EXXV.DE vs. EUPE.DE
EXXV.DE (iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE)) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - EXXV.DE tracks the Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, EXXV.DE returned 10.77%/yr vs 8.97%/yr for EUPE.DE. Their correlation of 0.82 suggests significant overlap in exposure. EXXV.DE charges 0.43%/yr vs 0.65%/yr for EUPE.DE.
Performance
EXXV.DE vs. EUPE.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 EUPE.DE's 15.44% return. Over the past 10 years, EXXV.DE has outperformed EUPE.DE with an annualized return of 10.77%, while EUPE.DE has yielded a comparatively lower 8.97% annualized 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%
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%
EXXV.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXXV.DE iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) | 6.78% | 26.53% | 11.43% | 23.88% | -13.61% | 24.15% | -3.88% | 27.75% | -10.41% | 13.38% |
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 EXXV.DE and EUPE.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.82 |
Over the past year, the correlation between EXXV.DE and EUPE.DE has dropped to 0.60 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
EXXV.DE vs. EUPE.DE — Risk / Return Rank
EXXV.DE
EUPE.DE
EXXV.DE vs. EUPE.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® 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.
| EXXV.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.37 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 4.19 | -2.62 |
| Martin ratioReturn relative to average drawdown | 5.56 | 11.50 | -5.94 |
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 | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 2.17 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.65 | -0.01 |
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 | 0.31 | 0.46 | -0.15 |
Drawdowns
EXXV.DE vs. EUPE.DE - Drawdown Comparison
The maximum EXXV.DE drawdown since its inception was -59.63%, 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 EXXV.DE and EUPE.DE.
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Drawdown Indicators
| EXXV.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.63% | -32.64% | -26.99% |
Max Drawdown (1Y)Largest decline over 1 year | -11.09% | -5.82% | -5.27% |
Max Drawdown (3Y)Largest decline over 3 years | -16.06% | -15.63% | -0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -28.82% | -15.63% | -13.19% |
Max Drawdown (10Y)Largest decline over 10 years | -38.00% | -32.64% | -5.36% |
Current DrawdownCurrent decline from peak | -0.86% | -3.04% | +2.18% |
Average DrawdownAverage peak-to-trough decline | -14.86% | -4.95% | -9.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.13% | +1.00% |
Volatility
EXXV.DE vs. EUPE.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® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that EXXV.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
| EXXV.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 3.64% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 8.56% | +4.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 11.27% | +4.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.70% | 13.17% | +4.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 14.99% | +3.09% |
EXXV.DE vs. EUPE.DE - Expense Ratio Comparison
EXXV.DE has a 0.43% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
EXXV.DE vs. EUPE.DE - Dividend Comparison
EXXV.DE's dividend yield for the trailing twelve months is around 2.19%, 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% |
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 EUPE.DE have a correlation of 0.60, 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 EUPE.DE.
EXXV.DE tracks Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.43% for EXXV.DE and 0.65% for EUPE.DE.
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