EXS2.DE vs. EUPE.DE
EXS2.DE (iShares TecDAX UCITS ETF (DE)) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - EXS2.DE tracks the TecDAX® while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, EXS2.DE returned 9.01%/yr vs 8.97%/yr for EUPE.DE. A 0.67 correlation means they provide meaningful diversification when combined. EXS2.DE charges 0.51%/yr vs 0.65%/yr for EUPE.DE.
Performance
EXS2.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EXS2.DE having a 15.70% return and EUPE.DE slightly lower at 15.44%. Both investments have delivered pretty close results over the past 10 years, with EXS2.DE having a 9.01% annualized return and EUPE.DE not far behind at 8.97%.
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%
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%
EXS2.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXS2.DE iShares TecDAX UCITS ETF (DE) | 15.70% | 5.33% | 1.63% | 13.54% | -26.00% | 21.07% | 6.12% | 22.25% | -3.77% | 39.90% |
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 EXS2.DE and EUPE.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 | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.67 |
Over the past year, the correlation between EXS2.DE and EUPE.DE has dropped to 0.41 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.
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Return for Risk
EXS2.DE vs. EUPE.DE — Risk / Return Rank
EXS2.DE
EUPE.DE
EXS2.DE vs. EUPE.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® 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.
| EXS2.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.37 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 4.19 | -3.79 |
| Martin ratioReturn relative to average drawdown | 0.80 | 11.50 | -10.70 |
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
| EXS2.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 2.17 | -1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.65 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.60 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.46 | -0.33 |
Drawdowns
EXS2.DE vs. EUPE.DE - Drawdown Comparison
The maximum EXS2.DE drawdown since its inception was -84.49%, 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 EXS2.DE and EUPE.DE.
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Drawdown Indicators
| EXS2.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.49% | -32.64% | -51.85% |
Max Drawdown (1Y)Largest decline over 1 year | -16.12% | -5.82% | -10.30% |
Max Drawdown (3Y)Largest decline over 3 years | -17.93% | -15.63% | -2.30% |
Max Drawdown (5Y)Largest decline over 5 years | -34.97% | -15.63% | -19.34% |
Max Drawdown (10Y)Largest decline over 10 years | -34.97% | -32.64% | -2.33% |
Current DrawdownCurrent decline from peak | -0.81% | -3.04% | +2.23% |
Average DrawdownAverage peak-to-trough decline | -39.46% | -4.95% | -34.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.07% | 2.13% | +5.94% |
Volatility
EXS2.DE vs. EUPE.DE - Volatility Comparison
iShares TecDAX UCITS ETF (DE) (EXS2.DE) has a higher volatility of 5.29% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that EXS2.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
| EXS2.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 3.64% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 14.25% | 8.56% | +5.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.83% | 11.27% | +6.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.80% | 13.17% | +5.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.47% | 14.99% | +4.48% |
EXS2.DE vs. EUPE.DE - Expense Ratio Comparison
EXS2.DE has a 0.51% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
EXS2.DE vs. EUPE.DE - Dividend Comparison
Neither EXS2.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% |
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 EUPE.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 EUPE.DE.
EXS2.DE tracks TecDAX®, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.51% for EXS2.DE and 0.65% for EUPE.DE.
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