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EUPE.DE vs. SELD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUPE.DE vs. SELD.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 Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE). The values are adjusted to include any dividend payments, if applicable.

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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 SELD.DE's 14.08% return. Over the past 10 years, EUPE.DE has underperformed SELD.DE with an annualized return of 8.97%, while SELD.DE has yielded a comparatively higher 9.59% annualized 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%

SELD.DE

1D
0.52%
1M
2.18%
YTD
14.08%
6M
19.21%
1Y
31.99%
3Y*
20.75%
5Y*
11.33%
10Y*
9.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUPE.DE vs. SELD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%-7.47%5.56%
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
14.08%44.46%5.76%3.90%-10.09%24.12%-9.44%27.63%-4.88%5.07%

Correlation

The correlation between EUPE.DE and SELD.DE is 0.58, 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

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (10Y)
Calculated over the trailing 10-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2015

0.81

Over the past year, the correlation between EUPE.DE and SELD.DE has dropped to 0.58 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

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Return for Risk

EUPE.DE vs. SELD.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: 6969
Overall Rank
EUPE.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
EUPE.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
EUPE.DE Omega Ratio Rank: 6363
Omega Ratio Rank
EUPE.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
EUPE.DE Martin Ratio Rank: 6464
Martin Ratio Rank

SELD.DE
SELD.DE Risk / Return Rank: 8484
Overall Rank
SELD.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SELD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
SELD.DE Omega Ratio Rank: 8282
Omega Ratio Rank
SELD.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
SELD.DE Martin Ratio Rank: 8282
Martin Ratio Rank
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. SELD.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 STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.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.DESELD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.37

1.49

-0.11

Calmar ratioReturn relative to maximum drawdown

4.19

4.79

-0.60

Martin ratioReturn relative to average drawdown

11.50

16.20

-4.71

EUPE.DE vs. SELD.DE - Sharpe Ratio Comparison

The current EUPE.DE Sharpe Ratio is 2.17, which is comparable to the SELD.DE Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of EUPE.DE and SELD.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EUPE.DESELD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

2.73

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.75

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.55

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.18

+0.29

Drawdowns

EUPE.DE vs. SELD.DE - Drawdown Comparison

The maximum EUPE.DE drawdown since its inception was -32.64%, smaller than the maximum SELD.DE drawdown of -70.30%. Use the drawdown chart below to compare losses from any high point for EUPE.DE and SELD.DE.


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Drawdown Indicators


EUPE.DESELD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.64%

-70.30%

+37.66%

Max Drawdown (1Y)

Largest decline over 1 year

-5.82%

-6.72%

+0.90%

Max Drawdown (3Y)

Largest decline over 3 years

-15.63%

-14.13%

-1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-15.63%

-23.02%

+7.39%

Max Drawdown (10Y)

Largest decline over 10 years

-32.64%

-40.65%

+8.01%

Current Drawdown

Current decline from peak

-3.04%

-1.80%

-1.24%

Average Drawdown

Average peak-to-trough decline

-4.95%

-25.32%

+20.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

1.99%

+0.14%

Volatility

EUPE.DE vs. SELD.DE - Volatility Comparison

Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) and Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) have volatilities of 3.64% and 3.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUPE.DESELD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

3.83%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

8.56%

9.59%

-1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

11.27%

11.81%

-0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.17%

14.87%

-1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.99%

17.42%

-2.43%

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

EUPE.DE has a 0.65% expense ratio, which is higher than SELD.DE's 0.30% expense ratio.


Dividends

EUPE.DE vs. SELD.DE - Dividend Comparison

EUPE.DE has not paid dividends to shareholders, while SELD.DE's dividend yield for the trailing twelve months is around 5.68%.


PositionTTM20252024202320222021202020192018201720162015
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%
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
5.68%6.48%6.46%0.00%7.70%4.52%5.09%5.34%5.60%4.75%5.20%5.48%

Frequently Asked Questions


EUPE.DE and SELD.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SELD.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SELD.DE is cheaper with a 0.30% expense ratio, compared with 0.65% for EUPE.DE.

EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value, while SELD.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: Natixis and Amundi. Their fees differ too: 0.65% for EUPE.DE and 0.30% for SELD.DE.

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