IUSZ.DE vs. EUPE.DE
IUSZ.DE (iShares Core FTSE 100 UCITS ETF (Dist)) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - IUSZ.DE tracks the FTSE 100 while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 5 years, IUSZ.DE returned 9.88%/yr vs 8.60%/yr for EUPE.DE. Their correlation of 0.82 suggests significant overlap in exposure. IUSZ.DE charges 0.07%/yr vs 0.65%/yr for EUPE.DE.
Performance
IUSZ.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSZ.DE achieves a 6.50% return, which is significantly lower than EUPE.DE's 15.44% return.
IUSZ.DE
- 1D
- 0.15%
- 1M
- -0.44%
- YTD
- 6.50%
- 6M
- 8.78%
- 1Y
- 14.23%
- 3Y*
- 11.63%
- 5Y*
- 9.88%
- 10Y*
- —
EUPE.DE
- 1D
- 0.35%
- 1M
- 0.49%
- YTD
- 15.44%
- 6M
- 15.81%
- 1Y
- 24.47%
- 3Y*
- 11.71%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
IUSZ.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSZ.DE iShares Core FTSE 100 UCITS ETF (Dist) | 6.50% | 16.47% | 9.79% | 9.07% | -1.35% | 24.82% | -15.69% | 25.38% | -10.49% | 8.10% |
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 IUSZ.DE and EUPE.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 | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2016 | 0.82 |
Over the past year, the correlation between IUSZ.DE and EUPE.DE has dropped to 0.61 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
IUSZ.DE vs. EUPE.DE — Risk / Return Rank
IUSZ.DE
EUPE.DE
IUSZ.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.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.
| IUSZ.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.37 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 4.19 | -2.45 |
| Martin ratioReturn relative to average drawdown | 5.71 | 11.50 | -5.79 |
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
| IUSZ.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 2.17 | -0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.65 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.46 | -0.02 |
Drawdowns
IUSZ.DE vs. EUPE.DE - Drawdown Comparison
The maximum IUSZ.DE drawdown since its inception was -40.31%, 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 IUSZ.DE and EUPE.DE.
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Drawdown Indicators
| IUSZ.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -32.64% | -7.67% |
Max Drawdown (1Y)Largest decline over 1 year | -8.23% | -5.82% | -2.41% |
Max Drawdown (3Y)Largest decline over 3 years | -17.24% | -15.63% | -1.61% |
Max Drawdown (5Y)Largest decline over 5 years | -17.24% | -15.63% | -1.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.64% | — |
Current DrawdownCurrent decline from peak | -2.94% | -3.04% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -4.95% | -0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.13% | +0.38% |
Volatility
IUSZ.DE vs. EUPE.DE - Volatility Comparison
iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.DE) has a higher volatility of 4.16% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that IUSZ.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
| IUSZ.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 3.64% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 10.14% | 8.56% | +1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 11.27% | +0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.07% | 13.17% | +0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 14.99% | +1.33% |
IUSZ.DE vs. EUPE.DE - Expense Ratio Comparison
IUSZ.DE has a 0.07% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
IUSZ.DE vs. EUPE.DE - Dividend Comparison
Neither IUSZ.DE nor EUPE.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IUSZ.DE iShares Core FTSE 100 UCITS ETF (Dist) | 0.00% | 0.00% | 0.00% | 3.09% | 3.86% | 3.68% | 3.06% | 4.32% | 4.54% | 4.01% | 0.73% |
Frequently Asked Questions
IUSZ.DE and EUPE.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, IUSZ.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSZ.DE is cheaper with a 0.07% expense ratio, compared with 0.65% for EUPE.DE.
IUSZ.DE tracks FTSE 100, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.07% for IUSZ.DE and 0.65% for EUPE.DE.
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