EUPE.DE vs. USCP.DE
EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) and USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) are both exchange-traded funds - EUPE.DE is a Europe Equities fund tracking the Shiller Barclays CAPE® Europe Sector Value, while USCP.DE is a Large Cap Blend Equities fund tracking the Shiller Barclays CAPE® US Sector Value. Both are passively managed. Over the past 10 years, EUPE.DE returned 8.97%/yr vs 13.23%/yr for USCP.DE. A 0.65 correlation means they provide meaningful diversification when combined. Both charge a 0.65% expense ratio.
Performance
EUPE.DE vs. USCP.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 USCP.DE's 1.13% return. Over the past 10 years, EUPE.DE has underperformed USCP.DE with an annualized return of 8.97%, while USCP.DE has yielded a comparatively higher 13.23% 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%
USCP.DE
- 1D
- 1.28%
- 1M
- -0.01%
- YTD
- 1.13%
- 6M
- 1.02%
- 1Y
- 5.41%
- 3Y*
- 9.33%
- 5Y*
- 9.75%
- 10Y*
- 13.23%
EUPE.DE vs. USCP.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% |
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | 1.13% | -3.26% | 22.70% | 25.56% | -10.80% | 38.73% | 7.54% | 33.98% | 0.41% | 5.39% |
Correlation
The correlation between EUPE.DE and USCP.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 2015 | 0.65 |
The correlation between EUPE.DE and USCP.DE shifts across timeframes, from 0.51 (3 years) to 0.65 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EUPE.DE vs. USCP.DE — Risk / Return Rank
EUPE.DE
USCP.DE
EUPE.DE vs. USCP.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 Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.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 | USCP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.66 | ||
| Sortino ratioReturn per unit of downside risk | +2.34 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.09 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 4.19 | 0.72 | +3.47 |
| Martin ratioReturn relative to average drawdown | 11.50 | 2.18 | +9.32 |
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 | USCP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 0.51 | +1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.67 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.82 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.74 | -0.28 |
Drawdowns
EUPE.DE vs. USCP.DE - Drawdown Comparison
The maximum EUPE.DE drawdown since its inception was -32.64%, smaller than the maximum USCP.DE drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for EUPE.DE and USCP.DE.
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Drawdown Indicators
| EUPE.DE | USCP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.64% | -34.80% | +2.16% |
Max Drawdown (1Y)Largest decline over 1 year | -5.82% | -7.04% | +1.22% |
Max Drawdown (3Y)Largest decline over 3 years | -15.63% | -19.22% | +3.59% |
Max Drawdown (5Y)Largest decline over 5 years | -15.63% | -19.22% | +3.59% |
Max Drawdown (10Y)Largest decline over 10 years | -32.64% | -34.80% | +2.16% |
Current DrawdownCurrent decline from peak | -3.04% | -7.42% | +4.38% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -4.90% | -0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.34% | -0.21% |
Volatility
EUPE.DE vs. USCP.DE - Volatility Comparison
Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) has a higher volatility of 3.64% compared to Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) at 3.16%. This indicates that EUPE.DE's price experiences larger fluctuations and is considered to be riskier than USCP.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 | USCP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 3.16% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 7.23% | +1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.27% | 10.00% | +1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.17% | 14.46% | -1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.99% | 16.11% | -1.12% |
EUPE.DE vs. USCP.DE - Expense Ratio Comparison
Both EUPE.DE and USCP.DE have an expense ratio of 0.65%.
Dividends
EUPE.DE vs. USCP.DE - Dividend Comparison
Neither EUPE.DE nor USCP.DE has paid dividends to shareholders.
Frequently Asked Questions
EUPE.DE and USCP.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.65% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
EUPE.DE and USCP.DE have the same expense ratio: 0.65% per year.
EUPE.DE is categorized as Europe Equities, while USCP.DE is Large Cap Blend Equities. EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value, while USCP.DE tracks Shiller Barclays CAPE® US Sector Value.
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