EUN2.DE vs. EUPE.DE
EUN2.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Dist)) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - EUN2.DE tracks the EURO STOXX® 50 while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, EUN2.DE returned 10.53%/yr vs 8.97%/yr for EUPE.DE. Their correlation of 0.84 suggests significant overlap in exposure. EUN2.DE charges 0.10%/yr vs 0.65%/yr for EUPE.DE.
Performance
EUN2.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUN2.DE achieves a 7.12% return, which is significantly lower than EUPE.DE's 15.44% return. Over the past 10 years, EUN2.DE has outperformed EUPE.DE with an annualized return of 10.53%, while EUPE.DE has yielded a comparatively lower 8.97% annualized return.
EUN2.DE
- 1D
- 0.76%
- 1M
- 1.87%
- YTD
- 7.12%
- 6M
- 8.50%
- 1Y
- 15.68%
- 3Y*
- 15.61%
- 5Y*
- 11.50%
- 10Y*
- 10.53%
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%
EUN2.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUN2.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) | 7.12% | 22.24% | 10.97% | 22.70% | -8.84% | 23.49% | -3.00% | 30.05% | -12.00% | 10.20% |
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 EUN2.DE and EUPE.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2015 | 0.84 |
Over the past year, the correlation between EUN2.DE and EUPE.DE has dropped to 0.62 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
EUN2.DE vs. EUPE.DE — Risk / Return Rank
EUN2.DE
EUPE.DE
EUN2.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUN2.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.
| EUN2.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.37 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 4.19 | -2.76 |
| Martin ratioReturn relative to average drawdown | 4.86 | 11.50 | -6.64 |
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
| EUN2.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 2.17 | -1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.65 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.60 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.46 | -0.30 |
Drawdowns
EUN2.DE vs. EUPE.DE - Drawdown Comparison
The maximum EUN2.DE drawdown since its inception was -65.11%, 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 EUN2.DE and EUPE.DE.
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Drawdown Indicators
| EUN2.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.11% | -32.64% | -32.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.98% | -5.82% | -5.16% |
Max Drawdown (3Y)Largest decline over 3 years | -16.46% | -15.63% | -0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | -15.63% | -7.67% |
Max Drawdown (10Y)Largest decline over 10 years | -38.35% | -32.64% | -5.71% |
Current DrawdownCurrent decline from peak | -0.57% | -3.04% | +2.47% |
Average DrawdownAverage peak-to-trough decline | -19.35% | -4.95% | -14.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 2.13% | +1.11% |
Volatility
EUN2.DE vs. EUPE.DE - Volatility Comparison
iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUN2.DE) has a higher volatility of 4.96% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that EUN2.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
| EUN2.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 3.64% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 8.56% | +4.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.93% | 11.27% | +4.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.46% | 13.17% | +4.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 14.99% | +3.24% |
EUN2.DE vs. EUPE.DE - Expense Ratio Comparison
EUN2.DE has a 0.10% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
EUN2.DE vs. EUPE.DE - Dividend Comparison
EUN2.DE's dividend yield for the trailing twelve months is around 2.55%, while EUPE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN2.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) | 2.55% | 2.51% | 3.02% | 3.02% | 2.92% | 2.05% | 2.15% | 3.02% | 3.70% | 2.85% | 3.38% | 2.93% |
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
EUN2.DE and EUPE.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUN2.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUN2.DE is cheaper with a 0.10% expense ratio, compared with 0.65% for EUPE.DE.
EUN2.DE tracks EURO STOXX® 50, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.10% for EUN2.DE and 0.65% for EUPE.DE.
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