EUPE.DE vs. SXRY.DE
EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, EUPE.DE returned 8.97%/yr vs 15.00%/yr for SXRY.DE. A 0.75 correlation means they provide meaningful diversification when combined. EUPE.DE charges 0.65%/yr vs 0.33%/yr for SXRY.DE.
Performance
EUPE.DE vs. SXRY.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 SXRY.DE's 14.40% return. Over the past 10 years, EUPE.DE has underperformed SXRY.DE with an annualized return of 8.97%, while SXRY.DE has yielded a comparatively higher 15.00% 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%
SXRY.DE
- 1D
- 0.28%
- 1M
- 2.66%
- YTD
- 14.40%
- 6M
- 18.51%
- 1Y
- 29.82%
- 3Y*
- 28.94%
- 5Y*
- 19.74%
- 10Y*
- 15.00%
EUPE.DE vs. SXRY.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) | 15.44% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 14.40% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 33.22% | -14.32% | 16.72% |
Correlation
The correlation between EUPE.DE and SXRY.DE is 0.50, 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 | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.75 |
Over the past year, the correlation between EUPE.DE and SXRY.DE has dropped to 0.50 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
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Return for Risk
EUPE.DE vs. SXRY.DE — Risk / Return Rank
EUPE.DE
SXRY.DE
EUPE.DE vs. SXRY.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 FTSE MIB UCITS ETF (Acc) (SXRY.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 | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.33 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.19 | 3.16 | +1.03 |
| Martin ratioReturn relative to average drawdown | 11.50 | 11.35 | +0.14 |
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 | SXRY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 1.92 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 1.07 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.74 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.38 | +0.08 |
Drawdowns
EUPE.DE vs. SXRY.DE - Drawdown Comparison
The maximum EUPE.DE drawdown since its inception was -32.64%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for EUPE.DE and SXRY.DE.
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Drawdown Indicators
| EUPE.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.64% | -43.59% | +10.95% |
Max Drawdown (1Y)Largest decline over 1 year | -5.82% | -9.69% | +3.87% |
Max Drawdown (3Y)Largest decline over 3 years | -15.63% | -17.61% | +1.98% |
Max Drawdown (5Y)Largest decline over 5 years | -15.63% | -25.00% | +9.37% |
Max Drawdown (10Y)Largest decline over 10 years | -32.64% | -40.81% | +8.17% |
Current DrawdownCurrent decline from peak | -3.04% | -0.76% | -2.28% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -11.63% | +6.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.70% | -0.57% |
Volatility
EUPE.DE vs. SXRY.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 iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 4.82%. This indicates that EUPE.DE experiences smaller price fluctuations and is considered to be less risky than SXRY.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 | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 4.82% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 12.56% | -4.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.27% | 15.91% | -4.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.17% | 18.28% | -5.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.99% | 20.18% | -5.19% |
EUPE.DE vs. SXRY.DE - Expense Ratio Comparison
EUPE.DE has a 0.65% expense ratio, which is higher than SXRY.DE's 0.33% expense ratio.
Dividends
EUPE.DE vs. SXRY.DE - Dividend Comparison
Neither EUPE.DE nor SXRY.DE has paid dividends to shareholders.
Frequently Asked Questions
EUPE.DE and SXRY.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRY.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRY.DE is cheaper with a 0.33% expense ratio, compared with 0.65% for EUPE.DE.
EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value, while SXRY.DE tracks FTSE MIB. They also come from different issuers: Natixis and iShares. Their fees differ too: 0.65% for EUPE.DE and 0.33% for SXRY.DE.
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