EUPE.DE vs. SLQX.DE
EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) and SLQX.DE (Expat Slovenia SBI TOP UCITS ETF) are both Europe Equities funds - EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value while SLQX.DE tracks the SBI TOP Index. Both are passively managed. Over the past 5 years, EUPE.DE returned 9.14%/yr vs 23.30%/yr for SLQX.DE. At a 0.08 correlation, their price movements are largely independent. EUPE.DE charges 0.65%/yr vs 1.38%/yr for SLQX.DE.
Performance
EUPE.DE vs. SLQX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUPE.DE achieves a 17.10% return, which is significantly lower than SLQX.DE's 26.18% return.
EUPE.DE
- 1D
- 0.14%
- 1M
- 1.49%
- 6M
- 14.09%
- YTD
- 17.10%
- 1Y
- 29.36%
- 3Y*
- 11.72%
- 5Y*
- 9.14%
- 10Y*
- 8.83%
SLQX.DE
- 1D
- 0.18%
- 1M
- 4.95%
- 6M
- 15.59%
- YTD
- 26.18%
- 1Y
- 29.14%
- 3Y*
- 36.50%
- 5Y*
- 23.30%
- 10Y*
- —
EUPE.DE vs. SLQX.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) | 17.10% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -5.59% |
SLQX.DE Expat Slovenia SBI TOP UCITS ETF | 26.18% | 46.37% | 33.58% | 16.52% | -10.85% | 43.83% | -3.91% | 11.50% | -17.12% |
Correlation
The correlation between EUPE.DE and SLQX.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2018 | 0.08 |
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Return for Risk
EUPE.DE vs. SLQX.DE — Risk / Return Rank
EUPE.DE
SLQX.DE
EUPE.DE vs. SLQX.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 Expat Slovenia SBI TOP UCITS ETF (SLQX.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 | SLQX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.21 | ||
| Sortino ratioReturn per unit of downside risk | +1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.29 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 5.75 | 2.31 | +3.44 |
| Martin ratioReturn relative to average drawdown | 16.38 | 5.57 | +10.81 |
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Drawdowns
EUPE.DE vs. SLQX.DE - Drawdown Comparison
The maximum EUPE.DE drawdown since its inception was -32.64%, roughly equal to the maximum SLQX.DE drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for EUPE.DE and SLQX.DE.
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Drawdown Indicators
| EUPE.DE | SLQX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.64% | -34.33% | +1.69% |
Max Drawdown (1Y)Largest decline over 1 year | -5.08% | -12.32% | +7.24% |
Max Drawdown (3Y)Largest decline over 3 years | -15.63% | -12.39% | -3.24% |
Max Drawdown (5Y)Largest decline over 5 years | -15.63% | -24.09% | +8.46% |
Max Drawdown (10Y)Largest decline over 10 years | -32.64% | — | — |
Current DrawdownCurrent decline from peak | -1.64% | 0.00% | -1.64% |
Average DrawdownAverage peak-to-trough decline | -4.88% | -8.99% | +4.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 5.13% | -3.34% |
Volatility
EUPE.DE vs. SLQX.DE - Volatility Comparison
Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) has a higher volatility of 3.63% compared to Expat Slovenia SBI TOP UCITS ETF (SLQX.DE) at 3.38%. This indicates that EUPE.DE's price experiences larger fluctuations and is considered to be riskier than SLQX.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 | SLQX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 3.38% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 8.82% | 16.14% | -7.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.42% | 21.11% | -9.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.19% | 18.41% | -5.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.57% | 17.91% | -3.34% |
EUPE.DE vs. SLQX.DE - Expense Ratio Comparison
EUPE.DE has a 0.65% expense ratio, which is lower than SLQX.DE's 1.38% expense ratio.
Dividends
EUPE.DE vs. SLQX.DE - Dividend Comparison
Neither EUPE.DE nor SLQX.DE has paid dividends to shareholders.
Frequently Asked Questions
EUPE.DE and SLQX.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUPE.DE is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUPE.DE is cheaper with a 0.65% expense ratio, compared with 1.38% for SLQX.DE.
EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value, while SLQX.DE tracks SBI TOP Index. They also come from different issuers: Natixis and Expat. Their fees differ too: 0.65% for EUPE.DE and 1.38% for SLQX.DE.
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