IS3G.DE vs. EUPA.DE
IS3G.DE (iShares MSCI EMU Large Cap UCITS ETF) and EUPA.DE (Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)) are both Europe Equities funds - IS3G.DE tracks the MSCI EMU Large Cap while EUPA.DE tracks the Shiller Barclays CAPE® Global Sector. Both are passively managed. Over the past 3 years, IS3G.DE returned 15.08%/yr vs 17.95%/yr for EUPA.DE. A 0.66 correlation means they provide meaningful diversification when combined. IS3G.DE charges 0.49%/yr vs 0.65%/yr for EUPA.DE.
Performance
IS3G.DE vs. EUPA.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with IS3G.DE having a 8.74% return and EUPA.DE slightly lower at 8.36%.
IS3G.DE
- 1D
- 0.53%
- 1M
- 2.36%
- YTD
- 8.74%
- 6M
- 10.30%
- 1Y
- 17.41%
- 3Y*
- 15.08%
- 5Y*
- 10.43%
- 10Y*
- 9.99%
EUPA.DE
- 1D
- 0.63%
- 1M
- -0.88%
- YTD
- 8.36%
- 6M
- 9.89%
- 1Y
- 17.44%
- 3Y*
- 17.95%
- 5Y*
- —
- 10Y*
- —
IS3G.DE vs. EUPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IS3G.DE iShares MSCI EMU Large Cap UCITS ETF | 8.74% | 22.66% | 8.54% | 7.80% |
EUPA.DE Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) | 8.36% | 18.38% | 13.54% | 11.13% |
Correlation
The correlation between IS3G.DE and EUPA.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2023 | 0.66 |
The correlation between IS3G.DE and EUPA.DE has been stable across timeframes, ranging from 0.61 to 0.66 - a consistent structural relationship.
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Return for Risk
IS3G.DE vs. EUPA.DE — Risk / Return Rank
IS3G.DE
EUPA.DE
IS3G.DE vs. EUPA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU Large Cap UCITS ETF (IS3G.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.
| IS3G.DE | EUPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.28 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.67 | 2.02 | -0.35 |
| Martin ratioReturn relative to average drawdown | 5.99 | 7.49 | -1.50 |
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
| IS3G.DE | EUPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 1.57 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 1.30 | -0.80 |
Drawdowns
IS3G.DE vs. EUPA.DE - Drawdown Comparison
The maximum IS3G.DE drawdown since its inception was -38.66%, 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 IS3G.DE and EUPA.DE.
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Drawdown Indicators
| IS3G.DE | EUPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.66% | -10.28% | -28.38% |
Max Drawdown (1Y)Largest decline over 1 year | -10.55% | -8.44% | -2.11% |
Max Drawdown (3Y)Largest decline over 3 years | -15.83% | -10.28% | -5.55% |
Max Drawdown (5Y)Largest decline over 5 years | -24.14% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.66% | — | — |
Current DrawdownCurrent decline from peak | -0.30% | -2.77% | +2.47% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -1.91% | -4.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 2.28% | +0.66% |
Volatility
IS3G.DE vs. EUPA.DE - Volatility Comparison
iShares MSCI EMU Large Cap UCITS ETF (IS3G.DE) has a higher volatility of 4.90% compared to Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) at 3.63%. This indicates that IS3G.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
| IS3G.DE | EUPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 3.63% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 12.46% | 9.03% | +3.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.12% | 10.84% | +4.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.59% | 12.40% | +4.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.41% | 12.40% | +5.01% |
IS3G.DE vs. EUPA.DE - Expense Ratio Comparison
IS3G.DE has a 0.49% expense ratio, which is lower than EUPA.DE's 0.65% expense ratio.
Dividends
IS3G.DE vs. EUPA.DE - Dividend Comparison
Neither IS3G.DE nor EUPA.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3G.DE and EUPA.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS3G.DE is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3G.DE is cheaper with a 0.49% expense ratio, compared with 0.65% for EUPA.DE.
IS3G.DE tracks MSCI EMU Large Cap, while EUPA.DE tracks Shiller Barclays CAPE® Global Sector. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.49% for IS3G.DE and 0.65% for EUPA.DE.
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