EUPE.DE vs. LCUK.DE
EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) and LCUK.DE (Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist) are both Europe Equities funds - EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value while LCUK.DE tracks the FTSE AllSh TR GBP. Both are passively managed. Over the past 5 years, EUPE.DE returned 8.60%/yr vs 10.57%/yr for LCUK.DE. Their correlation of 0.81 suggests significant overlap in exposure. EUPE.DE charges 0.65%/yr vs 0.04%/yr for LCUK.DE.
Performance
EUPE.DE vs. LCUK.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 LCUK.DE's 6.49% 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%
LCUK.DE
- 1D
- 0.13%
- 1M
- -0.44%
- YTD
- 6.49%
- 6M
- 9.65%
- 1Y
- 16.97%
- 3Y*
- 14.46%
- 5Y*
- 10.57%
- 10Y*
- —
EUPE.DE vs. LCUK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -2.22% |
LCUK.DE Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist | 6.49% | 19.79% | 13.71% | 9.61% | -4.22% | 25.64% | -15.89% | 26.84% | -5.66% |
Correlation
The correlation between EUPE.DE and LCUK.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 | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2018 | 0.81 |
The correlation between EUPE.DE and LCUK.DE shifts across timeframes, from 0.63 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EUPE.DE vs. LCUK.DE — Risk / Return Rank
EUPE.DE
LCUK.DE
EUPE.DE vs. LCUK.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 Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.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 | LCUK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.26 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.19 | 2.04 | +2.16 |
| Martin ratioReturn relative to average drawdown | 11.50 | 7.27 | +4.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EUPE.DE | LCUK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 1.39 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.74 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.48 | -0.02 |
Drawdowns
EUPE.DE vs. LCUK.DE - Drawdown Comparison
The maximum EUPE.DE drawdown since its inception was -32.64%, smaller than the maximum LCUK.DE drawdown of -41.10%. Use the drawdown chart below to compare losses from any high point for EUPE.DE and LCUK.DE.
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Drawdown Indicators
| EUPE.DE | LCUK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.64% | -41.10% | +8.46% |
Max Drawdown (1Y)Largest decline over 1 year | -5.82% | -8.31% | +2.49% |
Max Drawdown (3Y)Largest decline over 3 years | -15.63% | -16.69% | +1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -15.63% | -16.69% | +1.06% |
Max Drawdown (10Y)Largest decline over 10 years | -32.64% | — | — |
Current DrawdownCurrent decline from peak | -3.04% | -2.84% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -5.66% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.33% | -0.20% |
Volatility
EUPE.DE vs. LCUK.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 Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.DE) has a volatility of 4.62%. This indicates that EUPE.DE experiences smaller price fluctuations and is considered to be less risky than LCUK.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 | LCUK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 4.62% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 10.28% | -1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.27% | 12.17% | -0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.17% | 14.12% | -0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.99% | 17.10% | -2.11% |
EUPE.DE vs. LCUK.DE - Expense Ratio Comparison
EUPE.DE has a 0.65% expense ratio, which is higher than LCUK.DE's 0.04% expense ratio.
Dividends
EUPE.DE vs. LCUK.DE - Dividend Comparison
EUPE.DE has not paid dividends to shareholders, while LCUK.DE's dividend yield for the trailing twelve months is around 2.84%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
LCUK.DE Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist | 2.84% | 3.03% | 3.73% | 3.09% | 4.08% | 3.76% | 2.95% | 3.36% |
Frequently Asked Questions
EUPE.DE and LCUK.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, LCUK.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LCUK.DE is cheaper with a 0.04% expense ratio, compared with 0.65% for EUPE.DE.
EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value, while LCUK.DE tracks FTSE AllSh TR GBP. They also come from different issuers: Natixis and Amundi. Their fees differ too: 0.65% for EUPE.DE and 0.04% for LCUK.DE.
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