EUPE.DE vs. EXXX.DE
EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) and EXXX.DE (iShares ATX UCITS ETF (DE)) are both Europe Equities funds - EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value while EXXX.DE tracks the ATX Index. Both are passively managed. Over the past 10 years, EUPE.DE returned 8.83%/yr vs 14.37%/yr for EXXX.DE. A 0.64 correlation means they provide meaningful diversification when combined. EUPE.DE charges 0.65%/yr vs 0.32%/yr for EXXX.DE.
Performance
EUPE.DE vs. EXXX.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 lower than EXXX.DE's 24.87% return. Over the past 10 years, EUPE.DE has underperformed EXXX.DE with an annualized return of 8.83%, while EXXX.DE has yielded a comparatively higher 14.37% annualized 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%
EXXX.DE
- 1D
- -0.33%
- 1M
- 1.29%
- 6M
- 22.20%
- YTD
- 24.87%
- 1Y
- 48.74%
- 3Y*
- 31.23%
- 5Y*
- 17.90%
- 10Y*
- 14.37%
EUPE.DE vs. EXXX.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) | 17.10% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
EXXX.DE iShares ATX UCITS ETF (DE) | 24.87% | 51.31% | 10.39% | 13.71% | -16.43% | 42.16% | -11.27% | 19.95% | -18.96% | 32.71% |
Correlation
The correlation between EUPE.DE and EXXX.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 2014 | 0.64 |
Over the past year, the correlation between EUPE.DE and EXXX.DE has dropped to 0.37 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
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Return for Risk
EUPE.DE vs. EXXX.DE — Risk / Return Rank
EUPE.DE
EXXX.DE
EUPE.DE vs. EXXX.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 ATX UCITS ETF (DE) (EXXX.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 | EXXX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.47 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 5.75 | 4.53 | +1.22 |
| Martin ratioReturn relative to average drawdown | 16.38 | 15.24 | +1.13 |
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Drawdowns
EUPE.DE vs. EXXX.DE - Drawdown Comparison
The maximum EUPE.DE drawdown since its inception was -32.64%, smaller than the maximum EXXX.DE drawdown of -71.43%. Use the drawdown chart below to compare losses from any high point for EUPE.DE and EXXX.DE.
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Drawdown Indicators
| EUPE.DE | EXXX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.64% | -71.43% | +38.79% |
Max Drawdown (1Y)Largest decline over 1 year | -5.08% | -10.71% | +5.63% |
Max Drawdown (3Y)Largest decline over 3 years | -15.63% | -16.11% | +0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -15.63% | -32.69% | +17.06% |
Max Drawdown (10Y)Largest decline over 10 years | -32.64% | -52.90% | +20.26% |
Current DrawdownCurrent decline from peak | -1.64% | -1.64% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.88% | -28.46% | +23.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 3.19% | -1.40% |
Volatility
EUPE.DE vs. EXXX.DE - Volatility Comparison
The current volatility for Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) is 3.63%, while iShares ATX UCITS ETF (DE) (EXXX.DE) has a volatility of 5.00%. This indicates that EUPE.DE experiences smaller price fluctuations and is considered to be less risky than EXXX.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 | EXXX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 5.00% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 8.82% | 14.65% | -5.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.42% | 17.46% | -6.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.19% | 19.14% | -5.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.57% | 19.93% | -5.36% |
EUPE.DE vs. EXXX.DE - Expense Ratio Comparison
EUPE.DE has a 0.65% expense ratio, which is higher than EXXX.DE's 0.32% expense ratio.
Dividends
EUPE.DE vs. EXXX.DE - Dividend Comparison
EUPE.DE has not paid dividends to shareholders, while EXXX.DE's dividend yield for the trailing twelve months is around 2.95%.
| 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% |
EXXX.DE iShares ATX UCITS ETF (DE) | 2.95% | 2.53% | 4.30% | 3.53% | 3.61% | 1.04% | 1.18% | 1.73% | 0.48% | 0.65% | 1.08% | 1.65% |
Frequently Asked Questions
EUPE.DE and EXXX.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXXX.DE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXXX.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 EXXX.DE tracks ATX Index. They also come from different issuers: Natixis and iShares. Their fees differ too: 0.65% for EUPE.DE and 0.32% for EXXX.DE.
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