EUPE.DE vs. ZPRW.DE
EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) and ZPRW.DE (SPDR MSCI Europe Value UCITS ETF) are both Europe Equities funds - EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value while ZPRW.DE tracks the MSCI Europe Value Exposure Select. Both are passively managed. Over the past 10 years, EUPE.DE returned 8.97%/yr vs 10.74%/yr for ZPRW.DE. A 0.74 correlation means they provide meaningful diversification when combined. EUPE.DE charges 0.65%/yr vs 0.20%/yr for ZPRW.DE.
Performance
EUPE.DE vs. ZPRW.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 ZPRW.DE's 11.85% return. Over the past 10 years, EUPE.DE has underperformed ZPRW.DE with an annualized return of 8.97%, while ZPRW.DE has yielded a comparatively higher 10.74% 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%
ZPRW.DE
- 1D
- 0.72%
- 1M
- 1.75%
- YTD
- 11.85%
- 6M
- 15.17%
- 1Y
- 30.32%
- 3Y*
- 20.72%
- 5Y*
- 13.99%
- 10Y*
- 10.74%
EUPE.DE vs. ZPRW.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% |
ZPRW.DE SPDR MSCI Europe Value UCITS ETF | 11.85% | 35.70% | 8.86% | 13.72% | -4.74% | 27.39% | -7.65% | 23.73% | -14.98% | 10.96% |
Correlation
The correlation between EUPE.DE and ZPRW.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2015 | 0.74 |
The correlation between EUPE.DE and ZPRW.DE shifts across timeframes, from 0.66 (1 year) to 0.81 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EUPE.DE vs. ZPRW.DE — Risk / Return Rank
EUPE.DE
ZPRW.DE
EUPE.DE vs. ZPRW.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 SPDR MSCI Europe Value UCITS ETF (ZPRW.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 | ZPRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.41 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.19 | 3.33 | +0.86 |
| Martin ratioReturn relative to average drawdown | 11.50 | 12.39 | -0.89 |
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 | ZPRW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 2.28 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.93 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.61 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.45 | +0.01 |
Drawdowns
EUPE.DE vs. ZPRW.DE - Drawdown Comparison
The maximum EUPE.DE drawdown since its inception was -32.64%, smaller than the maximum ZPRW.DE drawdown of -39.54%. Use the drawdown chart below to compare losses from any high point for EUPE.DE and ZPRW.DE.
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Drawdown Indicators
| EUPE.DE | ZPRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.64% | -39.54% | +6.90% |
Max Drawdown (1Y)Largest decline over 1 year | -5.82% | -9.27% | +3.45% |
Max Drawdown (3Y)Largest decline over 3 years | -15.63% | -17.04% | +1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -15.63% | -18.41% | +2.78% |
Max Drawdown (10Y)Largest decline over 10 years | -32.64% | -39.54% | +6.90% |
Current DrawdownCurrent decline from peak | -3.04% | -1.75% | -1.29% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -6.92% | +1.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.50% | -0.37% |
Volatility
EUPE.DE vs. ZPRW.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 SPDR MSCI Europe Value UCITS ETF (ZPRW.DE) has a volatility of 4.40%. This indicates that EUPE.DE experiences smaller price fluctuations and is considered to be less risky than ZPRW.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 | ZPRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 4.40% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 10.84% | -2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.27% | 13.53% | -2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.17% | 14.89% | -1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.99% | 17.54% | -2.55% |
EUPE.DE vs. ZPRW.DE - Expense Ratio Comparison
EUPE.DE has a 0.65% expense ratio, which is higher than ZPRW.DE's 0.20% expense ratio.
Dividends
EUPE.DE vs. ZPRW.DE - Dividend Comparison
Neither EUPE.DE nor ZPRW.DE has paid dividends to shareholders.
Frequently Asked Questions
EUPE.DE and ZPRW.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPRW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPRW.DE is cheaper with a 0.20% expense ratio, compared with 0.65% for EUPE.DE.
EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value, while ZPRW.DE tracks MSCI Europe Value Exposure Select. They also come from different issuers: Natixis and State Street. Their fees differ too: 0.65% for EUPE.DE and 0.20% for ZPRW.DE.
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