S6EW.L vs. LCPE.L
S6EW.L (Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR)) and LCPE.L (Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS) are both Europe Equities funds - S6EW.L tracks the Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR) while LCPE.L tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 10 years, S6EW.L returned 8.04%/yr vs 8.82%/yr for LCPE.L. A 0.79 correlation means they provide meaningful diversification when combined. S6EW.L charges 0.35%/yr vs 0.65%/yr for LCPE.L.
Performance
S6EW.L vs. LCPE.L - Performance Comparison
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Different Trading Currencies
S6EW.L is traded in EUR, while LCPE.L is traded in GBp. To make them comparable, the LCPE.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, S6EW.L achieves a 8.61% return, which is significantly lower than LCPE.L's 16.51% return. Over the past 10 years, S6EW.L has underperformed LCPE.L with an annualized return of 8.04%, while LCPE.L has yielded a comparatively higher 8.82% annualized return.
S6EW.L
- 1D
- 0.43%
- 1M
- 1.28%
- 6M
- 6.28%
- YTD
- 8.61%
- 1Y
- 15.60%
- 3Y*
- 12.05%
- 5Y*
- 5.57%
- 10Y*
- 8.04%
LCPE.L
- 1D
- 0.64%
- 1M
- 1.12%
- 6M
- 13.69%
- YTD
- 16.51%
- 1Y
- 29.05%
- 3Y*
- 11.61%
- 5Y*
- 8.83%
- 10Y*
- 8.82%
S6EW.L vs. LCPE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
S6EW.L Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR) | 8.61% | 17.10% | 4.54% | 14.86% | -18.32% | 21.45% | 1.62% | 27.65% | -11.86% | 14.90% |
LCPE.L Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS | 16.51% | 12.10% | 2.38% | 12.80% | -5.31% | 25.16% | 2.65% | 24.30% | -7.32% | 5.35% |
Correlation
The correlation between S6EW.L and LCPE.L is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2015 | 0.79 |
The correlation between S6EW.L and LCPE.L shifts across timeframes, from 0.62 (1 year) to 0.80 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
S6EW.L vs. LCPE.L — Risk / Return Rank
S6EW.L
LCPE.L
S6EW.L vs. LCPE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR) (S6EW.L) and Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS (LCPE.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.
| S6EW.L | LCPE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.44 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.50 | 5.17 | -3.67 |
| Martin ratioReturn relative to average drawdown | 5.60 | 16.37 | -10.77 |
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Drawdowns
S6EW.L vs. LCPE.L - Drawdown Comparison
The maximum S6EW.L drawdown since its inception was -37.58%, which is greater than LCPE.L's maximum drawdown of -32.82%. Use the drawdown chart below to compare losses from any high point for S6EW.L and LCPE.L.
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Drawdown Indicators
| S6EW.L | LCPE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.58% | -32.82% | -4.76% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -5.38% | -4.98% |
Max Drawdown (3Y)Largest decline over 3 years | -15.06% | -14.38% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -29.60% | -15.30% | -14.30% |
Max Drawdown (10Y)Largest decline over 10 years | -37.58% | -32.82% | -4.76% |
Current DrawdownCurrent decline from peak | -0.63% | -1.52% | +0.89% |
Average DrawdownAverage peak-to-trough decline | -6.14% | -4.95% | -1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 1.70% | +1.08% |
Volatility
S6EW.L vs. LCPE.L - Volatility Comparison
The current volatility for Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR) (S6EW.L) is 3.31%, while Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS (LCPE.L) has a volatility of 3.83%. This indicates that S6EW.L experiences smaller price fluctuations and is considered to be less risky than LCPE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| S6EW.L | LCPE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 3.83% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 10.74% | 8.75% | +1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.70% | 11.43% | +1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 13.27% | +2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.95% | 14.59% | +1.36% |
S6EW.L vs. LCPE.L - Expense Ratio Comparison
S6EW.L has a 0.35% expense ratio, which is lower than LCPE.L's 0.65% expense ratio.
Dividends
S6EW.L vs. LCPE.L - Dividend Comparison
Neither S6EW.L nor LCPE.L has paid dividends to shareholders.
Frequently Asked Questions
S6EW.L and LCPE.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S6EW.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S6EW.L is cheaper with a 0.35% expense ratio, compared with 0.65% for LCPE.L.
S6EW.L tracks Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR), while LCPE.L tracks MSCI Europe NR EUR. They also come from different issuers: Ossiam and Natixis. Their fees differ too: 0.35% for S6EW.L and 0.65% for LCPE.L.
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