EUPA.DE vs. AMES.DE
EUPA.DE (Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)) and AMES.DE (Amundi ETF MSCI Spain UCITS ETF EUR) are both Europe Equities funds - EUPA.DE tracks the Shiller Barclays CAPE® Global Sector while AMES.DE tracks the MSCI Spain. Both are passively managed. Over the past year, EUPA.DE returned 18.54% vs 46.37% for AMES.DE. A 0.55 correlation means they provide meaningful diversification when combined. EUPA.DE charges 0.65%/yr vs 0.25%/yr for AMES.DE.
Performance
EUPA.DE vs. AMES.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EUPA.DE achieves a 8.38% return, which is significantly lower than AMES.DE's 14.53% return.
EUPA.DE
- 1D
- 0.00%
- 1M
- -0.45%
- YTD
- 8.38%
- 6M
- 8.85%
- 1Y
- 18.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AMES.DE
- 1D
- 0.72%
- 1M
- 7.06%
- YTD
- 14.53%
- 6M
- 15.44%
- 1Y
- 46.37%
- 3Y*
- 32.90%
- 5Y*
- 20.69%
- 10Y*
- 13.44%
EUPA.DE vs. AMES.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EUPA.DE Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) | 8.38% | 18.38% | 14.55% |
AMES.DE Amundi ETF MSCI Spain UCITS ETF EUR | 14.53% | 55.41% | 21.98% |
Correlation
The correlation between EUPA.DE and AMES.DE is 0.55, 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 | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jan 24, 2024 | 0.55 |
The correlation between EUPA.DE and AMES.DE has been stable across timeframes, ranging from 0.55 to 0.55 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EUPA.DE vs. AMES.DE — Risk / Return Rank
EUPA.DE
AMES.DE
EUPA.DE vs. AMES.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) and Amundi ETF MSCI Spain UCITS ETF EUR (AMES.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.
| EUPA.DE | AMES.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.50 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 4.64 | -2.43 |
| Martin ratioReturn relative to average drawdown | 7.89 | 16.40 | -8.51 |
Loading charts...
Drawdowns
EUPA.DE vs. AMES.DE - Drawdown Comparison
The maximum EUPA.DE drawdown since its inception was -10.20%, smaller than the maximum AMES.DE drawdown of -40.98%. Use the drawdown chart below to compare losses from any high point for EUPA.DE and AMES.DE.
Loading charts...
Drawdown Indicators
| EUPA.DE | AMES.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.20% | -40.98% | +30.78% |
Max Drawdown (1Y)Largest decline over 1 year | -8.44% | -9.95% | +1.51% |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.58% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.77% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.98% | — |
Current DrawdownCurrent decline from peak | -2.75% | -0.10% | -2.65% |
Average DrawdownAverage peak-to-trough decline | -1.58% | -10.09% | +8.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.82% | -0.46% |
Volatility
EUPA.DE vs. AMES.DE - Volatility Comparison
The current volatility for Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) is 3.55%, while Amundi ETF MSCI Spain UCITS ETF EUR (AMES.DE) has a volatility of 4.04%. This indicates that EUPA.DE experiences smaller price fluctuations and is considered to be less risky than AMES.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EUPA.DE | AMES.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.55% | 4.04% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 13.99% | -4.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 16.47% | -5.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.78% | 16.97% | -5.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.78% | 18.42% | -6.64% |
EUPA.DE vs. AMES.DE - Expense Ratio Comparison
EUPA.DE has a 0.65% expense ratio, which is higher than AMES.DE's 0.25% expense ratio.
Dividends
EUPA.DE vs. AMES.DE - Dividend Comparison
Neither EUPA.DE nor AMES.DE has paid dividends to shareholders.
Frequently Asked Questions
EUPA.DE and AMES.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AMES.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AMES.DE is cheaper with a 0.25% expense ratio, compared with 0.65% for EUPA.DE.
EUPA.DE tracks Shiller Barclays CAPE® Global Sector, while AMES.DE tracks MSCI Spain. They also come from different issuers: Franklin Templeton and Amundi. Their fees differ too: 0.65% for EUPA.DE and 0.25% for AMES.DE.
Find the right allocation for EUPA.DE and AMES.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer