EMUX.DE vs. EUPE.DE
EMUX.DE (BNP Paribas Easy MSCI EMU ESG Filtered Min TE UCITS ETF) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - EMUX.DE tracks the MSCI EMU ESG Filtered Min TE while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 5 years, EMUX.DE returned 10.17%/yr vs 8.60%/yr for EUPE.DE. Their correlation of 0.84 suggests significant overlap in exposure. EMUX.DE charges 0.15%/yr vs 0.65%/yr for EUPE.DE.
Performance
EMUX.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EMUX.DE achieves a 8.53% return, which is significantly lower than EUPE.DE's 15.44% return.
EMUX.DE
- 1D
- 0.57%
- 1M
- 4.72%
- YTD
- 8.53%
- 6M
- 10.52%
- 1Y
- 17.64%
- 3Y*
- 15.40%
- 5Y*
- 10.17%
- 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%
EMUX.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMUX.DE BNP Paribas Easy MSCI EMU ESG Filtered Min TE UCITS ETF | 8.53% | 24.11% | 9.25% | 18.05% | -12.61% | 22.90% | -0.87% | 27.26% | -13.48% | 13.46% |
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 EMUX.DE and EUPE.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2016 | 0.84 |
Over the past year, the correlation between EMUX.DE and EUPE.DE has dropped to 0.63 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
EMUX.DE vs. EUPE.DE — Risk / Return Rank
EMUX.DE
EUPE.DE
EMUX.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI EMU ESG Filtered Min TE UCITS ETF (EMUX.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.
| EMUX.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.37 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 4.19 | -2.47 |
| Martin ratioReturn relative to average drawdown | 6.23 | 11.50 | -5.26 |
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
| EMUX.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 2.17 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.65 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.46 | +0.15 |
Drawdowns
EMUX.DE vs. EUPE.DE - Drawdown Comparison
The maximum EMUX.DE drawdown since its inception was -38.44%, 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 EMUX.DE and EUPE.DE.
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Drawdown Indicators
| EMUX.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.44% | -32.64% | -5.80% |
Max Drawdown (1Y)Largest decline over 1 year | -10.23% | -5.82% | -4.41% |
Max Drawdown (3Y)Largest decline over 3 years | -15.03% | -15.63% | +0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -25.11% | -15.63% | -9.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.64% | — |
Current DrawdownCurrent decline from peak | -0.53% | -3.04% | +2.51% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -4.95% | -0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.13% | +0.69% |
Volatility
EMUX.DE vs. EUPE.DE - Volatility Comparison
BNP Paribas Easy MSCI EMU ESG Filtered Min TE UCITS ETF (EMUX.DE) has a higher volatility of 4.57% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that EMUX.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
| EMUX.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 3.64% | +0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 11.92% | 8.56% | +3.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 11.27% | +3.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 13.17% | +3.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.59% | 14.99% | +1.60% |
EMUX.DE vs. EUPE.DE - Expense Ratio Comparison
EMUX.DE has a 0.15% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
EMUX.DE vs. EUPE.DE - Dividend Comparison
Neither EMUX.DE nor EUPE.DE has paid dividends to shareholders.
Frequently Asked Questions
EMUX.DE and EUPE.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EMUX.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EMUX.DE is cheaper with a 0.15% expense ratio, compared with 0.65% for EUPE.DE.
EMUX.DE tracks MSCI EMU ESG Filtered Min TE, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: BNP Paribas and Natixis. Their fees differ too: 0.15% for EMUX.DE and 0.65% for EUPE.DE.
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