EXS2.DE vs. EUPA.DE
EXS2.DE (iShares TecDAX UCITS ETF (DE)) and EUPA.DE (Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)) are both Europe Equities funds - EXS2.DE tracks the TecDAX® while EUPA.DE tracks the Shiller Barclays CAPE® Global Sector. Both are passively managed. Over the past 3 years, EXS2.DE returned 8.54%/yr vs 17.95%/yr for EUPA.DE. A 0.52 correlation means they provide meaningful diversification when combined. EXS2.DE charges 0.51%/yr vs 0.65%/yr for EUPA.DE.
Performance
EXS2.DE vs. EUPA.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EXS2.DE achieves a 15.70% return, which is significantly higher than EUPA.DE's 8.36% return.
EXS2.DE
- 1D
- 0.52%
- 1M
- 10.51%
- YTD
- 15.70%
- 6M
- 16.91%
- 1Y
- 6.46%
- 3Y*
- 8.54%
- 5Y*
- 3.72%
- 10Y*
- 9.01%
EUPA.DE
- 1D
- 0.63%
- 1M
- 0.54%
- YTD
- 8.36%
- 6M
- 9.94%
- 1Y
- 17.10%
- 3Y*
- 17.95%
- 5Y*
- —
- 10Y*
- —
EXS2.DE vs. EUPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EXS2.DE iShares TecDAX UCITS ETF (DE) | 15.70% | 5.33% | 1.63% | 1.97% |
EUPA.DE Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) | 8.36% | 18.38% | 13.54% | 11.13% |
Correlation
The correlation between EXS2.DE and EUPA.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2023 | 0.52 |
The correlation between EXS2.DE and EUPA.DE shifts across timeframes, from 0.41 (1 year) to 0.54 (3 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EXS2.DE vs. EUPA.DE — Risk / Return Rank
EXS2.DE
EUPA.DE
EXS2.DE vs. EUPA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares TecDAX UCITS ETF (DE) (EXS2.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.
| EXS2.DE | EUPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.28 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 2.02 | -1.62 |
| Martin ratioReturn relative to average drawdown | 0.80 | 7.49 | -6.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EXS2.DE | EUPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 1.57 | -1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 1.30 | -1.17 |
Drawdowns
EXS2.DE vs. EUPA.DE - Drawdown Comparison
The maximum EXS2.DE drawdown since its inception was -84.49%, 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 EXS2.DE and EUPA.DE.
Loading charts...
Drawdown Indicators
| EXS2.DE | EUPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.49% | -10.28% | -74.21% |
Max Drawdown (1Y)Largest decline over 1 year | -16.12% | -8.44% | -7.68% |
Max Drawdown (3Y)Largest decline over 3 years | -17.93% | -10.28% | -7.65% |
Max Drawdown (5Y)Largest decline over 5 years | -34.97% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.97% | — | — |
Current DrawdownCurrent decline from peak | -0.81% | -2.77% | +1.96% |
Average DrawdownAverage peak-to-trough decline | -39.46% | -1.91% | -37.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.07% | 2.28% | +5.79% |
Volatility
EXS2.DE vs. EUPA.DE - Volatility Comparison
iShares TecDAX UCITS ETF (DE) (EXS2.DE) has a higher volatility of 5.29% compared to Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) at 3.63%. This indicates that EXS2.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.
Loading charts...
Volatility by Period
| EXS2.DE | EUPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 3.63% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 14.25% | 9.03% | +5.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.83% | 10.84% | +6.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.80% | 12.40% | +6.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.47% | 12.40% | +7.07% |
EXS2.DE vs. EUPA.DE - Expense Ratio Comparison
EXS2.DE has a 0.51% expense ratio, which is lower than EUPA.DE's 0.65% expense ratio.
Dividends
EXS2.DE vs. EUPA.DE - Dividend Comparison
Neither EXS2.DE nor EUPA.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUPA.DE Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXS2.DE iShares TecDAX UCITS ETF (DE) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.15% | 0.25% | 0.36% |
Frequently Asked Questions
EXS2.DE and EUPA.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXS2.DE is cheaper at 0.51% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXS2.DE is cheaper with a 0.51% expense ratio, compared with 0.65% for EUPA.DE.
EXS2.DE tracks TecDAX®, while EUPA.DE tracks Shiller Barclays CAPE® Global Sector. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.51% for EXS2.DE and 0.65% for EUPA.DE.
Find the right allocation for EXS2.DE and EUPA.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer