SXRT.DE vs. EUPE.DE
SXRT.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - SXRT.DE tracks the EURO STOXX® 50 while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, SXRT.DE returned 10.49%/yr vs 8.97%/yr for EUPE.DE. Their correlation of 0.85 suggests significant overlap in exposure. SXRT.DE charges 0.10%/yr vs 0.65%/yr for EUPE.DE.
Performance
SXRT.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRT.DE achieves a 7.19% return, which is significantly lower than EUPE.DE's 15.44% return. Over the past 10 years, SXRT.DE has outperformed EUPE.DE with an annualized return of 10.49%, while EUPE.DE has yielded a comparatively lower 8.97% annualized return.
SXRT.DE
- 1D
- 0.76%
- 1M
- 4.63%
- YTD
- 7.19%
- 6M
- 8.59%
- 1Y
- 15.71%
- 3Y*
- 15.64%
- 5Y*
- 11.51%
- 10Y*
- 10.49%
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%
SXRT.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRT.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) | 7.19% | 22.21% | 11.08% | 22.49% | -8.80% | 23.52% | -2.93% | 30.14% | -12.14% | 10.21% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 15.44% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
Correlation
The correlation between SXRT.DE and EUPE.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 | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.85 |
Over the past year, the correlation between SXRT.DE and EUPE.DE has dropped to 0.62 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
SXRT.DE vs. EUPE.DE — Risk / Return Rank
SXRT.DE
EUPE.DE
SXRT.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.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.
| SXRT.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.37 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 4.19 | -2.76 |
| Martin ratioReturn relative to average drawdown | 4.85 | 11.50 | -6.64 |
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
| SXRT.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 2.17 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.65 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.60 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.46 | -0.06 |
Drawdowns
SXRT.DE vs. EUPE.DE - Drawdown Comparison
The maximum SXRT.DE drawdown since its inception was -38.41%, 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 SXRT.DE and EUPE.DE.
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Drawdown Indicators
| SXRT.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.41% | -32.64% | -5.77% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -5.82% | -5.11% |
Max Drawdown (3Y)Largest decline over 3 years | -16.39% | -15.63% | -0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -23.36% | -15.63% | -7.73% |
Max Drawdown (10Y)Largest decline over 10 years | -38.41% | -32.64% | -5.77% |
Current DrawdownCurrent decline from peak | -0.50% | -3.04% | +2.54% |
Average DrawdownAverage peak-to-trough decline | -7.25% | -4.95% | -2.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.13% | +1.10% |
Volatility
SXRT.DE vs. EUPE.DE - Volatility Comparison
iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) has a higher volatility of 4.91% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that SXRT.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
| SXRT.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 3.64% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 12.96% | 8.56% | +4.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.97% | 11.27% | +4.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 13.17% | +4.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 14.99% | +3.23% |
SXRT.DE vs. EUPE.DE - Expense Ratio Comparison
SXRT.DE has a 0.10% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
SXRT.DE vs. EUPE.DE - Dividend Comparison
Neither SXRT.DE nor EUPE.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRT.DE and EUPE.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, SXRT.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRT.DE is cheaper with a 0.10% expense ratio, compared with 0.65% for EUPE.DE.
SXRT.DE tracks EURO STOXX® 50, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.10% for SXRT.DE and 0.65% for EUPE.DE.
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