EUPE.DE vs. EXS2.DE
EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) and EXS2.DE (iShares TecDAX UCITS ETF (DE)) are both Europe Equities funds - EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value while EXS2.DE tracks the TecDAX®. Both are passively managed. Over the past 10 years, EUPE.DE returned 8.97%/yr vs 9.01%/yr for EXS2.DE. A 0.67 correlation means they provide meaningful diversification when combined. EUPE.DE charges 0.65%/yr vs 0.51%/yr for EXS2.DE.
Performance
EUPE.DE vs. EXS2.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with EUPE.DE having a 15.44% return and EXS2.DE slightly higher at 15.70%. Both investments have delivered pretty close results over the past 10 years, with EUPE.DE having a 8.97% annualized return and EXS2.DE not far ahead at 9.01%.
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%
EXS2.DE
- 1D
- 0.52%
- 1M
- 10.24%
- YTD
- 15.70%
- 6M
- 16.12%
- 1Y
- 5.55%
- 3Y*
- 8.54%
- 5Y*
- 3.72%
- 10Y*
- 9.01%
EUPE.DE vs. EXS2.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% |
EXS2.DE iShares TecDAX UCITS ETF (DE) | 15.70% | 5.33% | 1.63% | 13.54% | -26.00% | 21.07% | 6.12% | 22.25% | -3.77% | 39.90% |
Correlation
The correlation between EUPE.DE and EXS2.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.67 |
Over the past year, the correlation between EUPE.DE and EXS2.DE has dropped to 0.41 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.
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Return for Risk
EUPE.DE vs. EXS2.DE — Risk / Return Rank
EUPE.DE
EXS2.DE
EUPE.DE vs. EXS2.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 iShares TecDAX UCITS ETF (DE) (EXS2.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 | EXS2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.81 | ||
| Sortino ratioReturn per unit of downside risk | +2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.07 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 4.19 | 0.40 | +3.79 |
| Martin ratioReturn relative to average drawdown | 11.50 | 0.80 | +10.70 |
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 | EXS2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 0.36 | +1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.20 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.46 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.14 | +0.33 |
Drawdowns
EUPE.DE vs. EXS2.DE - Drawdown Comparison
The maximum EUPE.DE drawdown since its inception was -32.64%, smaller than the maximum EXS2.DE drawdown of -84.49%. Use the drawdown chart below to compare losses from any high point for EUPE.DE and EXS2.DE.
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Drawdown Indicators
| EUPE.DE | EXS2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.64% | -84.49% | +51.85% |
Max Drawdown (1Y)Largest decline over 1 year | -5.82% | -16.12% | +10.30% |
Max Drawdown (3Y)Largest decline over 3 years | -15.63% | -17.93% | +2.30% |
Max Drawdown (5Y)Largest decline over 5 years | -15.63% | -34.97% | +19.34% |
Max Drawdown (10Y)Largest decline over 10 years | -32.64% | -34.97% | +2.33% |
Current DrawdownCurrent decline from peak | -3.04% | -0.81% | -2.23% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -39.46% | +34.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 8.07% | -5.94% |
Volatility
EUPE.DE vs. EXS2.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 iShares TecDAX UCITS ETF (DE) (EXS2.DE) has a volatility of 5.29%. This indicates that EUPE.DE experiences smaller price fluctuations and is considered to be less risky than EXS2.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 | EXS2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 5.29% | -1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 14.25% | -5.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.27% | 17.83% | -6.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.17% | 18.80% | -5.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.99% | 19.47% | -4.48% |
EUPE.DE vs. EXS2.DE - Expense Ratio Comparison
EUPE.DE has a 0.65% expense ratio, which is higher than EXS2.DE's 0.51% expense ratio.
Dividends
EUPE.DE vs. EXS2.DE - Dividend Comparison
Neither EUPE.DE nor EXS2.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EXS2.DE iShares TecDAX UCITS ETF (DE) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.15% | 0.25% | 0.36% |
Frequently Asked Questions
EUPE.DE and EXS2.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXS2.DE is cheaper at 0.51% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXS2.DE is cheaper with a 0.51% expense ratio, compared with 0.65% for EUPE.DE.
EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value, while EXS2.DE tracks TecDAX®. They also come from different issuers: Natixis and iShares. Their fees differ too: 0.65% for EUPE.DE and 0.51% for EXS2.DE.
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