EUPE.DE vs. EXSH.DE
EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) and EXSH.DE (iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)) are both Europe Equities funds - EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value while EXSH.DE tracks the STOXX® Europe Select Dividend 30. Both are passively managed. Over the past 10 years, EUPE.DE returned 8.97%/yr vs 10.31%/yr for EXSH.DE. Their correlation of 0.82 suggests significant overlap in exposure. EUPE.DE charges 0.65%/yr vs 0.32%/yr for EXSH.DE.
Performance
EUPE.DE vs. EXSH.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 EXSH.DE's 13.96% return. Over the past 10 years, EUPE.DE has underperformed EXSH.DE with an annualized return of 8.97%, while EXSH.DE has yielded a comparatively higher 10.31% 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%
EXSH.DE
- 1D
- 0.47%
- 1M
- 2.07%
- YTD
- 13.96%
- 6M
- 19.08%
- 1Y
- 32.09%
- 3Y*
- 23.40%
- 5Y*
- 12.78%
- 10Y*
- 10.31%
EUPE.DE vs. EXSH.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% |
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 13.96% | 44.94% | 5.72% | 10.87% | -9.92% | 23.55% | -9.64% | 27.73% | -4.87% | 5.22% |
Correlation
The correlation between EUPE.DE and EXSH.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
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 | 0.82 |
Over the past year, the correlation between EUPE.DE and EXSH.DE has dropped to 0.59 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
EUPE.DE vs. EXSH.DE — Risk / Return Rank
EUPE.DE
EXSH.DE
EUPE.DE vs. EXSH.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 STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.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 | EXSH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.48 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.19 | 4.85 | -0.66 |
| Martin ratioReturn relative to average drawdown | 11.50 | 16.10 | -4.60 |
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 | EXSH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 2.69 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.86 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.60 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.32 | +0.14 |
Drawdowns
EUPE.DE vs. EXSH.DE - Drawdown Comparison
The maximum EUPE.DE drawdown since its inception was -32.64%, smaller than the maximum EXSH.DE drawdown of -70.20%. Use the drawdown chart below to compare losses from any high point for EUPE.DE and EXSH.DE.
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Drawdown Indicators
| EUPE.DE | EXSH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.64% | -70.20% | +37.56% |
Max Drawdown (1Y)Largest decline over 1 year | -5.82% | -6.65% | +0.83% |
Max Drawdown (3Y)Largest decline over 3 years | -15.63% | -14.43% | -1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -15.63% | -22.98% | +7.35% |
Max Drawdown (10Y)Largest decline over 10 years | -32.64% | -40.34% | +7.70% |
Current DrawdownCurrent decline from peak | -3.04% | -1.87% | -1.17% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -22.15% | +17.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.01% | +0.12% |
Volatility
EUPE.DE vs. EXSH.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 STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) has a volatility of 3.90%. This indicates that EUPE.DE experiences smaller price fluctuations and is considered to be less risky than EXSH.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 | EXSH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 3.90% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 9.77% | -1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.27% | 11.99% | -0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.17% | 14.61% | -1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.99% | 17.15% | -2.16% |
EUPE.DE vs. EXSH.DE - Expense Ratio Comparison
EUPE.DE has a 0.65% expense ratio, which is higher than EXSH.DE's 0.32% expense ratio.
Dividends
EUPE.DE vs. EXSH.DE - Dividend Comparison
EUPE.DE has not paid dividends to shareholders, while EXSH.DE's dividend yield for the trailing twelve months is around 4.47%.
| 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% |
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 4.47% | 5.15% | 5.86% | 6.39% | 6.06% | 3.77% | 3.58% | 4.50% | 4.42% | 5.03% | 4.99% | 3.96% |
Frequently Asked Questions
EUPE.DE and EXSH.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSH.DE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSH.DE is cheaper with a 0.32% expense ratio, compared with 0.65% for EUPE.DE.
EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value, while EXSH.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: Natixis and iShares. Their fees differ too: 0.65% for EUPE.DE and 0.32% for EXSH.DE.
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