EXSC.DE vs. EUPA.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares STOXX Europe Large 200 UCITS ETF (DE) (EXSC.DE) and Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE).

EXSC.DE and EUPA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EXSC.DE is a passively managed fund by iShares that tracks the performance of the STOXX® Europe Large 200. It was launched on Apr 4, 2005. EUPA.DE is a passively managed fund by Franklin Templeton that tracks the performance of the Shiller Barclays CAPE® Global Sector. It was launched on Dec 21, 2022. Both EXSC.DE and EUPA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EXSC.DE vs. EUPA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe Large 200 UCITS ETF (DE) (EXSC.DE) and Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE). The values are adjusted to include any dividend payments, if applicable.

EXSC.DE vs. EUPA.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
EXSC.DE iShares STOXX Europe Large 200 UCITS ETF (DE)	1.70%	21.17%	8.82%	7.17%
EUPA.DE Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)	6.41%	18.38%	13.54%	11.13%

Returns By Period

In the year-to-date period, EXSC.DE achieves a 1.70% return, which is significantly lower than EUPA.DE's 6.41% return.

EXSC.DE

• 1D: 2.81%
• 1M: -3.49%
• YTD: 1.70%
• 6M: 6.97%
• 1Y: 13.42%
• 3Y*: 12.85%
• 5Y*: 10.97%
• 10Y*: 9.46%

EUPA.DE

• 1D: 2.09%
• 1M: -3.79%
• YTD: 6.41%
• 6M: 10.20%
• 1Y: 19.84%
• 3Y*: 18.52%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EXSC.DE vs. EUPA.DE - Expense Ratio Comparison

EXSC.DE has a 0.21% expense ratio, which is lower than EUPA.DE's 0.65% expense ratio.

EUPA.DE

Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)

EXSC.DE

iShares STOXX Europe Large 200 UCITS ETF (DE)

Return for Risk

EXSC.DE vs. EUPA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXSC.DE

EXSC.DE Risk / Return Rank: 44
EXSC.DE Sharpe Ratio Rank: 43
EXSC.DE Sortino Ratio Rank: 39
EXSC.DE Omega Ratio Rank: 41
EXSC.DE Calmar Ratio Rank: 48
EXSC.DE Martin Ratio Rank: 50

EUPA.DE

EUPA.DE Risk / Return Rank: 74
EUPA.DE Sharpe Ratio Rank: 77
EUPA.DE Sortino Ratio Rank: 77
EUPA.DE Omega Ratio Rank: 77
EUPA.DE Calmar Ratio Rank: 69
EUPA.DE Martin Ratio Rank: 72

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EXSC.DE vs. EUPA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Large 200 UCITS ETF (DE) (EXSC.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.

	EXSC.DE	EUPA.DE	Difference
Sharpe ratio Return per unit of total volatility	0.86	1.50	-0.64
Sortino ratio Return per unit of downside risk	1.20	2.10	-0.90
Omega ratio Gain probability vs. loss probability	1.18	1.31	-0.13
Calmar ratio Return relative to maximum drawdown	1.43	2.00	-0.57
Martin ratio Return relative to average drawdown	5.52	8.44	-2.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EXSC.DE vs. EUPA.DE - Sharpe Ratio Comparison

The current EXSC.DE Sharpe Ratio is 0.86, which is lower than the EUPA.DE Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of EXSC.DE and EUPA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EXSC.DE	EUPA.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.86	1.50	-0.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.77	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.62	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	1.33	-0.91

Correlation

The correlation between EXSC.DE and EUPA.DE is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

EXSC.DE vs. EUPA.DE - Dividend Comparison

EXSC.DE's dividend yield for the trailing twelve months is around 2.42%, while EUPA.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EXSC.DE iShares STOXX Europe Large 200 UCITS ETF (DE)	2.42%	2.44%	2.76%	2.71%	2.76%	2.54%	1.95%	2.90%	3.13%	4.57%	3.62%	3.26%
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%

Drawdowns

EXSC.DE vs. EUPA.DE - Drawdown Comparison

The maximum EXSC.DE drawdown since its inception was -58.17%, 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 EXSC.DE and EUPA.DE.

Drawdown Indicators

	EXSC.DE	EUPA.DE	Difference
Max Drawdown Largest peak-to-trough decline	-58.17%	-10.28%	-47.89%
Max Drawdown (1Y) Largest decline over 1 year	-12.58%	-9.92%	-2.66%
Max Drawdown (5Y) Largest decline over 5 years	-17.59%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.65%	—	—
Current Drawdown Current decline from peak	-4.92%	-4.52%	-0.40%
Average Drawdown Average peak-to-trough decline	-9.67%	-1.86%	-7.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.62%	2.35%	+0.27%

Volatility

EXSC.DE vs. EUPA.DE - Volatility Comparison

iShares STOXX Europe Large 200 UCITS ETF (DE) (EXSC.DE) has a higher volatility of 5.86% compared to Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) at 4.85%. This indicates that EXSC.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.

Volatility by Period

	EXSC.DE	EUPA.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.86%	4.85%	+1.01%
Volatility (6M) Calculated over the trailing 6-month period	9.64%	8.04%	+1.60%
Volatility (1Y) Calculated over the trailing 1-year period	15.61%	13.26%	+2.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.49%	12.34%	+2.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.54%	12.34%	+3.20%