SXR3.DE vs. EUPE.DE
Compare and contrast key facts about iShares MSCI UK UCITS ETF (Acc) (SXR3.DE) and Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE).
SXR3.DE and EUPE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXR3.DE is a passively managed fund by iShares that tracks the performance of the MSCI UK. It was launched on Jan 12, 2010. EUPE.DE is a passively managed fund by Natixis that tracks the performance of the Shiller Barclays CAPE® Europe Sector Value. It was launched on Dec 30, 2014. Both SXR3.DE and EUPE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SXR3.DE vs. EUPE.DE - Performance Comparison
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SXR3.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR3.DE iShares MSCI UK UCITS ETF (Acc) | -0.00% | 15.66% | 13.52% | 9.60% | 0.36% | 25.69% | -17.21% | 24.21% | -10.84% | 7.35% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 10.33% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
Returns By Period
Over the past 10 years, SXR3.DE has underperformed EUPE.DE with an annualized return of 7.12%, while EUPE.DE has yielded a comparatively higher 8.92% annualized return.
SXR3.DE
- 1D
- 0.00%
- 1M
- -9.49%
- YTD
- -0.00%
- 6M
- 2.25%
- 1Y
- 8.62%
- 3Y*
- 11.33%
- 5Y*
- 10.60%
- 10Y*
- 7.12%
EUPE.DE
- 1D
- 0.94%
- 1M
- 2.05%
- YTD
- 10.33%
- 6M
- 14.91%
- 1Y
- 19.28%
- 3Y*
- 9.84%
- 5Y*
- 8.88%
- 10Y*
- 8.92%
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SXR3.DE vs. EUPE.DE - Expense Ratio Comparison
SXR3.DE has a 0.33% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Return for Risk
SXR3.DE vs. EUPE.DE — Risk / Return Rank
SXR3.DE
EUPE.DE
SXR3.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI UK UCITS ETF (Acc) (SXR3.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.
| SXR3.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 1.42 | -0.94 |
Sortino ratioReturn per unit of downside risk | 0.76 | 1.83 | -1.07 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.28 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.59 | 2.79 | -2.20 |
Martin ratioReturn relative to average drawdown | 2.43 | 8.23 | -5.80 |
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
| SXR3.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 1.42 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.67 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.59 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.44 | 0.00 |
Correlation
The correlation between SXR3.DE and EUPE.DE is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SXR3.DE vs. EUPE.DE - Dividend Comparison
Neither SXR3.DE nor EUPE.DE has paid dividends to shareholders.
Drawdowns
SXR3.DE vs. EUPE.DE - Drawdown Comparison
The maximum SXR3.DE drawdown since its inception was -40.36%, 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 SXR3.DE and EUPE.DE.
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Drawdown Indicators
| SXR3.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.36% | -32.64% | -7.72% |
Max Drawdown (1Y)Largest decline over 1 year | -11.87% | -10.87% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -16.69% | -15.63% | -1.06% |
Max Drawdown (10Y)Largest decline over 10 years | -40.36% | -32.64% | -7.72% |
Current DrawdownCurrent decline from peak | -10.13% | -0.11% | -10.02% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -5.01% | -1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 2.40% | +0.94% |
Volatility
SXR3.DE vs. EUPE.DE - Volatility Comparison
iShares MSCI UK UCITS ETF (Acc) (SXR3.DE) has a higher volatility of 14.32% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.98%. This indicates that SXR3.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
| SXR3.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.32% | 3.98% | +10.34% |
Volatility (6M)Calculated over the trailing 6-month period | 14.33% | 7.93% | +6.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.81% | 13.54% | +5.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.70% | 13.11% | +1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.12% | 15.01% | +2.11% |