EUPA.DE vs. EDM4.DE
Compare and contrast key facts about Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) and iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc (EDM4.DE).
EUPA.DE and EDM4.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUPA.DE is a passively managed fund by Franklin Templeton that tracks the performance of the Shiller Barclays CAPE® Global Sector. It was launched on Dec 21, 2022. EDM4.DE is a passively managed fund by iShares that tracks the performance of the MSCI EMU ESG Enhanced Focus. It was launched on Apr 16, 2019. Both EUPA.DE and EDM4.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EUPA.DE vs. EDM4.DE - Performance Comparison
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EUPA.DE vs. EDM4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EUPA.DE Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) | 6.41% | 18.38% | 13.54% | 11.13% |
EDM4.DE iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc | -0.21% | 22.13% | 9.89% | 6.37% |
Returns By Period
In the year-to-date period, EUPA.DE achieves a 6.41% return, which is significantly higher than EDM4.DE's -0.21% return.
EUPA.DE
- 1D
- 2.09%
- 1M
- -3.79%
- YTD
- 6.41%
- 6M
- 10.20%
- 1Y
- 19.84%
- 3Y*
- 18.52%
- 5Y*
- —
- 10Y*
- —
EDM4.DE
- 1D
- 2.97%
- 1M
- -3.98%
- YTD
- -0.21%
- 6M
- 3.81%
- 1Y
- 13.12%
- 3Y*
- 12.54%
- 5Y*
- 9.17%
- 10Y*
- —
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EUPA.DE vs. EDM4.DE - Expense Ratio Comparison
EUPA.DE has a 0.65% expense ratio, which is higher than EDM4.DE's 0.12% expense ratio.
Return for Risk
EUPA.DE vs. EDM4.DE — Risk / Return Rank
EUPA.DE
EDM4.DE
EUPA.DE vs. EDM4.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 MSCI EMU ESG Enhanced UCITS ETF EUR Acc (EDM4.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 | EDM4.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 0.80 | +0.69 |
Sortino ratioReturn per unit of downside risk | 2.10 | 1.15 | +0.95 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.17 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 1.23 | +0.77 |
Martin ratioReturn relative to average drawdown | 8.44 | 4.43 | +4.01 |
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 | EDM4.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 0.80 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.33 | 0.51 | +0.82 |
Correlation
The correlation between EUPA.DE and EDM4.DE is 0.66, 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. EDM4.DE - Dividend Comparison
Neither EUPA.DE nor EDM4.DE has paid dividends to shareholders.
Drawdowns
EUPA.DE vs. EDM4.DE - Drawdown Comparison
The maximum EUPA.DE drawdown since its inception was -10.28%, smaller than the maximum EDM4.DE drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for EUPA.DE and EDM4.DE.
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Drawdown Indicators
| EUPA.DE | EDM4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.28% | -35.27% | +24.99% |
Max Drawdown (1Y)Largest decline over 1 year | -9.92% | -11.99% | +2.07% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.24% | — |
Current DrawdownCurrent decline from peak | -4.52% | -6.60% | +2.08% |
Average DrawdownAverage peak-to-trough decline | -1.86% | -5.72% | +3.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 2.99% | -0.64% |
Volatility
EUPA.DE vs. EDM4.DE - Volatility Comparison
The current volatility for Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) is 4.85%, while iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc (EDM4.DE) has a volatility of 6.69%. This indicates that EUPA.DE experiences smaller price fluctuations and is considered to be less risky than EDM4.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 | EDM4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.85% | 6.69% | -1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 8.04% | 10.44% | -2.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.26% | 16.28% | -3.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.34% | 16.08% | -3.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.34% | 18.02% | -5.68% |