SLMA.DE vs. EUPA.DE
SLMA.DE (iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc)) and EUPA.DE (Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)) are both Europe Equities funds - SLMA.DE tracks the MSCI EMU ESG Screened while EUPA.DE tracks the Shiller Barclays CAPE® Global Sector. Both are passively managed. Over the past 3 years, SLMA.DE returned 15.58%/yr vs 17.95%/yr for EUPA.DE. A 0.66 correlation means they provide meaningful diversification when combined. SLMA.DE charges 0.12%/yr vs 0.65%/yr for EUPA.DE.
Performance
SLMA.DE vs. EUPA.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SLMA.DE having a 8.54% return and EUPA.DE slightly lower at 8.36%.
SLMA.DE
- 1D
- 0.46%
- 1M
- 2.64%
- YTD
- 8.54%
- 6M
- 10.39%
- 1Y
- 16.70%
- 3Y*
- 15.58%
- 5Y*
- 10.24%
- 10Y*
- —
EUPA.DE
- 1D
- 0.63%
- 1M
- -0.88%
- YTD
- 8.36%
- 6M
- 9.89%
- 1Y
- 17.44%
- 3Y*
- 17.95%
- 5Y*
- —
- 10Y*
- —
SLMA.DE vs. EUPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SLMA.DE iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) | 8.54% | 22.99% | 9.30% | 7.41% |
EUPA.DE Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) | 8.36% | 18.38% | 13.54% | 11.13% |
Correlation
The correlation between SLMA.DE and EUPA.DE 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 | 0.67 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2023 | 0.66 |
The correlation between SLMA.DE and EUPA.DE has been stable across timeframes, ranging from 0.62 to 0.67 - a consistent structural relationship.
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Return for Risk
SLMA.DE vs. EUPA.DE — Risk / Return Rank
SLMA.DE
EUPA.DE
SLMA.DE vs. EUPA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SLMA.DE) and Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.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.
| SLMA.DE | EUPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.28 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 2.02 | -0.38 |
| Martin ratioReturn relative to average drawdown | 5.91 | 7.49 | -1.58 |
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
| SLMA.DE | EUPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.57 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 1.30 | -0.68 |
Drawdowns
SLMA.DE vs. EUPA.DE - Drawdown Comparison
The maximum SLMA.DE drawdown since its inception was -37.39%, which is greater than EUPA.DE's maximum drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for SLMA.DE and EUPA.DE.
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Drawdown Indicators
| SLMA.DE | EUPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.39% | -10.28% | -27.11% |
Max Drawdown (1Y)Largest decline over 1 year | -10.24% | -8.44% | -1.80% |
Max Drawdown (3Y)Largest decline over 3 years | -15.06% | -10.28% | -4.78% |
Max Drawdown (5Y)Largest decline over 5 years | -25.10% | — | — |
Current DrawdownCurrent decline from peak | -0.36% | -2.77% | +2.41% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -1.91% | -3.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.28% | +0.56% |
Volatility
SLMA.DE vs. EUPA.DE - Volatility Comparison
iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SLMA.DE) has a higher volatility of 4.51% compared to Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) at 3.63%. This indicates that SLMA.DE's price experiences larger fluctuations and is considered to be riskier than EUPA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SLMA.DE | EUPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.51% | 3.63% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 11.82% | 9.03% | +2.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.42% | 10.84% | +3.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.16% | 12.40% | +3.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 12.40% | +5.61% |
SLMA.DE vs. EUPA.DE - Expense Ratio Comparison
SLMA.DE has a 0.12% expense ratio, which is lower than EUPA.DE's 0.65% expense ratio.
Dividends
SLMA.DE vs. EUPA.DE - Dividend Comparison
Neither SLMA.DE nor EUPA.DE has paid dividends to shareholders.
Frequently Asked Questions
SLMA.DE and EUPA.DE 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, SLMA.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SLMA.DE is cheaper with a 0.12% expense ratio, compared with 0.65% for EUPA.DE.
SLMA.DE tracks MSCI EMU ESG Screened, while EUPA.DE tracks Shiller Barclays CAPE® Global Sector. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.12% for SLMA.DE and 0.65% for EUPA.DE.
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