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EUPA.DE vs. DBXD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EUPA.DE vs. DBXD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) and Xtrackers DAX UCITS ETF 1C (DBXD.DE). The values are adjusted to include any dividend payments, if applicable.

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EUPA.DE vs. DBXD.DE - Yearly Performance Comparison


2026 (YTD)202520242023
EUPA.DE
Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)
6.41%18.38%13.54%11.13%
DBXD.DE
Xtrackers DAX UCITS ETF 1C
-4.98%22.65%18.18%7.75%

Returns By Period

In the year-to-date period, EUPA.DE achieves a 6.41% return, which is significantly higher than DBXD.DE's -4.98% return.


EUPA.DE

1D
2.09%
1M
-3.79%
YTD
6.41%
6M
10.20%
1Y
19.84%
3Y*
18.52%
5Y*
10Y*

DBXD.DE

1D
2.73%
1M
-5.25%
YTD
-4.98%
6M
-3.47%
1Y
3.07%
3Y*
13.66%
5Y*
8.53%
10Y*
8.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EUPA.DE vs. DBXD.DE - Expense Ratio Comparison

EUPA.DE has a 0.65% expense ratio, which is higher than DBXD.DE's 0.09% expense ratio.


Return for Risk

EUPA.DE vs. DBXD.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EUPA.DE
EUPA.DE Risk / Return Rank: 7474
Overall Rank
EUPA.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
EUPA.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
EUPA.DE Omega Ratio Rank: 7777
Omega Ratio Rank
EUPA.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
EUPA.DE Martin Ratio Rank: 7272
Martin Ratio Rank

DBXD.DE
DBXD.DE Risk / Return Rank: 1616
Overall Rank
DBXD.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
DBXD.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
DBXD.DE Omega Ratio Rank: 1515
Omega Ratio Rank
DBXD.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
DBXD.DE Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EUPA.DE vs. DBXD.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 Xtrackers DAX UCITS ETF 1C (DBXD.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.DEDBXD.DEDifference

Sharpe ratio

Return per unit of total volatility

1.50

0.17

+1.33

Sortino ratio

Return per unit of downside risk

2.10

0.36

+1.74

Omega ratio

Gain probability vs. loss probability

1.31

1.05

+0.26

Calmar ratio

Return relative to maximum drawdown

2.00

0.30

+1.70

Martin ratio

Return relative to average drawdown

8.44

1.01

+7.42

EUPA.DE vs. DBXD.DE - Sharpe Ratio Comparison

The current EUPA.DE Sharpe Ratio is 1.50, which is higher than the DBXD.DE Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of EUPA.DE and DBXD.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EUPA.DEDBXD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

0.17

+1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

1.33

0.30

+1.04

Correlation

The correlation between EUPA.DE and DBXD.DE is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EUPA.DE vs. DBXD.DE - Dividend Comparison

Neither EUPA.DE nor DBXD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EUPA.DE vs. DBXD.DE - Drawdown Comparison

The maximum EUPA.DE drawdown since its inception was -10.28%, smaller than the maximum DBXD.DE drawdown of -54.98%. Use the drawdown chart below to compare losses from any high point for EUPA.DE and DBXD.DE.


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Drawdown Indicators


EUPA.DEDBXD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-10.28%

-54.98%

+44.70%

Max Drawdown (1Y)

Largest decline over 1 year

-9.92%

-12.28%

+2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-26.70%

Max Drawdown (10Y)

Largest decline over 10 years

-38.83%

Current Drawdown

Current decline from peak

-4.52%

-8.34%

+3.82%

Average Drawdown

Average peak-to-trough decline

-1.86%

-11.40%

+9.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

3.64%

-1.29%

Volatility

EUPA.DE vs. DBXD.DE - Volatility Comparison

The current volatility for Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) is 4.85%, while Xtrackers DAX UCITS ETF 1C (DBXD.DE) has a volatility of 6.90%. This indicates that EUPA.DE experiences smaller price fluctuations and is considered to be less risky than DBXD.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.DEDBXD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

6.90%

-2.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.04%

11.40%

-3.36%

Volatility (1Y)

Calculated over the trailing 1-year period

13.26%

17.66%

-4.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.34%

16.93%

-4.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.34%

18.30%

-5.96%