MJMT.DE vs. EUPE.DE
MJMT.DE (Amundi MSCI Europe Momentum Factor UCITS ETF EUR) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both exchange-traded funds - MJMT.DE is a Momentum fund tracking the MSCI Europe Momentum Index, while EUPE.DE is a Europe Equities fund tracking the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 5 years, MJMT.DE returned 11.41%/yr vs 8.60%/yr for EUPE.DE. A 0.76 correlation means they provide meaningful diversification when combined. MJMT.DE charges 0.23%/yr vs 0.65%/yr for EUPE.DE.
Performance
MJMT.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MJMT.DE achieves a 8.02% return, which is significantly lower than EUPE.DE's 15.44% return.
MJMT.DE
- 1D
- 0.03%
- 1M
- 1.15%
- YTD
- 8.02%
- 6M
- 12.09%
- 1Y
- 17.13%
- 3Y*
- 20.41%
- 5Y*
- 11.41%
- 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%
MJMT.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MJMT.DE Amundi MSCI Europe Momentum Factor UCITS ETF EUR | 8.02% | 27.24% | 19.93% | 13.04% | -15.57% | 22.09% | 10.97% | 31.75% | -10.54% | 11.30% |
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 MJMT.DE and EUPE.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2016 | 0.76 |
Over the past year, the correlation between MJMT.DE and EUPE.DE has dropped to 0.42 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.
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Return for Risk
MJMT.DE vs. EUPE.DE — Risk / Return Rank
MJMT.DE
EUPE.DE
MJMT.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe Momentum Factor UCITS ETF EUR (MJMT.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.
| MJMT.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.37 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 4.19 | -2.68 |
| Martin ratioReturn relative to average drawdown | 5.64 | 11.50 | -5.86 |
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
| MJMT.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 2.17 | -1.14 |
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 | 0.70 | 0.46 | +0.24 |
Drawdowns
MJMT.DE vs. EUPE.DE - Drawdown Comparison
The maximum MJMT.DE drawdown since its inception was -31.35%, roughly equal to the maximum EUPE.DE drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for MJMT.DE and EUPE.DE.
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Drawdown Indicators
| MJMT.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.35% | -32.64% | +1.29% |
Max Drawdown (1Y)Largest decline over 1 year | -11.56% | -5.82% | -5.74% |
Max Drawdown (3Y)Largest decline over 3 years | -15.62% | -15.63% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -23.84% | -15.63% | -8.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.64% | — |
Current DrawdownCurrent decline from peak | -1.36% | -3.04% | +1.68% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -4.95% | -0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 2.13% | +0.97% |
Volatility
MJMT.DE vs. EUPE.DE - Volatility Comparison
Amundi MSCI Europe Momentum Factor UCITS ETF EUR (MJMT.DE) has a higher volatility of 4.49% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that MJMT.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
| MJMT.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 3.64% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 14.45% | 8.56% | +5.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.95% | 11.27% | +5.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.32% | 13.17% | +3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 14.99% | +1.25% |
MJMT.DE vs. EUPE.DE - Expense Ratio Comparison
MJMT.DE has a 0.23% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
MJMT.DE vs. EUPE.DE - Dividend Comparison
Neither MJMT.DE nor EUPE.DE has paid dividends to shareholders.
Frequently Asked Questions
MJMT.DE and EUPE.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MJMT.DE is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MJMT.DE is cheaper with a 0.23% expense ratio, compared with 0.65% for EUPE.DE.
MJMT.DE is categorized as Momentum, while EUPE.DE is Europe Equities. MJMT.DE tracks MSCI Europe Momentum Index, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: Amundi and Natixis. Their fees differ too: 0.23% for MJMT.DE and 0.65% for EUPE.DE.
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