EUPA.DE vs. CEMT.DE
EUPA.DE (Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds - EUPA.DE tracks the Shiller Barclays CAPE® Global Sector while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 3 years, EUPA.DE returned 17.95%/yr vs 9.41%/yr for CEMT.DE. A 0.64 correlation means they provide meaningful diversification when combined. EUPA.DE charges 0.65%/yr vs 0.25%/yr for CEMT.DE.
Performance
EUPA.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
EUPA.DE
- 1D
- 0.63%
- 1M
- 0.54%
- YTD
- 8.36%
- 6M
- 9.94%
- 1Y
- 17.10%
- 3Y*
- 17.95%
- 5Y*
- —
- 10Y*
- —
CEMT.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 4.36%
- 3Y*
- 9.41%
- 5Y*
- 4.08%
- 10Y*
- 6.44%
EUPA.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EUPA.DE Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) | 8.36% | 18.38% | 13.54% | 11.13% |
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 17.53% | 5.08% | 4.28% |
Correlation
The correlation between EUPA.DE and CEMT.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
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 | 0.64 |
Over the past year, the correlation between EUPA.DE and CEMT.DE has dropped to 0.31 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
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Return for Risk
EUPA.DE vs. CEMT.DE — Risk / Return Rank
EUPA.DE
CEMT.DE
EUPA.DE vs. CEMT.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 iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.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.
| EUPA.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.80 | ||
| Sortino ratioReturn per unit of downside risk | +1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.21 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 1.10 | +0.92 |
| Martin ratioReturn relative to average drawdown | 7.49 | 4.03 | +3.46 |
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
| EUPA.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 0.77 | +0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.28 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.30 | 0.37 | +0.93 |
Drawdowns
EUPA.DE vs. CEMT.DE - Drawdown Comparison
The maximum EUPA.DE drawdown since its inception was -10.28%, smaller than the maximum CEMT.DE drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for EUPA.DE and CEMT.DE.
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Drawdown Indicators
| EUPA.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.28% | -37.66% | +27.38% |
Max Drawdown (1Y)Largest decline over 1 year | -8.44% | -4.26% | -4.18% |
Max Drawdown (3Y)Largest decline over 3 years | -10.28% | -14.36% | +4.08% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.23% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.66% | — |
Current DrawdownCurrent decline from peak | -2.77% | -0.39% | -2.38% |
Average DrawdownAverage peak-to-trough decline | -1.91% | -7.08% | +5.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 1.16% | +1.12% |
Volatility
EUPA.DE vs. CEMT.DE - Volatility Comparison
Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) has a higher volatility of 3.63% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that EUPA.DE's price experiences larger fluctuations and is considered to be riskier than CEMT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUPA.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 0.00% | +3.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 0.00% | +9.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.84% | 6.11% | +4.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.40% | 14.61% | -2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.40% | 16.11% | -3.71% |
EUPA.DE vs. CEMT.DE - Expense Ratio Comparison
EUPA.DE has a 0.65% expense ratio, which is higher than CEMT.DE's 0.25% expense ratio.
Dividends
EUPA.DE vs. CEMT.DE - Dividend Comparison
Neither EUPA.DE nor CEMT.DE has paid dividends to shareholders.
Frequently Asked Questions
EUPA.DE and CEMT.DE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CEMT.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CEMT.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 CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.65% for EUPA.DE and 0.25% for CEMT.DE.
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