FVEM.DE vs. EUPA.DE
FVEM.DE (Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation) and EUPA.DE (Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)) are both exchange-traded funds - FVEM.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Climate Paris Aligned, while EUPA.DE is a Europe Equities fund tracking the Shiller Barclays CAPE® Global Sector. Both are passively managed. Over the past year, FVEM.DE returned 44.73% vs 18.54% for EUPA.DE. At a 0.45 correlation, their price movements are largely independent. FVEM.DE charges 0.18%/yr vs 0.65%/yr for EUPA.DE.
Performance
FVEM.DE vs. EUPA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FVEM.DE achieves a 25.46% return, which is significantly higher than EUPA.DE's 8.38% return.
FVEM.DE
- 1D
- 0.00%
- 1M
- 0.95%
- YTD
- 25.46%
- 6M
- 26.71%
- 1Y
- 44.73%
- 3Y*
- 18.78%
- 5Y*
- —
- 10Y*
- —
EUPA.DE
- 1D
- 0.00%
- 1M
- -0.45%
- YTD
- 8.38%
- 6M
- 8.85%
- 1Y
- 18.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FVEM.DE vs. EUPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FVEM.DE Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation | 25.46% | 17.23% | 16.48% |
EUPA.DE Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) | 8.38% | 18.38% | 14.55% |
Correlation
The correlation between FVEM.DE and EUPA.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jan 24, 2024 | 0.45 |
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Return for Risk
FVEM.DE vs. EUPA.DE — Risk / Return Rank
FVEM.DE
EUPA.DE
FVEM.DE vs. EUPA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.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.
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.
| FVEM.DE | EUPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.30 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.23 | 2.20 | +2.03 |
| Martin ratioReturn relative to average drawdown | 15.44 | 7.89 | +7.55 |
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Drawdowns
FVEM.DE vs. EUPA.DE - Drawdown Comparison
The maximum FVEM.DE drawdown since its inception was -18.76%, which is greater than EUPA.DE's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for FVEM.DE and EUPA.DE.
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Drawdown Indicators
| FVEM.DE | EUPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.76% | -10.20% | -8.56% |
Max Drawdown (1Y)Largest decline over 1 year | -10.62% | -8.44% | -2.18% |
Max Drawdown (3Y)Largest decline over 3 years | -18.76% | — | — |
Current DrawdownCurrent decline from peak | -4.53% | -2.75% | -1.78% |
Average DrawdownAverage peak-to-trough decline | -4.39% | -1.58% | -2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.36% | +0.55% |
Volatility
FVEM.DE vs. EUPA.DE - Volatility Comparison
Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE) has a higher volatility of 8.36% compared to Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) at 3.55%. This indicates that FVEM.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
| FVEM.DE | EUPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.36% | 3.55% | +4.81% |
Volatility (6M)Calculated over the trailing 6-month period | 16.46% | 9.27% | +7.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.01% | 11.12% | +7.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.82% | 11.78% | +5.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.82% | 11.78% | +5.04% |
FVEM.DE vs. EUPA.DE - Expense Ratio Comparison
FVEM.DE has a 0.18% expense ratio, which is lower than EUPA.DE's 0.65% expense ratio.
Dividends
FVEM.DE vs. EUPA.DE - Dividend Comparison
Neither FVEM.DE nor EUPA.DE has paid dividends to shareholders.
Frequently Asked Questions
FVEM.DE and EUPA.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FVEM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FVEM.DE is cheaper with a 0.18% expense ratio, compared with 0.65% for EUPA.DE.
FVEM.DE is categorized as Emerging Markets Equities, while EUPA.DE is Europe Equities. FVEM.DE tracks MSCI Emerging Markets Climate Paris Aligned, while EUPA.DE tracks Shiller Barclays CAPE® Global Sector. Their fees differ too: 0.18% for FVEM.DE and 0.65% for EUPA.DE.
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