LCPE.L vs. XEUM.L
Compare and contrast key facts about Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS (LCPE.L) and Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (XEUM.L).
LCPE.L and XEUM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LCPE.L is a passively managed fund by Natixis that tracks the performance of the MSCI Europe NR EUR. It was launched on Dec 30, 2014. XEUM.L is a passively managed fund by DWS that tracks the performance of the MSCI Europe NR EUR. It was launched on Jul 5, 2013. Both LCPE.L and XEUM.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
LCPE.L vs. XEUM.L - Performance Comparison
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LCPE.L vs. XEUM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LCPE.L Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS | 8.92% | 18.88% | -2.83% | 10.70% | 0.29% | 16.28% | 8.38% | 12.94% | -2.26% | 9.54% |
XEUM.L Xtrackers MSCI Europe ESG Screened UCITS ETF 1C | 1.01% | 22.70% | 2.86% | 14.00% | -5.29% | 14.84% | 9.94% | 23.14% | -12.46% | 19.05% |
Returns By Period
In the year-to-date period, LCPE.L achieves a 8.92% return, which is significantly higher than XEUM.L's 1.01% return. Both investments have delivered pretty close results over the past 10 years, with LCPE.L having a 9.68% annualized return and XEUM.L not far ahead at 9.82%.
LCPE.L
- 1D
- -0.57%
- 1M
- -1.17%
- YTD
- 8.92%
- 6M
- 15.49%
- 1Y
- 23.45%
- 3Y*
- 10.24%
- 5Y*
- 9.22%
- 10Y*
- 9.68%
XEUM.L
- 1D
- 2.55%
- 1M
- -4.23%
- YTD
- 1.01%
- 6M
- 6.30%
- 1Y
- 16.51%
- 3Y*
- 10.73%
- 5Y*
- 8.95%
- 10Y*
- 9.82%
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LCPE.L vs. XEUM.L - Expense Ratio Comparison
LCPE.L has a 0.65% expense ratio, which is higher than XEUM.L's 0.12% expense ratio.
Return for Risk
LCPE.L vs. XEUM.L — Risk / Return Rank
LCPE.L
XEUM.L
LCPE.L vs. XEUM.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 Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (XEUM.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.
| LCPE.L | XEUM.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.86 | 1.19 | +0.68 |
Sortino ratioReturn per unit of downside risk | 2.40 | 1.61 | +0.78 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.24 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 1.58 | +0.42 |
Martin ratioReturn relative to average drawdown | 8.53 | 6.03 | +2.50 |
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
| LCPE.L | XEUM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 1.19 | +0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | 0.65 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.15 | 0.66 | +0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.95 | 0.65 | +0.30 |
Correlation
The correlation between LCPE.L and XEUM.L is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
LCPE.L vs. XEUM.L - Dividend Comparison
Neither LCPE.L nor XEUM.L has paid dividends to shareholders.
Drawdowns
LCPE.L vs. XEUM.L - Drawdown Comparison
The maximum LCPE.L drawdown since its inception was -27.05%, smaller than the maximum XEUM.L drawdown of -30.91%. Use the drawdown chart below to compare losses from any high point for LCPE.L and XEUM.L.
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Drawdown Indicators
| LCPE.L | XEUM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.05% | -30.91% | +3.86% |
Max Drawdown (1Y)Largest decline over 1 year | -8.37% | -10.70% | +2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -12.39% | -17.79% | +5.40% |
Max Drawdown (10Y)Largest decline over 10 years | -27.05% | -30.91% | +3.86% |
Current DrawdownCurrent decline from peak | -1.95% | -6.27% | +4.32% |
Average DrawdownAverage peak-to-trough decline | -3.61% | -4.18% | +0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.80% | -0.43% |
Volatility
LCPE.L vs. XEUM.L - Volatility Comparison
The current volatility for Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS (LCPE.L) is 4.11%, while Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (XEUM.L) has a volatility of 5.85%. This indicates that LCPE.L experiences smaller price fluctuations and is considered to be less risky than XEUM.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.L | XEUM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 5.85% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 8.18% | 9.33% | -1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.12% | 13.89% | -0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.01% | 13.86% | +4.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.83% | 14.92% | +5.91% |