EUPA.DE vs. EUPE.DE
EUPA.DE (Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - EUPA.DE tracks the Shiller Barclays CAPE® Global Sector while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 3 years, EUPA.DE returned 17.95%/yr vs 11.71%/yr for EUPE.DE. A 0.67 correlation means they provide meaningful diversification when combined. Both charge a 0.65% expense ratio.
Performance
EUPA.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUPA.DE achieves a 8.36% return, which is significantly lower than EUPE.DE's 15.44% return.
EUPA.DE
- 1D
- 0.63%
- 1M
- 0.54%
- YTD
- 8.36%
- 6M
- 9.94%
- 1Y
- 17.10%
- 3Y*
- 17.95%
- 5Y*
- —
- 10Y*
- —
EUPE.DE
- 1D
- 0.35%
- 1M
- 2.78%
- YTD
- 15.44%
- 6M
- 15.60%
- 1Y
- 24.52%
- 3Y*
- 11.71%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
EUPA.DE vs. EUPE.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% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 15.44% | 12.45% | 2.14% | 5.81% |
Correlation
The correlation between EUPA.DE and EUPE.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2023 | 0.67 |
The correlation between EUPA.DE and EUPE.DE has been stable across timeframes, ranging from 0.66 to 0.68 - a consistent structural relationship.
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Return for Risk
EUPA.DE vs. EUPE.DE — Risk / Return Rank
EUPA.DE
EUPE.DE
EUPA.DE vs. EUPE.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 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.
| EUPA.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.37 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 4.19 | -2.17 |
| Martin ratioReturn relative to average drawdown | 7.49 | 11.50 | -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 | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 2.17 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.65 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.30 | 0.46 | +0.84 |
Drawdowns
EUPA.DE vs. EUPE.DE - Drawdown Comparison
The maximum EUPA.DE drawdown since its inception was -10.28%, smaller than the maximum EUPE.DE drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for EUPA.DE and EUPE.DE.
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Drawdown Indicators
| EUPA.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.28% | -32.64% | +22.36% |
Max Drawdown (1Y)Largest decline over 1 year | -8.44% | -5.82% | -2.62% |
Max Drawdown (3Y)Largest decline over 3 years | -10.28% | -15.63% | +5.35% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.63% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.64% | — |
Current DrawdownCurrent decline from peak | -2.77% | -3.04% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -1.91% | -4.95% | +3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 2.13% | +0.15% |
Volatility
EUPA.DE vs. EUPE.DE - Volatility Comparison
Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) and Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) have volatilities of 3.63% and 3.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUPA.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 3.64% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 8.56% | +0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.84% | 11.27% | -0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.40% | 13.17% | -0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.40% | 14.99% | -2.59% |
EUPA.DE vs. EUPE.DE - Expense Ratio Comparison
Both EUPA.DE and EUPE.DE have an expense ratio of 0.65%.
Dividends
EUPA.DE vs. EUPE.DE - Dividend Comparison
Neither EUPA.DE nor EUPE.DE has paid dividends to shareholders.
Frequently Asked Questions
EUPA.DE and EUPE.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.65% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
EUPA.DE and EUPE.DE have the same expense ratio: 0.65% per year.
EUPA.DE tracks Shiller Barclays CAPE® Global Sector, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: Franklin Templeton and Natixis.
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