OP5E.DE vs. EUPE.DE
OP5E.DE (Ossiam Bloomberg Japan PAB NR UCITS ETF (EUR)) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both exchange-traded funds - OP5E.DE is a Japan Equities fund tracking the Bloomberg PAB Japan Large & Mid Cap, while EUPE.DE is a Europe Equities fund tracking the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 3 years, OP5E.DE returned 13.12%/yr vs 11.71%/yr for EUPE.DE. At a 0.42 correlation, their price movements are largely independent. OP5E.DE charges 0.19%/yr vs 0.65%/yr for EUPE.DE.
Performance
OP5E.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, OP5E.DE achieves a 17.74% return, which is significantly higher than EUPE.DE's 15.44% return.
OP5E.DE
- 1D
- -0.31%
- 1M
- 7.47%
- YTD
- 17.74%
- 6M
- 17.17%
- 1Y
- 29.26%
- 3Y*
- 13.12%
- 5Y*
- —
- 10Y*
- —
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%
OP5E.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
OP5E.DE Ossiam Bloomberg Japan PAB NR UCITS ETF (EUR) | 17.74% | 8.90% | 10.84% | 14.78% | -8.63% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 15.44% | 12.45% | 2.14% | 12.84% | -4.54% |
Correlation
The correlation between OP5E.DE and EUPE.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Aug 23, 2022 | 0.42 |
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Return for Risk
OP5E.DE vs. EUPE.DE — Risk / Return Rank
OP5E.DE
EUPE.DE
OP5E.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ossiam Bloomberg Japan PAB NR UCITS ETF (EUR) (OP5E.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.
| OP5E.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.37 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | 4.19 | -1.38 |
| Martin ratioReturn relative to average drawdown | 9.37 | 11.50 | -2.13 |
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
| OP5E.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 2.17 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.65 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.46 | +0.20 |
Drawdowns
OP5E.DE vs. EUPE.DE - Drawdown Comparison
The maximum OP5E.DE drawdown since its inception was -16.97%, smaller than the maximum EUPE.DE drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for OP5E.DE and EUPE.DE.
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Drawdown Indicators
| OP5E.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.97% | -32.64% | +15.67% |
Max Drawdown (1Y)Largest decline over 1 year | -10.35% | -5.82% | -4.53% |
Max Drawdown (3Y)Largest decline over 3 years | -16.97% | -15.63% | -1.34% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.63% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.64% | — |
Current DrawdownCurrent decline from peak | -0.31% | -3.04% | +2.73% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -4.95% | +0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.13% | +0.99% |
Volatility
OP5E.DE vs. EUPE.DE - Volatility Comparison
Ossiam Bloomberg Japan PAB NR UCITS ETF (EUR) (OP5E.DE) and Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) have volatilities of 3.48% and 3.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OP5E.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.48% | 3.64% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 14.30% | 8.56% | +5.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.38% | 11.27% | +7.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.72% | 13.17% | +3.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.72% | 14.99% | +1.73% |
OP5E.DE vs. EUPE.DE - Expense Ratio Comparison
OP5E.DE has a 0.19% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
OP5E.DE vs. EUPE.DE - Dividend Comparison
Neither OP5E.DE nor EUPE.DE has paid dividends to shareholders.
Frequently Asked Questions
OP5E.DE and EUPE.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, OP5E.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OP5E.DE is cheaper with a 0.19% expense ratio, compared with 0.65% for EUPE.DE.
OP5E.DE is categorized as Japan Equities, while EUPE.DE is Europe Equities. OP5E.DE tracks Bloomberg PAB Japan Large & Mid Cap, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. Their fees differ too: 0.19% for OP5E.DE and 0.65% for EUPE.DE.
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