EUPA.DE vs. FLXE.DE
EUPA.DE (Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)) and FLXE.DE (Franklin Emerging Markets UCITS ETF) are both exchange-traded funds - EUPA.DE is a Europe Equities fund tracking the Shiller Barclays CAPE® Global Sector, while FLXE.DE is a Emerging Markets Equities fund tracking the MSCI EM NR USD. Both are passively managed. Over the past 3 years, EUPA.DE returned 17.95%/yr vs 15.92%/yr for FLXE.DE. At a 0.46 correlation, their price movements are largely independent. EUPA.DE charges 0.65%/yr vs 0.45%/yr for FLXE.DE.
Performance
EUPA.DE vs. FLXE.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 FLXE.DE's 16.10% return.
EUPA.DE
- 1D
- 0.63%
- 1M
- 0.54%
- YTD
- 8.36%
- 6M
- 9.94%
- 1Y
- 17.10%
- 3Y*
- 17.95%
- 5Y*
- —
- 10Y*
- —
FLXE.DE
- 1D
- -0.62%
- 1M
- 1.42%
- YTD
- 16.10%
- 6M
- 17.14%
- 1Y
- 30.17%
- 3Y*
- 15.92%
- 5Y*
- 7.69%
- 10Y*
- —
EUPA.DE vs. FLXE.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% |
FLXE.DE Franklin Emerging Markets UCITS ETF | 16.10% | 13.48% | 13.20% | 5.46% |
Correlation
The correlation between EUPA.DE and FLXE.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2023 | 0.46 |
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Return for Risk
EUPA.DE vs. FLXE.DE — Risk / Return Rank
EUPA.DE
FLXE.DE
EUPA.DE vs. FLXE.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 Franklin Emerging Markets UCITS ETF (FLXE.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 | FLXE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.42 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 3.58 | -1.56 |
| Martin ratioReturn relative to average drawdown | 7.49 | 12.18 | -4.69 |
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 | FLXE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 2.30 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.30 | 0.36 | +0.94 |
Drawdowns
EUPA.DE vs. FLXE.DE - Drawdown Comparison
The maximum EUPA.DE drawdown since its inception was -10.28%, smaller than the maximum FLXE.DE drawdown of -32.87%. Use the drawdown chart below to compare losses from any high point for EUPA.DE and FLXE.DE.
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Drawdown Indicators
| EUPA.DE | FLXE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.28% | -32.87% | +22.59% |
Max Drawdown (1Y)Largest decline over 1 year | -8.44% | -8.39% | -0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -10.28% | -14.16% | +3.88% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.56% | — |
Current DrawdownCurrent decline from peak | -2.77% | -1.81% | -0.96% |
Average DrawdownAverage peak-to-trough decline | -1.91% | -7.16% | +5.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 2.47% | -0.19% |
Volatility
EUPA.DE vs. FLXE.DE - Volatility Comparison
The current volatility for Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) is 3.63%, while Franklin Emerging Markets UCITS ETF (FLXE.DE) has a volatility of 5.11%. This indicates that EUPA.DE experiences smaller price fluctuations and is considered to be less risky than FLXE.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 | FLXE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 5.11% | -1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 10.96% | -1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.84% | 13.04% | -2.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.40% | 13.69% | -1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.40% | 16.06% | -3.66% |
EUPA.DE vs. FLXE.DE - Expense Ratio Comparison
EUPA.DE has a 0.65% expense ratio, which is higher than FLXE.DE's 0.45% expense ratio.
Dividends
EUPA.DE vs. FLXE.DE - Dividend Comparison
Neither EUPA.DE nor FLXE.DE has paid dividends to shareholders.
Frequently Asked Questions
EUPA.DE and FLXE.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FLXE.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FLXE.DE is cheaper with a 0.45% expense ratio, compared with 0.65% for EUPA.DE.
EUPA.DE is categorized as Europe Equities, while FLXE.DE is Emerging Markets Equities. EUPA.DE tracks Shiller Barclays CAPE® Global Sector, while FLXE.DE tracks MSCI EM NR USD. Their fees differ too: 0.65% for EUPA.DE and 0.45% for FLXE.DE.
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