UIQN.DE vs. EUPA.DE
UIQN.DE (UBS ETF (LU) MSCI EMU Select Factor Mix UCITS ETF (EUR) A-acc) and EUPA.DE (Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)) are both Europe Equities funds - UIQN.DE tracks the MSCI EMU Select Factor Mix while EUPA.DE tracks the Shiller Barclays CAPE® Global Sector. Both are passively managed. Over the past 3 years, UIQN.DE returned 15.10%/yr vs 17.95%/yr for EUPA.DE. A 0.68 correlation means they provide meaningful diversification when combined. UIQN.DE charges 0.34%/yr vs 0.65%/yr for EUPA.DE.
Performance
UIQN.DE vs. EUPA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UIQN.DE achieves a 7.72% return, which is significantly lower than EUPA.DE's 8.36% return.
UIQN.DE
- 1D
- 0.22%
- 1M
- 2.57%
- YTD
- 7.72%
- 6M
- 10.27%
- 1Y
- 13.83%
- 3Y*
- 15.10%
- 5Y*
- 9.53%
- 10Y*
- —
EUPA.DE
- 1D
- 0.63%
- 1M
- 0.54%
- YTD
- 8.36%
- 6M
- 9.94%
- 1Y
- 17.10%
- 3Y*
- 17.95%
- 5Y*
- —
- 10Y*
- —
UIQN.DE vs. EUPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
UIQN.DE UBS ETF (LU) MSCI EMU Select Factor Mix UCITS ETF (EUR) A-acc | 7.72% | 23.72% | 7.69% | 7.21% |
EUPA.DE Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) | 8.36% | 18.38% | 13.54% | 11.13% |
Correlation
The correlation between UIQN.DE and EUPA.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2023 | 0.68 |
The correlation between UIQN.DE and EUPA.DE has been stable across timeframes, ranging from 0.63 to 0.69 - a consistent structural relationship.
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Return for Risk
UIQN.DE vs. EUPA.DE — Risk / Return Rank
UIQN.DE
EUPA.DE
UIQN.DE vs. EUPA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI EMU Select Factor Mix UCITS ETF (EUR) A-acc (UIQN.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.
| UIQN.DE | EUPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.28 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 2.02 | -0.56 |
| Martin ratioReturn relative to average drawdown | 5.35 | 7.49 | -2.14 |
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
| UIQN.DE | EUPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.57 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 1.30 | -0.76 |
Drawdowns
UIQN.DE vs. EUPA.DE - Drawdown Comparison
The maximum UIQN.DE drawdown since its inception was -37.48%, 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 UIQN.DE and EUPA.DE.
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Drawdown Indicators
| UIQN.DE | EUPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.48% | -10.28% | -27.20% |
Max Drawdown (1Y)Largest decline over 1 year | -9.45% | -8.44% | -1.01% |
Max Drawdown (3Y)Largest decline over 3 years | -13.66% | -10.28% | -3.38% |
Max Drawdown (5Y)Largest decline over 5 years | -24.11% | — | — |
Current DrawdownCurrent decline from peak | -1.31% | -2.77% | +1.46% |
Average DrawdownAverage peak-to-trough decline | -5.59% | -1.91% | -3.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.28% | +0.30% |
Volatility
UIQN.DE vs. EUPA.DE - Volatility Comparison
UBS ETF (LU) MSCI EMU Select Factor Mix UCITS ETF (EUR) A-acc (UIQN.DE) has a higher volatility of 3.88% compared to Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) at 3.63%. This indicates that UIQN.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
| UIQN.DE | EUPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 3.63% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 10.50% | 9.03% | +1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.65% | 10.84% | +1.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.49% | 12.40% | +2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.26% | 12.40% | +3.86% |
UIQN.DE vs. EUPA.DE - Expense Ratio Comparison
UIQN.DE has a 0.34% expense ratio, which is lower than EUPA.DE's 0.65% expense ratio.
Dividends
UIQN.DE vs. EUPA.DE - Dividend Comparison
Neither UIQN.DE nor EUPA.DE has paid dividends to shareholders.
Frequently Asked Questions
UIQN.DE and EUPA.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIQN.DE is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIQN.DE is cheaper with a 0.34% expense ratio, compared with 0.65% for EUPA.DE.
UIQN.DE tracks MSCI EMU Select Factor Mix, while EUPA.DE tracks Shiller Barclays CAPE® Global Sector. They also come from different issuers: UBS and Franklin Templeton. Their fees differ too: 0.34% for UIQN.DE and 0.65% for EUPA.DE.
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