EXSI.DE vs. EUPE.DE
EXSI.DE (iShares EURO STOXX UCITS ETF (DE)) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - EXSI.DE tracks the EURO STOXX® while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, EXSI.DE returned 10.25%/yr vs 8.97%/yr for EUPE.DE. Their correlation of 0.86 suggests significant overlap in exposure. EXSI.DE charges 0.20%/yr vs 0.65%/yr for EUPE.DE.
Performance
EXSI.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSI.DE achieves a 8.62% return, which is significantly lower than EUPE.DE's 15.44% return. Over the past 10 years, EXSI.DE has outperformed EUPE.DE with an annualized return of 10.25%, while EUPE.DE has yielded a comparatively lower 8.97% annualized return.
EXSI.DE
- 1D
- 0.58%
- 1M
- 1.93%
- YTD
- 8.62%
- 6M
- 10.56%
- 1Y
- 17.50%
- 3Y*
- 16.11%
- 5Y*
- 10.60%
- 10Y*
- 10.25%
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%
EXSI.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXSI.DE iShares EURO STOXX UCITS ETF (DE) | 8.62% | 25.17% | 9.26% | 18.57% | -11.66% | 22.41% | 0.51% | 28.04% | -13.03% | 13.60% |
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 EXSI.DE and EUPE.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.86 |
Over the past year, the correlation between EXSI.DE and EUPE.DE has dropped to 0.63 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.
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Return for Risk
EXSI.DE vs. EUPE.DE — Risk / Return Rank
EXSI.DE
EUPE.DE
EXSI.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX UCITS ETF (DE) (EXSI.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.
| EXSI.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.37 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 4.19 | -2.49 |
| Martin ratioReturn relative to average drawdown | 6.24 | 11.50 | -5.26 |
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
| EXSI.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 2.17 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.65 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.60 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.46 | -0.08 |
Drawdowns
EXSI.DE vs. EUPE.DE - Drawdown Comparison
The maximum EXSI.DE drawdown since its inception was -59.71%, 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 EXSI.DE and EUPE.DE.
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Drawdown Indicators
| EXSI.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.71% | -32.64% | -27.07% |
Max Drawdown (1Y)Largest decline over 1 year | -10.46% | -5.82% | -4.64% |
Max Drawdown (3Y)Largest decline over 3 years | -15.18% | -15.63% | +0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -24.32% | -15.63% | -8.69% |
Max Drawdown (10Y)Largest decline over 10 years | -38.17% | -32.64% | -5.53% |
Current DrawdownCurrent decline from peak | -0.45% | -3.04% | +2.59% |
Average DrawdownAverage peak-to-trough decline | -14.00% | -4.95% | -9.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.13% | +0.73% |
Volatility
EXSI.DE vs. EUPE.DE - Volatility Comparison
iShares EURO STOXX UCITS ETF (DE) (EXSI.DE) has a higher volatility of 4.42% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that EXSI.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
| EXSI.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 3.64% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 8.56% | +3.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.50% | 11.27% | +3.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 13.17% | +2.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.20% | 14.99% | +2.21% |
EXSI.DE vs. EUPE.DE - Expense Ratio Comparison
EXSI.DE has a 0.20% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
EXSI.DE vs. EUPE.DE - Dividend Comparison
EXSI.DE's dividend yield for the trailing twelve months is around 2.27%, 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% |
EXSI.DE iShares EURO STOXX UCITS ETF (DE) | 2.27% | 2.45% | 2.76% | 2.67% | 2.63% | 2.12% | 1.61% | 2.67% | 2.88% | 3.90% | 3.18% | 2.86% |
Frequently Asked Questions
EXSI.DE and EUPE.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSI.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSI.DE is cheaper with a 0.20% expense ratio, compared with 0.65% for EUPE.DE.
EXSI.DE tracks EURO STOXX®, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.20% for EXSI.DE and 0.65% for EUPE.DE.
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