EUPA.DE vs. SXRY.DE
EUPA.DE (Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - EUPA.DE tracks the Shiller Barclays CAPE® Global Sector while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past year, EUPA.DE returned 18.54% vs 37.48% for SXRY.DE. A 0.57 correlation means they provide meaningful diversification when combined. EUPA.DE charges 0.65%/yr vs 0.33%/yr for SXRY.DE.
Performance
EUPA.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUPA.DE achieves a 8.38% return, which is significantly lower than SXRY.DE's 18.23% return.
EUPA.DE
- 1D
- 0.00%
- 1M
- -0.45%
- YTD
- 8.38%
- 6M
- 8.85%
- 1Y
- 18.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SXRY.DE
- 1D
- 0.23%
- 1M
- 4.00%
- YTD
- 18.23%
- 6M
- 19.05%
- 1Y
- 37.48%
- 3Y*
- 29.61%
- 5Y*
- 20.54%
- 10Y*
- 17.09%
EUPA.DE vs. SXRY.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% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 18.23% | 37.80% | 19.28% |
Correlation
The correlation between EUPA.DE and SXRY.DE is 0.56, 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 | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jan 24, 2024 | 0.57 |
The correlation between EUPA.DE and SXRY.DE has been stable across timeframes, ranging from 0.56 to 0.57 - a consistent structural relationship.
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Return for Risk
EUPA.DE vs. SXRY.DE — Risk / Return Rank
EUPA.DE
SXRY.DE
EUPA.DE vs. SXRY.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 FTSE MIB UCITS ETF (Acc) (SXRY.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 | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.41 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 3.85 | -1.65 |
| Martin ratioReturn relative to average drawdown | 7.89 | 14.30 | -6.41 |
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Drawdowns
EUPA.DE vs. SXRY.DE - Drawdown Comparison
The maximum EUPA.DE drawdown since its inception was -10.20%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for EUPA.DE and SXRY.DE.
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Drawdown Indicators
| EUPA.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.20% | -43.59% | +33.39% |
Max Drawdown (1Y)Largest decline over 1 year | -8.44% | -9.69% | +1.25% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.61% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.81% | — |
Current DrawdownCurrent decline from peak | -2.75% | -1.98% | -0.77% |
Average DrawdownAverage peak-to-trough decline | -1.58% | -11.61% | +10.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.61% | -0.25% |
Volatility
EUPA.DE vs. SXRY.DE - Volatility Comparison
The current volatility for Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) is 3.55%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 3.90%. This indicates that EUPA.DE experiences smaller price fluctuations and is considered to be less risky than SXRY.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 | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.55% | 3.90% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 12.78% | -3.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 15.89% | -4.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.78% | 18.29% | -6.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.78% | 19.65% | -7.87% |
EUPA.DE vs. SXRY.DE - Expense Ratio Comparison
EUPA.DE has a 0.65% expense ratio, which is higher than SXRY.DE's 0.33% expense ratio.
Dividends
EUPA.DE vs. SXRY.DE - Dividend Comparison
Neither EUPA.DE nor SXRY.DE has paid dividends to shareholders.
Frequently Asked Questions
EUPA.DE and SXRY.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRY.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRY.DE is cheaper with a 0.33% expense ratio, compared with 0.65% for EUPA.DE.
EUPA.DE tracks Shiller Barclays CAPE® Global Sector, while SXRY.DE tracks FTSE MIB. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.65% for EUPA.DE and 0.33% for SXRY.DE.
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