EUPE.DE vs. OSX2.DE

Last updated Apr 15, 2026

EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) and OSX2.DE (Ossiam US Minimum Variance ESG UCITS ETF (EUR)) are both exchange-traded funds — EUPE.DE is a Europe Equities fund tracking the Shiller Barclays CAPE® Europe Sector Value, while OSX2.DE is a Large Cap Value Equities fund tracking the US ESG Minimum Variance. Both are passively managed. At 0.50, their price movements are largely independent. Both charge a 0.65% expense ratio.

Performance

EUPE.DE vs. OSX2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) and Ossiam US Minimum Variance ESG UCITS ETF (EUR) (OSX2.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

EUPE.DE

• 1D: 0.86%
• 1M: 4.35%
• YTD: 12.69%
• 6M: 18.47%
• 1Y: 30.21%
• 3Y*: 9.67%
• 5Y*: 9.04%
• 10Y*: 8.79%

OSX2.DE

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EUPE.DE vs. OSX2.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)	12.69%	12.45%	2.14%	12.84%	-6.14%	25.64%	2.80%	24.48%	-7.47%	5.56%
OSX2.DE Ossiam US Minimum Variance ESG UCITS ETF (EUR)	0.00%	-4.33%	21.73%	-1.44%	-1.03%	26.67%	-4.98%	27.33%	2.07%	-0.57%

Correlation

The correlation between EUPE.DE and OSX2.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015	0.50

Over the past year, the correlation between EUPE.DE and OSX2.DE has dropped to 0.25 — well below their long-term average of 0.50, suggesting their price drivers have been diverging.

Return for Risk

EUPE.DE vs. OSX2.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EUPE.DE

EUPE.DE Risk / Return Rank: 79
EUPE.DE Sharpe Ratio Rank: 82
EUPE.DE Sortino Ratio Rank: 83
EUPE.DE Omega Ratio Rank: 78
EUPE.DE Calmar Ratio Rank: 84
EUPE.DE Martin Ratio Rank: 65

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EUPE.DE vs. OSX2.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 Ossiam US Minimum Variance ESG UCITS ETF (EUR) (OSX2.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	OSX2.DE	Difference
Sharpe ratio Return per unit of total volatility	2.88	—	—
Sortino ratio Return per unit of downside risk	4.05	—	—
Omega ratio Gain probability vs. loss probability	1.51	—	—
Calmar ratio Return relative to maximum drawdown	5.25	—	—
Martin ratio Return relative to average drawdown	14.52	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	EUPE.DE	OSX2.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.88	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	—	—

Drawdowns

Drawdown Indicators

	EUPE.DE	OSX2.DE	Difference
Max Drawdown Largest peak-to-trough decline	-32.64%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-6.34%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-15.63%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-32.64%	—	—
Current Drawdown Current decline from peak	0.00%	—	—
Average Drawdown Average peak-to-trough decline	-5.00%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.29%	—	—

Volatility

Volatility by Period

	EUPE.DE	OSX2.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.04%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.95%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.78%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.13%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.99%	—	—

EUPE.DE vs. OSX2.DE - Expense Ratio Comparison

Both EUPE.DE and OSX2.DE have an expense ratio of 0.65%.

Dividends

EUPE.DE vs. OSX2.DE - Dividend Comparison

Neither EUPE.DE nor OSX2.DE has paid dividends to shareholders.

Tickers have no history of dividend payments