EUPE.DE vs. MVEE.DE
EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) and MVEE.DE (iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc)) are both Europe Equities funds - EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value while MVEE.DE tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 5 years, EUPE.DE returned 8.25%/yr vs 6.17%/yr for MVEE.DE. Their correlation of 0.83 suggests significant overlap in exposure. EUPE.DE charges 0.65%/yr vs 0.25%/yr for MVEE.DE.
Performance
EUPE.DE vs. MVEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUPE.DE achieves a 15.42% return, which is significantly higher than MVEE.DE's 8.14% return.
EUPE.DE
- 1D
- 0.57%
- 1M
- -1.83%
- YTD
- 15.42%
- 6M
- 16.47%
- 1Y
- 29.76%
- 3Y*
- 12.06%
- 5Y*
- 8.25%
- 10Y*
- 9.82%
MVEE.DE
- 1D
- 0.92%
- 1M
- 1.27%
- YTD
- 8.14%
- 6M
- 8.67%
- 1Y
- 11.72%
- 3Y*
- 10.33%
- 5Y*
- 6.17%
- 10Y*
- —
EUPE.DE vs. MVEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 15.42% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 28.71% |
MVEE.DE iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) | 8.14% | 8.71% | 8.75% | 12.46% | -15.04% | 23.79% | 13.95% |
Correlation
The correlation between EUPE.DE and MVEE.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2020 | 0.83 |
Over the past year, the correlation between EUPE.DE and MVEE.DE has dropped to 0.54 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
EUPE.DE vs. MVEE.DE — Risk / Return Rank
EUPE.DE
MVEE.DE
EUPE.DE vs. MVEE.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 Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.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 | MVEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.44 | ||
| Sortino ratioReturn per unit of downside risk | +1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.22 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 5.83 | 1.58 | +4.25 |
| Martin ratioReturn relative to average drawdown | 17.04 | 5.45 | +11.59 |
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Drawdowns
EUPE.DE vs. MVEE.DE - Drawdown Comparison
The maximum EUPE.DE drawdown since its inception was -32.64%, which is greater than MVEE.DE's maximum drawdown of -20.19%. Use the drawdown chart below to compare losses from any high point for EUPE.DE and MVEE.DE.
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Drawdown Indicators
| EUPE.DE | MVEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.64% | -20.19% | -12.45% |
Max Drawdown (1Y)Largest decline over 1 year | -5.08% | -7.40% | +2.32% |
Max Drawdown (3Y)Largest decline over 3 years | -15.63% | -12.19% | -3.44% |
Max Drawdown (5Y)Largest decline over 5 years | -15.63% | -20.19% | +4.56% |
Max Drawdown (10Y)Largest decline over 10 years | -32.64% | — | — |
Current DrawdownCurrent decline from peak | -3.06% | 0.00% | -3.06% |
Average DrawdownAverage peak-to-trough decline | -4.89% | -4.50% | -0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 2.15% | -0.41% |
Volatility
EUPE.DE vs. MVEE.DE - Volatility Comparison
Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) has a higher volatility of 3.02% compared to iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE) at 2.19%. This indicates that EUPE.DE's price experiences larger fluctuations and is considered to be riskier than MVEE.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 | MVEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.02% | 2.19% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 8.77% | 8.16% | +0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.38% | 9.93% | +1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.18% | 12.08% | +1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.69% | 12.47% | +2.22% |
EUPE.DE vs. MVEE.DE - Expense Ratio Comparison
EUPE.DE has a 0.65% expense ratio, which is higher than MVEE.DE's 0.25% expense ratio.
Dividends
EUPE.DE vs. MVEE.DE - Dividend Comparison
Neither EUPE.DE nor MVEE.DE has paid dividends to shareholders.
Frequently Asked Questions
EUPE.DE and MVEE.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MVEE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MVEE.DE is cheaper with a 0.25% expense ratio, compared with 0.65% for EUPE.DE.
EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value, while MVEE.DE tracks MSCI Europe NR EUR. They also come from different issuers: Natixis and iShares. Their fees differ too: 0.65% for EUPE.DE and 0.25% for MVEE.DE.
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