUPE.DE has dropped to 0.50 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.
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Return for Risk
EL4E.DE vs. EUPE.DE — Risk / Return Rank
EL4E.DE
EUPE.DE
EL4E.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka STOXX Europe Strong Style Composite 40 UCITS ETF (EL4E.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.
| EL4E.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.95 | ||
| Sortino ratioReturn per unit of downside risk | -2.63 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.45 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.85 | 5.75 | -4.90 |
| Martin ratioReturn relative to average drawdown | 2.36 | 16.38 | -14.02 |
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Drawdowns
EL4E.DE vs. EUPE.DE - Drawdown Comparison
The maximum EL4E.DE drawdown since its inception was -50.61%, 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 EL4E.DE and EUPE.DE.
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Drawdown Indicators
| EL4E.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.61% | -32.64% | -17.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.99% | -5.08% | -7.91% |
Max Drawdown (3Y)Largest decline over 3 years | -22.95% | -15.63% | -7.32% |
Max Drawdown (5Y)Largest decline over 5 years | -40.69% | -15.63% | -25.06% |
Max Drawdown (10Y)Largest decline over 10 years | -40.69% | -32.64% | -8.05% |
Current DrawdownCurrent decline from peak | -3.49% | -1.64% | -1.85% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -4.88% | -7.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.71% | 1.79% | +2.92% |
Volatility
EL4E.DE vs. EUPE.DE - Volatility Comparison
Deka STOXX Europe Strong Style Composite 40 UCITS ETF (EL4E.DE) has a higher volatility of 5.26% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.63%. This indicates that EL4E.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
| EL4E.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 3.63% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 14.63% | 8.82% | +5.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 11.42% | +6.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.43% | 13.19% | +9.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.99% | 14.57% | +5.42% |
EL4E.DE vs. EUPE.DE - Expense Ratio Comparison
EL4E.DE has a 0.66% expense ratio, which is higher than EUPE.DE's 0.65% expense ratio.
Dividends
EL4E.DE vs. EUPE.DE - Dividend Comparison
EL4E.DE's dividend yield for the trailing twelve months is around 1.30%, while EUPE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL4E.DE Deka STOXX Europe Strong Style Composite 40 UCITS ETF | 1.30% | 0.93% | 1.28% | 0.60% | 2.51% | 0.23% | 0.95% | 1.28% | 1.02% | 0.23% | 2.62% | 1.99% |
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
EL4E.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, EUPE.DE is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUPE.DE is cheaper with a 0.65% expense ratio, compared with 0.66% for EL4E.DE.
EL4E.DE tracks STOXX Europe Strong Style Composite 40 Index, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: Deka and Natixis. Their fees differ too: 0.66% for EL4E.DE and 0.65% for EUPE.DE.
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