EXXV.DE vs. EUPA.DE
EXXV.DE (iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE)) and EUPA.DE (Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)) are both Europe Equities funds - EXXV.DE tracks the Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others while EUPA.DE tracks the Shiller Barclays CAPE® Global Sector. Both are passively managed. Over the past 3 years, EXXV.DE returned 17.68%/yr vs 17.95%/yr for EUPA.DE. A 0.65 correlation means they provide meaningful diversification when combined. EXXV.DE charges 0.43%/yr vs 0.65%/yr for EUPA.DE.
Performance
EXXV.DE vs. EUPA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXXV.DE achieves a 6.78% return, which is significantly lower than EUPA.DE's 8.36% return.
EXXV.DE
- 1D
- 0.22%
- 1M
- 3.91%
- YTD
- 6.78%
- 6M
- 8.78%
- 1Y
- 17.47%
- 3Y*
- 17.68%
- 5Y*
- 11.39%
- 10Y*
- 10.77%
EUPA.DE
- 1D
- 0.63%
- 1M
- 0.54%
- YTD
- 8.36%
- 6M
- 9.94%
- 1Y
- 17.10%
- 3Y*
- 17.95%
- 5Y*
- —
- 10Y*
- —
EXXV.DE vs. EUPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EXXV.DE iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) | 6.78% | 26.53% | 11.43% | 10.97% |
EUPA.DE Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) | 8.36% | 18.38% | 13.54% | 11.13% |
Correlation
The correlation between EXXV.DE and EUPA.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2023 | 0.65 |
The correlation between EXXV.DE and EUPA.DE has been stable across timeframes, ranging from 0.62 to 0.65 - a consistent structural relationship.
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Return for Risk
EXXV.DE vs. EUPA.DE — Risk / Return Rank
EXXV.DE
EUPA.DE
EXXV.DE vs. EUPA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) (EXXV.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.
| EXXV.DE | EUPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.28 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 2.02 | -0.45 |
| Martin ratioReturn relative to average drawdown | 5.56 | 7.49 | -1.93 |
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
| EXXV.DE | EUPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.57 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 1.30 | -0.99 |
Drawdowns
EXXV.DE vs. EUPA.DE - Drawdown Comparison
The maximum EXXV.DE drawdown since its inception was -59.63%, 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 EXXV.DE and EUPA.DE.
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Drawdown Indicators
| EXXV.DE | EUPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.63% | -10.28% | -49.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.09% | -8.44% | -2.65% |
Max Drawdown (3Y)Largest decline over 3 years | -16.06% | -10.28% | -5.78% |
Max Drawdown (5Y)Largest decline over 5 years | -28.82% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.00% | — | — |
Current DrawdownCurrent decline from peak | -0.86% | -2.77% | +1.91% |
Average DrawdownAverage peak-to-trough decline | -14.86% | -1.91% | -12.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.28% | +0.85% |
Volatility
EXXV.DE vs. EUPA.DE - Volatility Comparison
iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) (EXXV.DE) has a higher volatility of 5.15% compared to Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) at 3.63%. This indicates that EXXV.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.
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Volatility by Period
| EXXV.DE | EUPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 3.63% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 9.03% | +3.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 10.84% | +4.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.70% | 12.40% | +5.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 12.40% | +5.68% |
EXXV.DE vs. EUPA.DE - Expense Ratio Comparison
EXXV.DE has a 0.43% expense ratio, which is lower than EUPA.DE's 0.65% expense ratio.
Dividends
EXXV.DE vs. EUPA.DE - Dividend Comparison
EXXV.DE's dividend yield for the trailing twelve months is around 2.19%, while EUPA.DE has not 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% |
EXXV.DE iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) | 2.19% | 2.16% | 2.62% | 2.43% | 2.65% | 1.91% | 1.83% | 2.96% | 3.06% | 4.06% | 3.71% | 3.16% |
Frequently Asked Questions
EXXV.DE and EUPA.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXXV.DE is cheaper at 0.43% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXXV.DE is cheaper with a 0.43% expense ratio, compared with 0.65% for EUPA.DE.
EXXV.DE tracks Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others, while EUPA.DE tracks Shiller Barclays CAPE® Global Sector. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.43% for EXXV.DE and 0.65% for EUPA.DE.
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