EUPE.DE vs. XESP.DE
EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) and XESP.DE (Xtrackers Spanish Equity UCITS ETF) are both Europe Equities funds - EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value while XESP.DE tracks the Solactive Spain 40. Both are passively managed. Over the past 5 years, EUPE.DE returned 8.60%/yr vs 18.91%/yr for XESP.DE. A 0.72 correlation means they provide meaningful diversification when combined. EUPE.DE charges 0.65%/yr vs 0.30%/yr for XESP.DE.
Performance
EUPE.DE vs. XESP.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 XESP.DE's 7.33% 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%
XESP.DE
- 1D
- 0.58%
- 1M
- 1.35%
- YTD
- 7.33%
- 6M
- 11.94%
- 1Y
- 34.69%
- 3Y*
- 29.44%
- 5Y*
- 18.91%
- 10Y*
- —
EUPE.DE vs. XESP.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% | 1.19% |
XESP.DE Xtrackers Spanish Equity UCITS ETF | 7.33% | 58.64% | 14.65% | 26.79% | -1.62% | 10.88% | -10.20% | 15.86% | -12.41% | -1.69% |
Correlation
The correlation between EUPE.DE and XESP.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2017 | 0.72 |
Over the past year, the correlation between EUPE.DE and XESP.DE has dropped to 0.46 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.
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Return for Risk
EUPE.DE vs. XESP.DE — Risk / Return Rank
EUPE.DE
XESP.DE
EUPE.DE vs. XESP.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 Xtrackers Spanish Equity UCITS ETF (XESP.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 | XESP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.38 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.19 | 3.51 | +0.68 |
| Martin ratioReturn relative to average drawdown | 11.50 | 12.31 | -0.81 |
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 | XESP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 2.12 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 1.12 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.55 | -0.09 |
Drawdowns
EUPE.DE vs. XESP.DE - Drawdown Comparison
The maximum EUPE.DE drawdown since its inception was -32.64%, smaller than the maximum XESP.DE drawdown of -39.02%. Use the drawdown chart below to compare losses from any high point for EUPE.DE and XESP.DE.
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Drawdown Indicators
| EUPE.DE | XESP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.64% | -39.02% | +6.38% |
Max Drawdown (1Y)Largest decline over 1 year | -5.82% | -10.17% | +4.35% |
Max Drawdown (3Y)Largest decline over 3 years | -15.63% | -12.93% | -2.70% |
Max Drawdown (5Y)Largest decline over 5 years | -15.63% | -18.59% | +2.96% |
Max Drawdown (10Y)Largest decline over 10 years | -32.64% | — | — |
Current DrawdownCurrent decline from peak | -3.04% | -0.54% | -2.50% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -7.37% | +2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.91% | -0.78% |
Volatility
EUPE.DE vs. XESP.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 Xtrackers Spanish Equity UCITS ETF (XESP.DE) has a volatility of 4.48%. This indicates that EUPE.DE experiences smaller price fluctuations and is considered to be less risky than XESP.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 | XESP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 4.48% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 14.04% | -5.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.27% | 16.86% | -5.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.17% | 16.68% | -3.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.99% | 18.78% | -3.79% |
EUPE.DE vs. XESP.DE - Expense Ratio Comparison
EUPE.DE has a 0.65% expense ratio, which is higher than XESP.DE's 0.30% expense ratio.
Dividends
EUPE.DE vs. XESP.DE - Dividend Comparison
Neither EUPE.DE nor XESP.DE has paid dividends to shareholders.
Frequently Asked Questions
EUPE.DE and XESP.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XESP.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XESP.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 XESP.DE tracks Solactive Spain 40. They also come from different issuers: Natixis and Xtrackers. Their fees differ too: 0.65% for EUPE.DE and 0.30% for XESP.DE.
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