EXSG.DE vs. EUPE.DE
EXSG.DE (iShares EURO STOXX Select Dividend 30 UCITS ETF (DE)) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - EXSG.DE tracks the EURO STOXX® Select Dividend 30 while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, EXSG.DE returned 7.41%/yr vs 8.97%/yr for EUPE.DE. A 0.79 correlation means they provide meaningful diversification when combined. EXSG.DE charges 0.32%/yr vs 0.65%/yr for EUPE.DE.
Performance
EXSG.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSG.DE achieves a 7.97% return, which is significantly lower than EUPE.DE's 15.44% return. Over the past 10 years, EXSG.DE has underperformed EUPE.DE with an annualized return of 7.41%, while EUPE.DE has yielded a comparatively higher 8.97% annualized return.
EXSG.DE
- 1D
- 0.33%
- 1M
- 1.17%
- YTD
- 7.97%
- 6M
- 10.98%
- 1Y
- 20.85%
- 3Y*
- 20.16%
- 5Y*
- 9.16%
- 10Y*
- 7.41%
EUPE.DE
- 1D
- 0.35%
- 1M
- 0.49%
- YTD
- 15.44%
- 6M
- 15.81%
- 1Y
- 24.47%
- 3Y*
- 11.71%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
EXSG.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXSG.DE iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) | 7.97% | 43.07% | 7.93% | 4.12% | -13.46% | 23.87% | -18.07% | 22.83% | -11.04% | 10.11% |
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 EXSG.DE and EUPE.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.79 |
Over the past year, the correlation between EXSG.DE and EUPE.DE has dropped to 0.54 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
EXSG.DE vs. EUPE.DE — Risk / Return Rank
EXSG.DE
EUPE.DE
EXSG.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.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.
| EXSG.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.37 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 4.19 | -1.48 |
| Martin ratioReturn relative to average drawdown | 8.47 | 11.50 | -3.03 |
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
| EXSG.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 2.17 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.65 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.60 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.46 | -0.20 |
Drawdowns
EXSG.DE vs. EUPE.DE - Drawdown Comparison
The maximum EXSG.DE drawdown since its inception was -70.80%, 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 EXSG.DE and EUPE.DE.
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Drawdown Indicators
| EXSG.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.80% | -32.64% | -38.16% |
Max Drawdown (1Y)Largest decline over 1 year | -7.84% | -5.82% | -2.02% |
Max Drawdown (3Y)Largest decline over 3 years | -12.86% | -15.63% | +2.77% |
Max Drawdown (5Y)Largest decline over 5 years | -24.70% | -15.63% | -9.07% |
Max Drawdown (10Y)Largest decline over 10 years | -43.45% | -32.64% | -10.81% |
Current DrawdownCurrent decline from peak | -1.33% | -3.04% | +1.71% |
Average DrawdownAverage peak-to-trough decline | -21.25% | -4.95% | -16.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.13% | +0.38% |
Volatility
EXSG.DE vs. EUPE.DE - Volatility Comparison
The current volatility for iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.DE) is 3.34%, while Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) has a volatility of 3.64%. This indicates that EXSG.DE experiences smaller price fluctuations and is considered to be less risky 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
| EXSG.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | 3.64% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 8.56% | +0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.77% | 11.27% | +0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.75% | 13.17% | +1.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.72% | 14.99% | +2.73% |
EXSG.DE vs. EUPE.DE - Expense Ratio Comparison
EXSG.DE has a 0.32% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
EXSG.DE vs. EUPE.DE - Dividend Comparison
EXSG.DE's dividend yield for the trailing twelve months is around 4.10%, while EUPE.DE has not 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% |
EXSG.DE iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) | 4.10% | 4.47% | 5.94% | 5.72% | 5.29% | 3.91% | 3.22% | 4.60% | 5.06% | 7.36% | 4.78% | 4.24% |
Frequently Asked Questions
EXSG.DE and EUPE.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSG.DE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSG.DE is cheaper with a 0.32% expense ratio, compared with 0.65% for EUPE.DE.
EXSG.DE tracks EURO STOXX® Select Dividend 30, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.32% for EXSG.DE and 0.65% for EUPE.DE.
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