EUN1.DE vs. EUPA.DE
EUN1.DE (iShares STOXX Europe 50 UCITS ETF) and EUPA.DE (Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)) are both Europe Equities funds - EUN1.DE tracks the STOXX® Europe 50 while EUPA.DE tracks the Shiller Barclays CAPE® Global Sector. Both are passively managed. Over the past 3 years, EUN1.DE returned 12.02%/yr vs 17.95%/yr for EUPA.DE. A 0.63 correlation means they provide meaningful diversification when combined. EUN1.DE charges 0.35%/yr vs 0.65%/yr for EUPA.DE.
Performance
EUN1.DE vs. EUPA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUN1.DE achieves a 7.28% return, which is significantly lower than EUPA.DE's 8.36% return.
EUN1.DE
- 1D
- 0.78%
- 1M
- 0.92%
- YTD
- 7.28%
- 6M
- 9.74%
- 1Y
- 16.43%
- 3Y*
- 12.02%
- 5Y*
- 11.08%
- 10Y*
- 9.16%
EUPA.DE
- 1D
- 0.63%
- 1M
- -0.88%
- YTD
- 8.36%
- 6M
- 9.89%
- 1Y
- 17.44%
- 3Y*
- 17.95%
- 5Y*
- —
- 10Y*
- —
EUN1.DE vs. EUPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EUN1.DE iShares STOXX Europe 50 UCITS ETF | 7.28% | 17.86% | 7.29% | 7.04% |
EUPA.DE Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) | 8.36% | 18.38% | 13.54% | 11.13% |
Correlation
The correlation between EUN1.DE and EUPA.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 | 0.64 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2023 | 0.63 |
The correlation between EUN1.DE and EUPA.DE has been stable across timeframes, ranging from 0.63 to 0.64 - a consistent structural relationship.
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Return for Risk
EUN1.DE vs. EUPA.DE — Risk / Return Rank
EUN1.DE
EUPA.DE
EUN1.DE vs. EUPA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 50 UCITS ETF (EUN1.DE) and Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.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.
| EUN1.DE | EUPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.28 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 2.02 | -0.33 |
| Martin ratioReturn relative to average drawdown | 5.92 | 7.49 | -1.57 |
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
| EUN1.DE | EUPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 1.57 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 1.30 | -1.15 |
Drawdowns
EUN1.DE vs. EUPA.DE - Drawdown Comparison
The maximum EUN1.DE drawdown since its inception was -62.27%, which is greater than EUPA.DE's maximum drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for EUN1.DE and EUPA.DE.
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Drawdown Indicators
| EUN1.DE | EUPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.27% | -10.28% | -51.99% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | -8.44% | -1.17% |
Max Drawdown (3Y)Largest decline over 3 years | -17.40% | -10.28% | -7.12% |
Max Drawdown (5Y)Largest decline over 5 years | -17.40% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.50% | — | — |
Current DrawdownCurrent decline from peak | -1.72% | -2.77% | +1.05% |
Average DrawdownAverage peak-to-trough decline | -20.89% | -1.91% | -18.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.28% | +0.47% |
Volatility
EUN1.DE vs. EUPA.DE - Volatility Comparison
iShares STOXX Europe 50 UCITS ETF (EUN1.DE) has a higher volatility of 4.21% compared to Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) at 3.63%. This indicates that EUN1.DE's price experiences larger fluctuations and is considered to be riskier than EUPA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUN1.DE | EUPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 3.63% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 11.00% | 9.03% | +1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.43% | 10.84% | +2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.00% | 12.40% | +1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.26% | 12.40% | +2.86% |
EUN1.DE vs. EUPA.DE - Expense Ratio Comparison
EUN1.DE has a 0.35% expense ratio, which is lower than EUPA.DE's 0.65% expense ratio.
Dividends
EUN1.DE vs. EUPA.DE - Dividend Comparison
EUN1.DE's dividend yield for the trailing twelve months is around 2.41%, while EUPA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN1.DE iShares STOXX Europe 50 UCITS ETF | 2.41% | 2.41% | 2.62% | 2.55% | 2.61% | 2.22% | 2.41% | 2.94% | 3.53% | 3.22% | 3.28% | 3.05% |
EUPA.DE Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) | 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
EUN1.DE and EUPA.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, EUN1.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUN1.DE is cheaper with a 0.35% expense ratio, compared with 0.65% for EUPA.DE.
EUN1.DE tracks STOXX® Europe 50, while EUPA.DE tracks Shiller Barclays CAPE® Global Sector. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.35% for EUN1.DE and 0.65% for EUPA.DE.
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