SXRW.DE vs. EUPE.DE
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - SXRW.DE tracks the FTSE 100 while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, SXRW.DE returned 8.04%/yr vs 8.97%/yr for EUPE.DE. Their correlation of 0.84 suggests significant overlap in exposure. SXRW.DE charges 0.07%/yr vs 0.65%/yr for EUPE.DE.
Performance
SXRW.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRW.DE achieves a 6.50% return, which is significantly lower than EUPE.DE's 15.44% return. Over the past 10 years, SXRW.DE has underperformed EUPE.DE with an annualized return of 8.04%, while EUPE.DE has yielded a comparatively higher 8.97% annualized return.
SXRW.DE
- 1D
- 0.14%
- 1M
- -0.73%
- YTD
- 6.50%
- 6M
- 9.61%
- 1Y
- 18.23%
- 3Y*
- 14.51%
- 5Y*
- 11.57%
- 10Y*
- 8.04%
EUPE.DE
- 1D
- 0.35%
- 1M
- 0.49%
- YTD
- 15.44%
- 6M
- 15.81%
- 1Y
- 24.47%
- 3Y*
- 11.71%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
SXRW.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 6.50% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
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 SXRW.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 | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.84 |
Over the past year, the correlation between SXRW.DE and EUPE.DE has dropped to 0.62 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
SXRW.DE vs. EUPE.DE — Risk / Return Rank
SXRW.DE
EUPE.DE
SXRW.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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.
| SXRW.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.37 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 4.19 | -1.89 |
| Martin ratioReturn relative to average drawdown | 8.40 | 11.50 | -3.10 |
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
| SXRW.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 2.17 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.65 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.60 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.46 | +0.04 |
Drawdowns
SXRW.DE vs. EUPE.DE - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, 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 SXRW.DE and EUPE.DE.
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Drawdown Indicators
| SXRW.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -32.64% | -7.67% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -5.82% | -2.09% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -15.63% | -1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -15.63% | -1.23% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | -32.64% | -7.67% |
Current DrawdownCurrent decline from peak | -2.75% | -3.04% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -4.95% | -1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.13% | +0.04% |
Volatility
SXRW.DE vs. EUPE.DE - Volatility Comparison
iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) has a higher volatility of 4.45% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that SXRW.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
| SXRW.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 3.64% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 8.56% | +1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.13% | 11.27% | +0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 13.17% | +0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 14.99% | +1.94% |
SXRW.DE vs. EUPE.DE - Expense Ratio Comparison
SXRW.DE has a 0.07% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
SXRW.DE vs. EUPE.DE - Dividend Comparison
Neither SXRW.DE nor EUPE.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRW.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, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.65% for EUPE.DE.
SXRW.DE tracks FTSE 100, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.07% for SXRW.DE and 0.65% for EUPE.DE.
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