EUPE.DE vs. AW1T.DE
EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) and AW1T.DE (UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) Acc) are both Europe Equities funds - EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value while AW1T.DE tracks the MSCI EMU Value. Both are passively managed. Over the past 3 years, EUPE.DE returned 11.71%/yr vs 20.19%/yr for AW1T.DE. A 0.74 correlation means they provide meaningful diversification when combined. EUPE.DE charges 0.65%/yr vs 0.25%/yr for AW1T.DE.
Performance
EUPE.DE vs. AW1T.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 higher than AW1T.DE's 7.24% 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%
AW1T.DE
- 1D
- 0.20%
- 1M
- 0.50%
- YTD
- 7.24%
- 6M
- 10.78%
- 1Y
- 21.10%
- 3Y*
- 20.19%
- 5Y*
- —
- 10Y*
- —
EUPE.DE vs. AW1T.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 15.44% | 12.45% | 2.14% | 12.84% | -4.54% |
AW1T.DE UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) Acc | 7.24% | 37.16% | 9.32% | 18.73% | 7.29% |
Correlation
The correlation between EUPE.DE and AW1T.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Aug 23, 2022 | 0.74 |
The correlation between EUPE.DE and AW1T.DE shifts across timeframes, from 0.58 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EUPE.DE vs. AW1T.DE — Risk / Return Rank
EUPE.DE
AW1T.DE
EUPE.DE vs. AW1T.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 UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) Acc (AW1T.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 | AW1T.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.30 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.19 | 2.42 | +1.77 |
| Martin ratioReturn relative to average drawdown | 11.50 | 8.19 | +3.31 |
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 | AW1T.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 1.65 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 1.50 | -1.04 |
Drawdowns
EUPE.DE vs. AW1T.DE - Drawdown Comparison
The maximum EUPE.DE drawdown since its inception was -32.64%, which is greater than AW1T.DE's maximum drawdown of -14.81%. Use the drawdown chart below to compare losses from any high point for EUPE.DE and AW1T.DE.
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Drawdown Indicators
| EUPE.DE | AW1T.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.64% | -14.81% | -17.83% |
Max Drawdown (1Y)Largest decline over 1 year | -5.82% | -8.88% | +3.06% |
Max Drawdown (3Y)Largest decline over 3 years | -15.63% | -14.81% | -0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -15.63% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.64% | — | — |
Current DrawdownCurrent decline from peak | -3.04% | -1.45% | -1.59% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -2.14% | -2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.63% | -0.50% |
Volatility
EUPE.DE vs. AW1T.DE - Volatility Comparison
Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) has a higher volatility of 3.64% compared to UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) Acc (AW1T.DE) at 3.45%. This indicates that EUPE.DE's price experiences larger fluctuations and is considered to be riskier than AW1T.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 | AW1T.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 3.45% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 10.46% | -1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.27% | 13.06% | -1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.17% | 13.79% | -0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.99% | 13.79% | +1.20% |
EUPE.DE vs. AW1T.DE - Expense Ratio Comparison
EUPE.DE has a 0.65% expense ratio, which is higher than AW1T.DE's 0.25% expense ratio.
Dividends
EUPE.DE vs. AW1T.DE - Dividend Comparison
Neither EUPE.DE nor AW1T.DE has paid dividends to shareholders.
Frequently Asked Questions
EUPE.DE and AW1T.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AW1T.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AW1T.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 AW1T.DE tracks MSCI EMU Value. They also come from different issuers: Natixis and UBS. Their fees differ too: 0.65% for EUPE.DE and 0.25% for AW1T.DE.
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