TPE.DE vs. IEFA
TPE.DE (PVA TePla AG) is a stock, while IEFA (iShares Core MSCI EAFE ETF) is Foreign Large Cap Equities fund tracking the MSCI EAFE IMI Index (Net). Over the past 10 years, TPE.DE returned 31.78%/yr vs 9.00%/yr for IEFA. At a 0.27 correlation, their price movements are largely independent.
Performance
TPE.DE vs. IEFA - Performance Comparison
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Different Trading Currencies
TPE.DE is traded in EUR, while IEFA is traded in USD. To make them comparable, the IEFA values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, TPE.DE achieves a 86.40% return, which is significantly higher than IEFA's 10.92% return. Over the past 10 years, TPE.DE has outperformed IEFA with an annualized return of 31.78%, while IEFA has yielded a comparatively lower 9.00% annualized return.
TPE.DE
- 1D
- -2.61%
- 1M
- 8.92%
- YTD
- 86.40%
- 6M
- 85.43%
- 1Y
- 138.10%
- 3Y*
- 29.79%
- 5Y*
- 12.63%
- 10Y*
- 31.78%
IEFA
- 1D
- 0.61%
- 1M
- 3.49%
- YTD
- 10.92%
- 6M
- 12.30%
- 1Y
- 20.24%
- 3Y*
- 14.12%
- 5Y*
- 9.24%
- 10Y*
- 9.00%
TPE.DE vs. IEFA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TPE.DE PVA TePla AG | 86.40% | 76.20% | -36.57% | 9.91% | -55.70% | 113.78% | 28.10% | 25.41% | 1.67% | 426.09% |
IEFA iShares Core MSCI EAFE ETF | 10.92% | 16.40% | 10.08% | 14.41% | -9.99% | 19.98% | -0.74% | 25.41% | -10.11% | 11.01% |
Correlation
The correlation between TPE.DE and IEFA is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2012 | 0.27 |
The correlation between TPE.DE and IEFA shifts across timeframes, from 0.23 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
TPE.DE vs. IEFA — Risk / Return Rank
TPE.DE
IEFA
TPE.DE vs. IEFA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PVA TePla AG (TPE.DE) and iShares Core MSCI EAFE ETF (IEFA). 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.
| TPE.DE | IEFA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.29 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.91 | 2.11 | +1.80 |
| Martin ratioReturn relative to average drawdown | 9.85 | 8.71 | +1.14 |
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
| TPE.DE | IEFA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.59 | 1.56 | +1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.66 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.57 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.59 | -0.45 |
Drawdowns
TPE.DE vs. IEFA - Drawdown Comparison
The maximum TPE.DE drawdown since its inception was -96.80%, which is greater than IEFA's maximum drawdown of -34.34%. Use the drawdown chart below to compare losses from any high point for TPE.DE and IEFA.
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Drawdown Indicators
| TPE.DE | IEFA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.80% | -34.34% | -62.46% |
Max Drawdown (1Y)Largest decline over 1 year | -35.12% | -9.66% | -25.46% |
Max Drawdown (3Y)Largest decline over 3 years | -53.48% | -15.47% | -38.01% |
Max Drawdown (5Y)Largest decline over 5 years | -77.70% | -17.93% | -59.77% |
Max Drawdown (10Y)Largest decline over 10 years | -77.70% | -34.34% | -43.36% |
Current DrawdownCurrent decline from peak | -13.62% | -0.07% | -13.55% |
Average DrawdownAverage peak-to-trough decline | -68.91% | -4.72% | -64.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.96% | 2.33% | +11.63% |
Volatility
TPE.DE vs. IEFA - Volatility Comparison
PVA TePla AG (TPE.DE) has a higher volatility of 18.44% compared to iShares Core MSCI EAFE ETF (IEFA) at 3.82%. This indicates that TPE.DE's price experiences larger fluctuations and is considered to be riskier than IEFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TPE.DE | IEFA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.44% | 3.82% | +14.62% |
Volatility (6M)Calculated over the trailing 6-month period | 41.75% | 10.73% | +31.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.10% | 13.04% | +40.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.38% | 13.96% | +39.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.97% | 15.98% | +38.99% |
Dividends
TPE.DE vs. IEFA - Dividend Comparison
TPE.DE has not paid dividends to shareholders, while IEFA's dividend yield for the trailing twelve months is around 3.24%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEFA iShares Core MSCI EAFE ETF | 3.24% | 3.55% | 3.47% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% |
TPE.DE PVA TePla AG | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TPE.DE and IEFA have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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