EXS1.DE vs. EUPE.DE
EXS1.DE (iShares Core DAX UCITS ETF (DE)) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - EXS1.DE tracks the DAX® while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, EXS1.DE returned 8.88%/yr vs 8.97%/yr for EUPE.DE. Their correlation of 0.81 suggests significant overlap in exposure. EXS1.DE charges 0.16%/yr vs 0.65%/yr for EUPE.DE.
Performance
EXS1.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXS1.DE achieves a 1.33% return, which is significantly lower than EUPE.DE's 15.44% return. Both investments have delivered pretty close results over the past 10 years, with EXS1.DE having a 8.88% annualized return and EUPE.DE not far ahead at 8.97%.
EXS1.DE
- 1D
- 0.59%
- 1M
- 2.03%
- YTD
- 1.33%
- 6M
- 4.02%
- 1Y
- 2.26%
- 3Y*
- 15.45%
- 5Y*
- 9.09%
- 10Y*
- 8.88%
EUPE.DE
- 1D
- 0.35%
- 1M
- 2.78%
- YTD
- 15.44%
- 6M
- 15.60%
- 1Y
- 24.52%
- 3Y*
- 11.71%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
EXS1.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXS1.DE iShares Core DAX UCITS ETF (DE) | 1.33% | 22.63% | 18.07% | 19.45% | -12.79% | 15.16% | 2.98% | 24.67% | -18.48% | 12.30% |
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% |
Correlation
The correlation between EXS1.DE and EUPE.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.81 |
Over the past year, the correlation between EXS1.DE and EUPE.DE has dropped to 0.51 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
EXS1.DE vs. EUPE.DE — Risk / Return Rank
EXS1.DE
EUPE.DE
EXS1.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core DAX UCITS ETF (DE) (EXS1.DE) and Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.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.
| EXS1.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.03 | ||
| Sortino ratioReturn per unit of downside risk | -2.77 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.37 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 4.19 | -4.01 |
| Martin ratioReturn relative to average drawdown | 0.57 | 11.50 | -10.93 |
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
| EXS1.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 2.17 | -2.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.65 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.60 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.46 | -0.25 |
Drawdowns
EXS1.DE vs. EUPE.DE - Drawdown Comparison
The maximum EXS1.DE drawdown since its inception was -68.00%, which is greater than EUPE.DE's maximum drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for EXS1.DE and EUPE.DE.
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Drawdown Indicators
| EXS1.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.00% | -32.64% | -35.36% |
Max Drawdown (1Y)Largest decline over 1 year | -12.35% | -5.82% | -6.53% |
Max Drawdown (3Y)Largest decline over 3 years | -15.93% | -15.63% | -0.30% |
Max Drawdown (5Y)Largest decline over 5 years | -26.69% | -15.63% | -11.06% |
Max Drawdown (10Y)Largest decline over 10 years | -38.68% | -32.64% | -6.04% |
Current DrawdownCurrent decline from peak | -2.23% | -3.04% | +0.81% |
Average DrawdownAverage peak-to-trough decline | -17.04% | -4.95% | -12.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 2.13% | +1.86% |
Volatility
EXS1.DE vs. EUPE.DE - Volatility Comparison
iShares Core DAX UCITS ETF (DE) (EXS1.DE) has a higher volatility of 5.16% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that EXS1.DE's price experiences larger fluctuations and is considered to be riskier than EUPE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXS1.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 3.64% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 12.95% | 8.56% | +4.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 11.27% | +4.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 13.17% | +4.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 14.99% | +3.37% |
EXS1.DE vs. EUPE.DE - Expense Ratio Comparison
EXS1.DE has a 0.16% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
EXS1.DE vs. EUPE.DE - Dividend Comparison
Neither EXS1.DE nor EUPE.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXS1.DE iShares Core DAX UCITS ETF (DE) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% | 0.48% | 0.73% | 0.66% |
Frequently Asked Questions
EXS1.DE and EUPE.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXS1.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXS1.DE is cheaper with a 0.16% expense ratio, compared with 0.65% for EUPE.DE.
EXS1.DE tracks DAX®, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.16% for EXS1.DE and 0.65% for EUPE.DE.
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