EUPE.DE vs. ECDC.DE
EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) and ECDC.DE (Expat Croatia Crobex UCITS ETF) are both Europe Equities funds - EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value while ECDC.DE tracks the CROBEX Index. Both are passively managed. Over the past 5 years, EUPE.DE returned 9.14%/yr vs 12.51%/yr for ECDC.DE. At a 0.15 correlation, their price movements are largely independent. EUPE.DE charges 0.65%/yr vs 1.38%/yr for ECDC.DE.
Performance
EUPE.DE vs. ECDC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUPE.DE achieves a 17.10% return, which is significantly higher than ECDC.DE's 13.63% return.
EUPE.DE
- 1D
- 0.14%
- 1M
- 1.49%
- 6M
- 14.09%
- YTD
- 17.10%
- 1Y
- 29.36%
- 3Y*
- 11.72%
- 5Y*
- 9.14%
- 10Y*
- 8.83%
ECDC.DE
- 1D
- 0.30%
- 1M
- 1.71%
- 6M
- 12.74%
- YTD
- 13.63%
- 1Y
- 18.24%
- 3Y*
- 22.10%
- 5Y*
- 12.51%
- 10Y*
- —
EUPE.DE vs. ECDC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 17.10% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -5.59% |
ECDC.DE Expat Croatia Crobex UCITS ETF | 13.63% | 19.63% | 25.09% | 27.42% | -21.40% | 16.97% | -22.59% | 10.86% | -9.33% |
Correlation
The correlation between EUPE.DE and ECDC.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2018 | 0.15 |
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Return for Risk
EUPE.DE vs. ECDC.DE — Risk / Return Rank
EUPE.DE
ECDC.DE
EUPE.DE vs. ECDC.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 Expat Croatia Crobex UCITS ETF (ECDC.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.
| EUPE.DE | ECDC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.31 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 5.75 | 2.42 | +3.34 |
| Martin ratioReturn relative to average drawdown | 16.38 | 7.76 | +8.62 |
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Drawdowns
EUPE.DE vs. ECDC.DE - Drawdown Comparison
The maximum EUPE.DE drawdown since its inception was -32.64%, smaller than the maximum ECDC.DE drawdown of -35.49%. Use the drawdown chart below to compare losses from any high point for EUPE.DE and ECDC.DE.
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Drawdown Indicators
| EUPE.DE | ECDC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.64% | -35.49% | +2.85% |
Max Drawdown (1Y)Largest decline over 1 year | -5.08% | -7.52% | +2.44% |
Max Drawdown (3Y)Largest decline over 3 years | -15.63% | -11.02% | -4.61% |
Max Drawdown (5Y)Largest decline over 5 years | -15.63% | -28.39% | +12.76% |
Max Drawdown (10Y)Largest decline over 10 years | -32.64% | — | — |
Current DrawdownCurrent decline from peak | -1.64% | 0.00% | -1.64% |
Average DrawdownAverage peak-to-trough decline | -4.88% | -13.89% | +9.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 2.35% | -0.56% |
Volatility
EUPE.DE vs. ECDC.DE - Volatility Comparison
Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) has a higher volatility of 3.63% compared to Expat Croatia Crobex UCITS ETF (ECDC.DE) at 2.36%. This indicates that EUPE.DE's price experiences larger fluctuations and is considered to be riskier than ECDC.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 | ECDC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 2.36% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 8.82% | 11.03% | -2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.42% | 13.18% | -1.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.19% | 12.69% | +0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.57% | 13.56% | +1.01% |
EUPE.DE vs. ECDC.DE - Expense Ratio Comparison
EUPE.DE has a 0.65% expense ratio, which is lower than ECDC.DE's 1.38% expense ratio.
Dividends
EUPE.DE vs. ECDC.DE - Dividend Comparison
Neither EUPE.DE nor ECDC.DE has paid dividends to shareholders.
Frequently Asked Questions
EUPE.DE and ECDC.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUPE.DE is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUPE.DE is cheaper with a 0.65% expense ratio, compared with 1.38% for ECDC.DE.
EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value, while ECDC.DE tracks CROBEX Index. They also come from different issuers: Natixis and Expat. Their fees differ too: 0.65% for EUPE.DE and 1.38% for ECDC.DE.
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