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LCPE.L vs. 0Y8Z.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LCPE.L vs. 0Y8Z.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS (LCPE.L) and iShares Core MSCI EMU UCITS ETF EUR (Dist) (0Y8Z.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LCPE.L is traded in GBp, while 0Y8Z.L is traded in EUR. To make them comparable, the 0Y8Z.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, LCPE.L achieves a 13.82% return, which is significantly higher than 0Y8Z.L's 9.29% return.


LCPE.L

1D
0.73%
1M
-0.20%
6M
11.90%
YTD
13.82%
1Y
26.95%
3Y*
11.41%
5Y*
8.79%
10Y*
9.02%

0Y8Z.L

1D
0.00%
1M
-1.09%
6M
5.79%
YTD
9.29%
1Y
18.88%
3Y*
16.21%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LCPE.L vs. 0Y8Z.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
LCPE.L
Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS
13.82%18.27%-2.33%10.46%2.12%
0Y8Z.L
iShares Core MSCI EMU UCITS ETF EUR (Dist)
9.29%31.33%3.89%13.11%5.48%

Correlation

The correlation between LCPE.L and 0Y8Z.L is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2022

0.32

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Return for Risk

LCPE.L vs. 0Y8Z.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LCPE.L
LCPE.L Risk / Return Rank: 8585
Overall Rank
LCPE.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
LCPE.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
LCPE.L Omega Ratio Rank: 8484
Omega Ratio Rank
LCPE.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
LCPE.L Martin Ratio Rank: 7979
Martin Ratio Rank

0Y8Z.L
0Y8Z.L Risk / Return Rank: 5151
Overall Rank
0Y8Z.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
0Y8Z.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
0Y8Z.L Omega Ratio Rank: 5050
Omega Ratio Rank
0Y8Z.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
0Y8Z.L Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LCPE.L vs. 0Y8Z.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS (LCPE.L) and iShares Core MSCI EMU UCITS ETF EUR (Dist) (0Y8Z.L). 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.


LCPE.L0Y8Z.LDifference
Sharpe ratioReturn per unit of total volatility

+1.02

Sortino ratioReturn per unit of downside risk

+1.36

Omega ratioGain probability vs. loss probability

1.40

1.24

+0.16

Calmar ratioReturn relative to maximum drawdown

3.87

1.82

+2.05

Martin ratioReturn relative to average drawdown

11.93

6.49

+5.44

LCPE.L vs. 0Y8Z.L - Sharpe Ratio Comparison

The current LCPE.L Sharpe Ratio is 2.27, which is higher than the 0Y8Z.L Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of LCPE.L and 0Y8Z.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LCPE.L vs. 0Y8Z.L - Drawdown Comparison

The maximum LCPE.L drawdown since its inception was -27.75%, which is greater than 0Y8Z.L's maximum drawdown of -13.04%. Use the drawdown chart below to compare losses from any high point for LCPE.L and 0Y8Z.L.


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Drawdown Indicators


LCPE.L0Y8Z.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.75%

-13.04%

-14.71%

Max Drawdown (1Y)

Largest decline over 1 year

-6.66%

-10.87%

+4.21%

Max Drawdown (3Y)

Largest decline over 3 years

-12.39%

-13.04%

+0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-12.39%

Max Drawdown (10Y)

Largest decline over 10 years

-27.75%

Current Drawdown

Current decline from peak

-3.03%

-2.67%

-0.36%

Average Drawdown

Average peak-to-trough decline

-3.94%

-2.66%

-1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

3.02%

-0.86%

Volatility

LCPE.L vs. 0Y8Z.L - Volatility Comparison

The current volatility for Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS (LCPE.L) is 3.73%, while iShares Core MSCI EMU UCITS ETF EUR (Dist) (0Y8Z.L) has a volatility of 3.94%. This indicates that LCPE.L experiences smaller price fluctuations and is considered to be less risky than 0Y8Z.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCPE.L0Y8Z.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

3.94%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

8.72%

13.50%

-4.78%

Volatility (1Y)

Calculated over the trailing 1-year period

11.35%

15.74%

-4.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.91%

19.09%

-6.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.18%

19.09%

-4.91%

LCPE.L vs. 0Y8Z.L - Expense Ratio Comparison

LCPE.L has a 0.65% expense ratio, which is higher than 0Y8Z.L's 0.12% expense ratio.


Dividends

LCPE.L vs. 0Y8Z.L - Dividend Comparison

LCPE.L has not paid dividends to shareholders, while 0Y8Z.L's dividend yield for the trailing twelve months is around 2.32%.


Frequently Asked Questions


LCPE.L and 0Y8Z.L have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 0Y8Z.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

0Y8Z.L is cheaper with a 0.12% expense ratio, compared with 0.65% for LCPE.L.

LCPE.L tracks MSCI Europe NR EUR, while 0Y8Z.L tracks MSCI EMU Net Index (EUR). They also come from different issuers: Natixis and iShares. Their fees differ too: 0.65% for LCPE.L and 0.12% for 0Y8Z.L.

Portfolio Optimizer

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