IUSK.DE vs. EUPE.DE
IUSK.DE (iShares MSCI Europe SRI UCITS ETF (Acc)) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - IUSK.DE tracks the MSCI Europe SRI Select Reduced Fossil Fuels while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, IUSK.DE returned 7.86%/yr vs 8.97%/yr for EUPE.DE. Their correlation of 0.88 suggests significant overlap in exposure. IUSK.DE charges 0.20%/yr vs 0.65%/yr for EUPE.DE.
Performance
IUSK.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSK.DE achieves a 6.53% return, which is significantly lower than EUPE.DE's 15.44% return. Over the past 10 years, IUSK.DE has underperformed EUPE.DE with an annualized return of 7.86%, while EUPE.DE has yielded a comparatively higher 8.97% annualized return.
IUSK.DE
- 1D
- 0.74%
- 1M
- 3.57%
- YTD
- 6.53%
- 6M
- 8.39%
- 1Y
- 5.38%
- 3Y*
- 7.02%
- 5Y*
- 5.35%
- 10Y*
- 7.86%
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%
IUSK.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSK.DE iShares MSCI Europe SRI UCITS ETF (Acc) | 6.53% | 3.95% | 5.36% | 16.45% | -15.18% | 26.73% | 4.02% | 30.88% | -7.69% | 11.41% |
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 IUSK.DE and EUPE.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.88 |
The correlation between IUSK.DE and EUPE.DE shifts across timeframes, from 0.69 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IUSK.DE vs. EUPE.DE — Risk / Return Rank
IUSK.DE
EUPE.DE
IUSK.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.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.
| IUSK.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.77 | ||
| Sortino ratioReturn per unit of downside risk | -2.43 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.37 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 4.19 | -3.66 |
| Martin ratioReturn relative to average drawdown | 1.40 | 11.50 | -10.09 |
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
| IUSK.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 2.17 | -1.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.65 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.60 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.46 | +0.03 |
Drawdowns
IUSK.DE vs. EUPE.DE - Drawdown Comparison
The maximum IUSK.DE drawdown since its inception was -33.56%, roughly equal to the maximum EUPE.DE drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for IUSK.DE and EUPE.DE.
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Drawdown Indicators
| IUSK.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -32.64% | -0.92% |
Max Drawdown (1Y)Largest decline over 1 year | -10.12% | -5.82% | -4.30% |
Max Drawdown (3Y)Largest decline over 3 years | -15.94% | -15.63% | -0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | -15.63% | -7.87% |
Max Drawdown (10Y)Largest decline over 10 years | -33.56% | -32.64% | -0.92% |
Current DrawdownCurrent decline from peak | -0.86% | -3.04% | +2.18% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -4.95% | -0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 2.13% | +1.70% |
Volatility
IUSK.DE vs. EUPE.DE - Volatility Comparison
iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) has a higher volatility of 4.24% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that IUSK.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
| IUSK.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 3.64% | +0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 8.56% | +2.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 11.27% | +2.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 13.17% | +1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 14.99% | +0.51% |
IUSK.DE vs. EUPE.DE - Expense Ratio Comparison
IUSK.DE has a 0.20% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
IUSK.DE vs. EUPE.DE - Dividend Comparison
Neither IUSK.DE nor EUPE.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSK.DE and EUPE.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSK.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSK.DE is cheaper with a 0.20% expense ratio, compared with 0.65% for EUPE.DE.
IUSK.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.20% for IUSK.DE and 0.65% for EUPE.DE.
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