EUPA.DE vs. MVEE.DE
EUPA.DE (Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)) and MVEE.DE (iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc)) are both Europe Equities funds - EUPA.DE tracks the Shiller Barclays CAPE® Global Sector while MVEE.DE tracks the MSCI Europe NR EUR. Both are passively managed. Over the past year, EUPA.DE returned 18.54% vs 11.72% for MVEE.DE. A 0.59 correlation means they provide meaningful diversification when combined. EUPA.DE charges 0.65%/yr vs 0.25%/yr for MVEE.DE.
Performance
EUPA.DE vs. MVEE.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EUPA.DE having a 8.38% return and MVEE.DE slightly lower at 8.14%.
EUPA.DE
- 1D
- 0.00%
- 1M
- -0.45%
- YTD
- 8.38%
- 6M
- 8.85%
- 1Y
- 18.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MVEE.DE
- 1D
- 0.92%
- 1M
- 1.27%
- YTD
- 8.14%
- 6M
- 8.67%
- 1Y
- 11.72%
- 3Y*
- 10.33%
- 5Y*
- 6.17%
- 10Y*
- —
EUPA.DE vs. MVEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EUPA.DE Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) | 8.38% | 18.38% | 14.55% |
MVEE.DE iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) | 8.14% | 8.71% | 9.71% |
Correlation
The correlation between EUPA.DE and MVEE.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Jan 24, 2024 | 0.59 |
The correlation between EUPA.DE and MVEE.DE shifts across timeframes, from 0.47 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EUPA.DE vs. MVEE.DE — Risk / Return Rank
EUPA.DE
MVEE.DE
EUPA.DE vs. MVEE.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 Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EUPA.DE | MVEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.22 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 1.58 | +0.63 |
| Martin ratioReturn relative to average drawdown | 7.89 | 5.45 | +2.44 |
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Drawdowns
EUPA.DE vs. MVEE.DE - Drawdown Comparison
The maximum EUPA.DE drawdown since its inception was -10.20%, smaller than the maximum MVEE.DE drawdown of -20.19%. Use the drawdown chart below to compare losses from any high point for EUPA.DE and MVEE.DE.
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Drawdown Indicators
| EUPA.DE | MVEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.20% | -20.19% | +9.99% |
Max Drawdown (1Y)Largest decline over 1 year | -8.44% | -7.40% | -1.04% |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.19% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.19% | — |
Current DrawdownCurrent decline from peak | -2.75% | 0.00% | -2.75% |
Average DrawdownAverage peak-to-trough decline | -1.58% | -4.50% | +2.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.15% | +0.21% |
Volatility
EUPA.DE vs. MVEE.DE - Volatility Comparison
Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) has a higher volatility of 3.55% compared to iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE) at 2.19%. This indicates that EUPA.DE's price experiences larger fluctuations and is considered to be riskier than MVEE.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 | MVEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.55% | 2.19% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 8.16% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 9.93% | +1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.78% | 12.08% | -0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.78% | 12.47% | -0.69% |
EUPA.DE vs. MVEE.DE - Expense Ratio Comparison
EUPA.DE has a 0.65% expense ratio, which is higher than MVEE.DE's 0.25% expense ratio.
Dividends
EUPA.DE vs. MVEE.DE - Dividend Comparison
Neither EUPA.DE nor MVEE.DE has paid dividends to shareholders.
Frequently Asked Questions
EUPA.DE and MVEE.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MVEE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MVEE.DE is cheaper with a 0.25% expense ratio, compared with 0.65% for EUPA.DE.
EUPA.DE tracks Shiller Barclays CAPE® Global Sector, while MVEE.DE tracks MSCI Europe NR EUR. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.65% for EUPA.DE and 0.25% for MVEE.DE.
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