SK9A.DE vs. EUPE.DE
SK9A.DE (Expat Slovakia SAX UCITS ETF) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - SK9A.DE tracks the SAX Index while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 5 years, SK9A.DE returned -11.34%/yr vs 9.14%/yr for EUPE.DE. At a 0.02 correlation, their price movements are largely independent. SK9A.DE charges 1.38%/yr vs 0.65%/yr for EUPE.DE.
Performance
SK9A.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SK9A.DE achieves a -5.23% return, which is significantly lower than EUPE.DE's 17.10% return.
SK9A.DE
- 1D
- 0.09%
- 1M
- 4.26%
- 6M
- -3.96%
- YTD
- -5.23%
- 1Y
- -8.43%
- 3Y*
- -8.81%
- 5Y*
- -11.34%
- 10Y*
- —
EUPE.DE
- 1D
- 0.14%
- 1M
- 1.49%
- 6M
- 14.09%
- YTD
- 17.10%
- 1Y
- 29.36%
- 3Y*
- 11.72%
- 5Y*
- 9.14%
- 10Y*
- 8.83%
SK9A.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SK9A.DE Expat Slovakia SAX UCITS ETF | -5.23% | -7.70% | -11.57% | -2.72% | -26.07% | 0.64% | -6.13% | -2.42% | -10.23% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 17.10% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -5.59% |
Correlation
The correlation between SK9A.DE and EUPE.DE is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2018 | 0.02 |
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Return for Risk
SK9A.DE vs. EUPE.DE — Risk / Return Rank
SK9A.DE
EUPE.DE
SK9A.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Expat Slovakia SAX UCITS ETF (SK9A.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.
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.
| SK9A.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.40 | ||
| Sortino ratioReturn per unit of downside risk | -4.73 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.45 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 5.75 | -6.30 |
| Martin ratioReturn relative to average drawdown | -1.04 | 16.38 | -17.42 |
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Drawdowns
SK9A.DE vs. EUPE.DE - Drawdown Comparison
The maximum SK9A.DE drawdown since its inception was -73.30%, which is greater than EUPE.DE's maximum drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for SK9A.DE and EUPE.DE.
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Drawdown Indicators
| SK9A.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.30% | -32.64% | -40.66% |
Max Drawdown (1Y)Largest decline over 1 year | -15.32% | -5.08% | -10.24% |
Max Drawdown (3Y)Largest decline over 3 years | -31.08% | -15.63% | -15.45% |
Max Drawdown (5Y)Largest decline over 5 years | -49.50% | -15.63% | -33.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.64% | — |
Current DrawdownCurrent decline from peak | -71.32% | -1.64% | -69.68% |
Average DrawdownAverage peak-to-trough decline | -45.90% | -4.88% | -41.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.06% | 1.79% | +6.27% |
Volatility
SK9A.DE vs. EUPE.DE - Volatility Comparison
Expat Slovakia SAX UCITS ETF (SK9A.DE) has a higher volatility of 5.90% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.63%. This indicates that SK9A.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
| SK9A.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 3.63% | +2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 7.80% | 8.82% | -1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.02% | 11.42% | -1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.51% | 13.19% | -3.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.29% | 14.57% | +23.72% |
SK9A.DE vs. EUPE.DE - Expense Ratio Comparison
SK9A.DE has a 1.38% expense ratio, which is higher than EUPE.DE's 0.65% expense ratio.
Dividends
SK9A.DE vs. EUPE.DE - Dividend Comparison
Neither SK9A.DE nor EUPE.DE has paid dividends to shareholders.
Frequently Asked Questions
SK9A.DE and EUPE.DE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUPE.DE is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUPE.DE is cheaper with a 0.65% expense ratio, compared with 1.38% for SK9A.DE.
SK9A.DE tracks SAX Index, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: Expat and Natixis. Their fees differ too: 1.38% for SK9A.DE and 0.65% for EUPE.DE.
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