EUPE.DE vs. EXSB.DE
EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) and EXSB.DE (iShares DivDAX UCITS ETF (DE)) are both Europe Equities funds - EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value while EXSB.DE tracks the DivDAX®. Both are passively managed. Over the past 10 years, EUPE.DE returned 8.97%/yr vs 7.59%/yr for EXSB.DE. A 0.80 correlation means they provide meaningful diversification when combined. EUPE.DE charges 0.65%/yr vs 0.31%/yr for EXSB.DE.
Performance
EUPE.DE vs. EXSB.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EUPE.DE achieves a 15.44% return, which is significantly higher than EXSB.DE's 1.54% return. Over the past 10 years, EUPE.DE has outperformed EXSB.DE with an annualized return of 8.97%, while EXSB.DE has yielded a comparatively lower 7.59% 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%
EXSB.DE
- 1D
- -0.71%
- 1M
- -2.74%
- YTD
- 1.54%
- 6M
- 3.10%
- 1Y
- 8.17%
- 3Y*
- 9.41%
- 5Y*
- 5.53%
- 10Y*
- 7.59%
EUPE.DE vs. EXSB.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% |
EXSB.DE iShares DivDAX UCITS ETF (DE) | 1.54% | 21.72% | 4.26% | 17.02% | -11.05% | 13.58% | 2.20% | 23.19% | -16.62% | 13.85% |
Correlation
The correlation between EUPE.DE and EXSB.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.80 |
The correlation between EUPE.DE and EXSB.DE shifts across timeframes, from 0.63 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EUPE.DE vs. EXSB.DE — Risk / Return Rank
EUPE.DE
EXSB.DE
EUPE.DE vs. EXSB.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 DivDAX UCITS ETF (DE) (EXSB.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 | EXSB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.62 | ||
| Sortino ratioReturn per unit of downside risk | +2.23 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.11 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 4.19 | 0.82 | +3.37 |
| Martin ratioReturn relative to average drawdown | 11.50 | 2.26 | +9.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EUPE.DE | EXSB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 0.55 | +1.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.32 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.40 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.34 | +0.12 |
Drawdowns
EUPE.DE vs. EXSB.DE - Drawdown Comparison
The maximum EUPE.DE drawdown since its inception was -32.64%, smaller than the maximum EXSB.DE drawdown of -60.17%. Use the drawdown chart below to compare losses from any high point for EUPE.DE and EXSB.DE.
Loading charts...
Drawdown Indicators
| EUPE.DE | EXSB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.64% | -60.17% | +27.53% |
Max Drawdown (1Y)Largest decline over 1 year | -5.82% | -9.88% | +4.06% |
Max Drawdown (3Y)Largest decline over 3 years | -15.63% | -15.89% | +0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -15.63% | -25.49% | +9.86% |
Max Drawdown (10Y)Largest decline over 10 years | -32.64% | -41.68% | +9.04% |
Current DrawdownCurrent decline from peak | -3.04% | -5.13% | +2.09% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -12.25% | +7.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 3.58% | -1.45% |
Volatility
EUPE.DE vs. EXSB.DE - Volatility Comparison
Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) and iShares DivDAX UCITS ETF (DE) (EXSB.DE) have volatilities of 3.64% and 3.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EUPE.DE | EXSB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 3.57% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 11.51% | -2.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.27% | 14.64% | -3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.17% | 16.99% | -3.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.99% | 18.65% | -3.66% |
EUPE.DE vs. EXSB.DE - Expense Ratio Comparison
EUPE.DE has a 0.65% expense ratio, which is higher than EXSB.DE's 0.31% expense ratio.
Dividends
EUPE.DE vs. EXSB.DE - Dividend Comparison
EUPE.DE has not paid dividends to shareholders, while EXSB.DE's dividend yield for the trailing twelve months is around 3.06%.
| 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% |
EXSB.DE iShares DivDAX UCITS ETF (DE) | 3.06% | 3.11% | 3.50% | 4.55% | 3.19% | 2.17% | 2.19% | 2.36% | 2.77% | 1.65% | 2.53% | 3.23% |
Frequently Asked Questions
EUPE.DE and EXSB.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSB.DE is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSB.DE is cheaper with a 0.31% expense ratio, compared with 0.65% for EUPE.DE.
EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value, while EXSB.DE tracks DivDAX®. They also come from different issuers: Natixis and iShares. Their fees differ too: 0.65% for EUPE.DE and 0.31% for EXSB.DE.
Find the right allocation for EUPE.DE and EXSB.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer