EUPE.DE vs. AMED.DE
EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) and AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) are both Europe Equities funds - EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value while AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped. Both are passively managed. Over the past 10 years, EUPE.DE returned 8.97%/yr vs 9.75%/yr for AMED.DE. Their correlation of 0.86 suggests significant overlap in exposure. EUPE.DE charges 0.65%/yr vs 0.25%/yr for AMED.DE.
Performance
EUPE.DE vs. AMED.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUPE.DE achieves a 15.44% return, which is significantly lower than AMED.DE's 16.87% return. Over the past 10 years, EUPE.DE has underperformed AMED.DE with an annualized return of 8.97%, while AMED.DE has yielded a comparatively higher 9.75% annualized return.
EUPE.DE
- 1D
- 0.35%
- 1M
- 0.49%
- YTD
- 15.44%
- 6M
- 15.81%
- 1Y
- 24.47%
- 3Y*
- 11.71%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
AMED.DE
- 1D
- 0.51%
- 1M
- 5.71%
- YTD
- 16.87%
- 6M
- 18.51%
- 1Y
- 26.18%
- 3Y*
- 16.11%
- 5Y*
- 10.41%
- 10Y*
- 9.75%
EUPE.DE vs. AMED.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 15.44% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 16.87% | 20.15% | 5.95% | 16.68% | -10.71% | 20.90% | -1.35% | 27.22% | -12.98% | 11.86% |
Correlation
The correlation between EUPE.DE and AMED.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.86 |
Over the past year, the correlation between EUPE.DE and AMED.DE has dropped to 0.64 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.
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Return for Risk
EUPE.DE vs. AMED.DE — Risk / Return Rank
EUPE.DE
AMED.DE
EUPE.DE vs. AMED.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) and Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.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.
| EUPE.DE | AMED.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.33 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.19 | 2.49 | +1.70 |
| Martin ratioReturn relative to average drawdown | 11.50 | 9.40 | +2.09 |
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
| EUPE.DE | AMED.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 1.74 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.65 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.57 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.47 | 0.00 |
Drawdowns
EUPE.DE vs. AMED.DE - Drawdown Comparison
The maximum EUPE.DE drawdown since its inception was -32.64%, smaller than the maximum AMED.DE drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for EUPE.DE and AMED.DE.
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Drawdown Indicators
| EUPE.DE | AMED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.64% | -38.35% | +5.71% |
Max Drawdown (1Y)Largest decline over 1 year | -5.82% | -10.56% | +4.74% |
Max Drawdown (3Y)Largest decline over 3 years | -15.63% | -14.07% | -1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -15.63% | -24.06% | +8.43% |
Max Drawdown (10Y)Largest decline over 10 years | -32.64% | -38.35% | +5.71% |
Current DrawdownCurrent decline from peak | -3.04% | -0.17% | -2.87% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -6.69% | +1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.81% | -0.68% |
Volatility
EUPE.DE vs. AMED.DE - Volatility Comparison
The current volatility for Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) is 3.64%, while Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a volatility of 5.61%. This indicates that EUPE.DE experiences smaller price fluctuations and is considered to be less risky than AMED.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUPE.DE | AMED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 5.61% | -1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 12.64% | -4.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.27% | 15.19% | -3.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.17% | 15.87% | -2.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.99% | 17.00% | -2.01% |
EUPE.DE vs. AMED.DE - Expense Ratio Comparison
EUPE.DE has a 0.65% expense ratio, which is higher than AMED.DE's 0.25% expense ratio.
Dividends
EUPE.DE vs. AMED.DE - Dividend Comparison
Neither EUPE.DE nor AMED.DE has paid dividends to shareholders.
Frequently Asked Questions
EUPE.DE and AMED.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AMED.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AMED.DE is cheaper with a 0.25% expense ratio, compared with 0.65% for EUPE.DE.
EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value, while AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped. They also come from different issuers: Natixis and Amundi. Their fees differ too: 0.65% for EUPE.DE and 0.25% for AMED.DE.
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