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

Performance

EUPA.DE vs. FLXI.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 Franklin FTSE India UCITS ETF (FLXI.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUPA.DE achieves a 8.36% return, which is significantly higher than FLXI.DE's -9.32% return.


EUPA.DE

1D
0.63%
1M
0.54%
YTD
8.36%
6M
9.94%
1Y
17.10%
3Y*
17.95%
5Y*
10Y*

FLXI.DE

1D
1.07%
1M
-1.61%
YTD
-9.32%
6M
-9.89%
1Y
-11.64%
3Y*
3.83%
5Y*
5.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
EUPA.DE
Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)
8.36%18.38%13.54%11.13%
FLXI.DE
Franklin FTSE India UCITS ETF
-9.32%-8.72%16.97%23.43%

Correlation

The correlation between EUPA.DE and FLXI.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2023

0.19

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Return for Risk

EUPA.DE vs. FLXI.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: 4545
Overall Rank
EUPA.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
EUPA.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
EUPA.DE Omega Ratio Rank: 4545
Omega Ratio Rank
EUPA.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
EUPA.DE Martin Ratio Rank: 4646
Martin Ratio Rank

FLXI.DE
FLXI.DE Risk / Return Rank: 33
Overall Rank
FLXI.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FLXI.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
FLXI.DE Omega Ratio Rank: 33
Omega Ratio Rank
FLXI.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
FLXI.DE Martin Ratio Rank: 22
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. FLXI.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 FTSE India UCITS ETF (FLXI.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.DEFLXI.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.36

Sortino ratioReturn per unit of downside risk

+3.35

Omega ratioGain probability vs. loss probability

1.28

0.88

+0.40

Calmar ratioReturn relative to maximum drawdown

2.02

-0.66

+2.68

Martin ratioReturn relative to average drawdown

7.49

-1.44

+8.93

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

The current EUPA.DE Sharpe Ratio is 1.57, which is higher than the FLXI.DE Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of EUPA.DE and FLXI.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EUPA.DEFLXI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

-0.79

+2.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

0.33

+0.98

Drawdowns

EUPA.DE vs. FLXI.DE - Drawdown Comparison

The maximum EUPA.DE drawdown since its inception was -10.28%, smaller than the maximum FLXI.DE drawdown of -40.58%. Use the drawdown chart below to compare losses from any high point for EUPA.DE and FLXI.DE.


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Drawdown Indicators


EUPA.DEFLXI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-10.28%

-40.58%

+30.30%

Max Drawdown (1Y)

Largest decline over 1 year

-8.44%

-17.48%

+9.04%

Max Drawdown (3Y)

Largest decline over 3 years

-10.28%

-24.76%

+14.48%

Max Drawdown (5Y)

Largest decline over 5 years

-24.76%

Current Drawdown

Current decline from peak

-2.77%

-21.26%

+18.49%

Average Drawdown

Average peak-to-trough decline

-1.91%

-7.78%

+5.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

8.08%

-5.80%

Volatility

EUPA.DE vs. FLXI.DE - Volatility Comparison

The current volatility for Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) is 3.63%, while Franklin FTSE India UCITS ETF (FLXI.DE) has a volatility of 5.52%. This indicates that EUPA.DE experiences smaller price fluctuations and is considered to be less risky than FLXI.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.DEFLXI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

5.52%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

12.18%

-3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

10.84%

14.69%

-3.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.40%

15.77%

-3.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.40%

19.96%

-7.56%

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

EUPA.DE has a 0.65% expense ratio, which is higher than FLXI.DE's 0.19% expense ratio.


Dividends

EUPA.DE vs. FLXI.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


EUPA.DE and FLXI.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLXI.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLXI.DE is cheaper with a 0.19% expense ratio, compared with 0.65% for EUPA.DE.

EUPA.DE is categorized as Europe Equities, while FLXI.DE is Asia Pacific Equities. EUPA.DE tracks Shiller Barclays CAPE® Global Sector, while FLXI.DE tracks FTSE India 30/18 Capped. Their fees differ too: 0.65% for EUPA.DE and 0.19% for FLXI.DE.

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