EXXX.DE vs. EUPE.DE
EXXX.DE (iShares ATX UCITS ETF (DE)) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - EXXX.DE tracks the ATX Index while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, EXXX.DE returned 15.61%/yr vs 9.17%/yr for EUPE.DE. A 0.64 correlation means they provide meaningful diversification when combined. EXXX.DE charges 0.32%/yr vs 0.65%/yr for EUPE.DE.
Performance
EXXX.DE vs. EUPE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EXXX.DE achieves a 26.40% return, which is significantly higher than EUPE.DE's 16.96% return. Over the past 10 years, EXXX.DE has outperformed EUPE.DE with an annualized return of 15.61%, while EUPE.DE has yielded a comparatively lower 9.17% annualized return.
EXXX.DE
- 1D
- 0.98%
- 1M
- 8.32%
- 6M
- 25.26%
- YTD
- 26.40%
- 1Y
- 51.78%
- 3Y*
- 31.33%
- 5Y*
- 17.65%
- 10Y*
- 15.61%
EUPE.DE
- 1D
- -0.02%
- 1M
- 1.68%
- 6M
- 16.32%
- YTD
- 16.96%
- 1Y
- 29.48%
- 3Y*
- 11.66%
- 5Y*
- 8.67%
- 10Y*
- 9.17%
EXXX.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXXX.DE iShares ATX UCITS ETF (DE) | 26.40% | 51.31% | 10.39% | 13.71% | -16.43% | 42.16% | -11.27% | 19.95% | -18.96% | 32.71% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 16.96% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
Correlation
The correlation between EXXX.DE and EUPE.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 2014 | 0.64 |
Over the past year, the correlation between EXXX.DE and EUPE.DE has dropped to 0.39 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EXXX.DE vs. EUPE.DE — Risk / Return Rank
EXXX.DE
EUPE.DE
EXXX.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ATX UCITS ETF (DE) (EXXX.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EXXX.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.45 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.81 | 5.78 | -0.96 |
| Martin ratioReturn relative to average drawdown | 16.27 | 16.32 | -0.05 |
Loading charts...
Drawdowns
EXXX.DE vs. EUPE.DE - Drawdown Comparison
The maximum EXXX.DE drawdown since its inception was -71.43%, 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 EXXX.DE and EUPE.DE.
Loading charts...
Drawdown Indicators
| EXXX.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.43% | -32.64% | -38.79% |
Max Drawdown (1Y)Largest decline over 1 year | -10.71% | -5.08% | -5.63% |
Max Drawdown (3Y)Largest decline over 3 years | -16.11% | -15.63% | -0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -32.69% | -15.63% | -17.06% |
Max Drawdown (10Y)Largest decline over 10 years | -52.90% | -32.64% | -20.26% |
Current DrawdownCurrent decline from peak | -0.44% | -1.76% | +1.32% |
Average DrawdownAverage peak-to-trough decline | -28.46% | -4.89% | -23.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 1.80% | +1.37% |
Volatility
EXXX.DE vs. EUPE.DE - Volatility Comparison
iShares ATX UCITS ETF (DE) (EXXX.DE) has a higher volatility of 5.95% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.59%. This indicates that EXXX.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.
Loading charts...
Volatility by Period
| EXXX.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.95% | 3.59% | +2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 14.44% | 9.03% | +5.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.43% | 11.42% | +6.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.15% | 13.20% | +5.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.00% | 14.60% | +5.40% |
EXXX.DE vs. EUPE.DE - Expense Ratio Comparison
EXXX.DE has a 0.32% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
EXXX.DE vs. EUPE.DE - Dividend Comparison
EXXX.DE's dividend yield for the trailing twelve months is around 2.92%, 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% |
EXXX.DE iShares ATX UCITS ETF (DE) | 2.92% | 2.53% | 4.30% | 3.53% | 3.61% | 1.04% | 1.18% | 1.73% | 0.48% | 0.65% | 1.08% | 1.65% |
Frequently Asked Questions
EXXX.DE and EUPE.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXXX.DE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXXX.DE is cheaper with a 0.32% expense ratio, compared with 0.65% for EUPE.DE.
EXXX.DE tracks ATX Index, 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 EXXX.DE and 0.65% for EUPE.DE.
Find the right allocation for EXXX.DE and EUPE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer