EXIE.DE vs. EUPA.DE
EXIE.DE (iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc) and EUPA.DE (Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)) are both Europe Equities funds - EXIE.DE tracks the STOXX® Europe 600 while EUPA.DE tracks the Shiller Barclays CAPE® Global Sector. Both are passively managed. Over the past 3 years, EXIE.DE returned 13.87%/yr vs 17.95%/yr for EUPA.DE. A 0.69 correlation means they provide meaningful diversification when combined. EXIE.DE charges 0.20%/yr vs 0.65%/yr for EUPA.DE.
Performance
EXIE.DE vs. EUPA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXIE.DE achieves a 7.44% return, which is significantly lower than EUPA.DE's 8.36% return.
EXIE.DE
- 1D
- 0.59%
- 1M
- 0.81%
- YTD
- 7.44%
- 6M
- 9.96%
- 1Y
- 16.03%
- 3Y*
- 13.87%
- 5Y*
- —
- 10Y*
- —
EUPA.DE
- 1D
- 0.63%
- 1M
- -0.88%
- YTD
- 8.36%
- 6M
- 9.89%
- 1Y
- 17.44%
- 3Y*
- 17.95%
- 5Y*
- —
- 10Y*
- —
EXIE.DE vs. EUPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EXIE.DE iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc | 7.44% | 20.59% | 8.32% | 6.62% |
EUPA.DE Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) | 8.36% | 18.38% | 13.54% | 11.28% |
Correlation
The correlation between EXIE.DE and EUPA.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2023 | 0.69 |
The correlation between EXIE.DE and EUPA.DE has been stable across timeframes, ranging from 0.67 to 0.70 - a consistent structural relationship.
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Return for Risk
EXIE.DE vs. EUPA.DE — Risk / Return Rank
EXIE.DE
EUPA.DE
EXIE.DE vs. EUPA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc (EXIE.DE) and Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.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.
| EXIE.DE | EUPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.28 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 2.02 | -0.32 |
| Martin ratioReturn relative to average drawdown | 6.42 | 7.49 | -1.07 |
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
| EXIE.DE | EUPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.57 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 1.30 | -0.30 |
Drawdowns
EXIE.DE vs. EUPA.DE - Drawdown Comparison
The maximum EXIE.DE drawdown since its inception was -16.04%, which is greater than EUPA.DE's maximum drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for EXIE.DE and EUPA.DE.
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Drawdown Indicators
| EXIE.DE | EUPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.04% | -10.28% | -5.76% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -8.44% | -1.14% |
Max Drawdown (3Y)Largest decline over 3 years | -16.04% | -10.28% | -5.76% |
Current DrawdownCurrent decline from peak | -1.65% | -2.77% | +1.12% |
Average DrawdownAverage peak-to-trough decline | -2.03% | -1.91% | -0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 2.28% | +0.26% |
Volatility
EXIE.DE vs. EUPA.DE - Volatility Comparison
iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc (EXIE.DE) has a higher volatility of 4.35% compared to Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) at 3.63%. This indicates that EXIE.DE's price experiences larger fluctuations and is considered to be riskier than EUPA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXIE.DE | EUPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 3.63% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 10.75% | 9.03% | +1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 10.84% | +2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.99% | 12.40% | +0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.99% | 12.40% | +0.59% |
EXIE.DE vs. EUPA.DE - Expense Ratio Comparison
EXIE.DE has a 0.20% expense ratio, which is lower than EUPA.DE's 0.65% expense ratio.
Dividends
EXIE.DE vs. EUPA.DE - Dividend Comparison
Neither EXIE.DE nor EUPA.DE has paid dividends to shareholders.
Frequently Asked Questions
EXIE.DE and EUPA.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXIE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXIE.DE is cheaper with a 0.20% expense ratio, compared with 0.65% for EUPA.DE.
EXIE.DE tracks STOXX® Europe 600, while EUPA.DE tracks Shiller Barclays CAPE® Global Sector. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.20% for EXIE.DE and 0.65% for EUPA.DE.
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