EUPE.DE vs. DBXI.DE
EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) and DBXI.DE (Xtrackers FTSE MIB UCITS ETF) are both Europe Equities funds - EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value while DBXI.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, EUPE.DE returned 8.97%/yr vs 14.91%/yr for DBXI.DE. A 0.72 correlation means they provide meaningful diversification when combined. EUPE.DE charges 0.65%/yr vs 0.30%/yr for DBXI.DE.
Performance
EUPE.DE vs. DBXI.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 DBXI.DE's 14.49% return. Over the past 10 years, EUPE.DE has underperformed DBXI.DE with an annualized return of 8.97%, while DBXI.DE has yielded a comparatively higher 14.91% 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%
DBXI.DE
- 1D
- 0.21%
- 1M
- 2.55%
- YTD
- 14.49%
- 6M
- 18.42%
- 1Y
- 29.63%
- 3Y*
- 28.95%
- 5Y*
- 19.73%
- 10Y*
- 14.91%
EUPE.DE vs. DBXI.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% |
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 14.49% | 37.50% | 18.27% | 33.40% | -9.08% | 26.51% | -4.28% | 33.02% | -14.48% | 16.46% |
Correlation
The correlation between EUPE.DE and DBXI.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.72 |
Over the past year, the correlation between EUPE.DE and DBXI.DE has dropped to 0.49 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.
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Return for Risk
EUPE.DE vs. DBXI.DE — Risk / Return Rank
EUPE.DE
DBXI.DE
EUPE.DE vs. DBXI.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 Xtrackers FTSE MIB UCITS ETF (DBXI.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 | DBXI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.34 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.19 | 3.17 | +1.02 |
| Martin ratioReturn relative to average drawdown | 11.50 | 11.42 | +0.08 |
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 | DBXI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 1.94 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 1.09 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.75 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.19 | +0.27 |
Drawdowns
EUPE.DE vs. DBXI.DE - Drawdown Comparison
The maximum EUPE.DE drawdown since its inception was -32.64%, smaller than the maximum DBXI.DE drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for EUPE.DE and DBXI.DE.
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Drawdown Indicators
| EUPE.DE | DBXI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.64% | -69.49% | +36.85% |
Max Drawdown (1Y)Largest decline over 1 year | -5.82% | -9.62% | +3.80% |
Max Drawdown (3Y)Largest decline over 3 years | -15.63% | -17.56% | +1.93% |
Max Drawdown (5Y)Largest decline over 5 years | -15.63% | -25.10% | +9.47% |
Max Drawdown (10Y)Largest decline over 10 years | -32.64% | -40.46% | +7.82% |
Current DrawdownCurrent decline from peak | -3.04% | -0.77% | -2.27% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -29.56% | +24.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.67% | -0.54% |
Volatility
EUPE.DE vs. DBXI.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 Xtrackers FTSE MIB UCITS ETF (DBXI.DE) has a volatility of 4.63%. This indicates that EUPE.DE experiences smaller price fluctuations and is considered to be less risky than DBXI.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 | DBXI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 4.63% | -0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 12.34% | -3.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.27% | 15.69% | -4.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.17% | 18.31% | -5.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.99% | 20.37% | -5.38% |
EUPE.DE vs. DBXI.DE - Expense Ratio Comparison
EUPE.DE has a 0.65% expense ratio, which is higher than DBXI.DE's 0.30% expense ratio.
Dividends
EUPE.DE vs. DBXI.DE - Dividend Comparison
EUPE.DE has not paid dividends to shareholders, while DBXI.DE's dividend yield for the trailing twelve months is around 3.63%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 3.63% | 3.93% | 4.53% | 3.78% | 7.45% | 0.94% | 4.23% | 3.33% | 2.66% | 1.94% | 2.51% | 0.15% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EUPE.DE and DBXI.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DBXI.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DBXI.DE is cheaper with a 0.30% expense ratio, compared with 0.65% for EUPE.DE.
EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value, while DBXI.DE tracks FTSE MIB. They also come from different issuers: Natixis and Xtrackers. Their fees differ too: 0.65% for EUPE.DE and 0.30% for DBXI.DE.
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