EUPE.DE vs. FEUQ.DE
Compare and contrast key facts about Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) and Fidelity Europe Quality Income UCITS ETF (FEUQ.DE).
EUPE.DE and FEUQ.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUPE.DE is a passively managed fund by Natixis that tracks the performance of the Shiller Barclays CAPE® Europe Sector Value. It was launched on Dec 30, 2014. FEUQ.DE is a passively managed fund by Fidelity that tracks the performance of the Fidelity Europe Quality Income. It was launched on Oct 30, 2017. Both EUPE.DE and FEUQ.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EUPE.DE vs. FEUQ.DE - Performance Comparison
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EUPE.DE vs. FEUQ.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) | 9.30% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | -3.01% |
FEUQ.DE Fidelity Europe Quality Income UCITS ETF | 2.66% | 18.63% | 5.62% | 17.92% | -16.24% | 25.15% | -2.54% | 30.46% | -9.06% | -1.88% |
Returns By Period
In the year-to-date period, EUPE.DE achieves a 9.30% return, which is significantly higher than FEUQ.DE's 2.66% return.
EUPE.DE
- 1D
- -0.42%
- 1M
- -0.85%
- YTD
- 9.30%
- 6M
- 15.42%
- 1Y
- 17.62%
- 3Y*
- 9.44%
- 5Y*
- 8.67%
- 10Y*
- 8.83%
FEUQ.DE
- 1D
- 2.25%
- 1M
- -3.40%
- YTD
- 2.66%
- 6M
- 7.89%
- 1Y
- 14.16%
- 3Y*
- 12.28%
- 5Y*
- 8.11%
- 10Y*
- —
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EUPE.DE vs. FEUQ.DE - Expense Ratio Comparison
EUPE.DE has a 0.65% expense ratio, which is higher than FEUQ.DE's 0.30% expense ratio.
Return for Risk
EUPE.DE vs. FEUQ.DE — Risk / Return Rank
EUPE.DE
FEUQ.DE
EUPE.DE vs. FEUQ.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 Fidelity Europe Quality Income UCITS ETF (FEUQ.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 | FEUQ.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 0.93 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.69 | 1.28 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.19 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 1.44 | +0.23 |
Martin ratioReturn relative to average drawdown | 6.64 | 5.69 | +0.95 |
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 | FEUQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 0.93 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.55 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.46 | -0.03 |
Correlation
The correlation between EUPE.DE and FEUQ.DE is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EUPE.DE vs. FEUQ.DE - Dividend Comparison
Neither EUPE.DE nor FEUQ.DE has paid dividends to shareholders.
Drawdowns
EUPE.DE vs. FEUQ.DE - Drawdown Comparison
The maximum EUPE.DE drawdown since its inception was -32.64%, roughly equal to the maximum FEUQ.DE drawdown of -33.84%. Use the drawdown chart below to compare losses from any high point for EUPE.DE and FEUQ.DE.
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Drawdown Indicators
| EUPE.DE | FEUQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.64% | -33.84% | +1.20% |
Max Drawdown (1Y)Largest decline over 1 year | -11.21% | -12.63% | +1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -15.63% | -25.53% | +9.90% |
Max Drawdown (10Y)Largest decline over 10 years | -32.64% | — | — |
Current DrawdownCurrent decline from peak | -1.04% | -4.82% | +3.78% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -5.96% | +0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.53% | +0.20% |
Volatility
EUPE.DE vs. FEUQ.DE - Volatility Comparison
The current volatility for Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) is 3.88%, while Fidelity Europe Quality Income UCITS ETF (FEUQ.DE) has a volatility of 5.03%. This indicates that EUPE.DE experiences smaller price fluctuations and is considered to be less risky than FEUQ.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 | FEUQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 5.03% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 7.90% | 8.84% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.53% | 15.25% | -1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.11% | 14.58% | -1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.01% | 15.59% | -0.58% |