USCP.DE vs. EUPE.DE
USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both exchange-traded funds - USCP.DE is a Large Cap Blend Equities fund tracking the Shiller Barclays CAPE® US Sector Value, while EUPE.DE is a Europe Equities fund tracking the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, USCP.DE returned 13.23%/yr vs 8.97%/yr for EUPE.DE. A 0.65 correlation means they provide meaningful diversification when combined. Both charge a 0.65% expense ratio.
Performance
USCP.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, USCP.DE achieves a 1.13% return, which is significantly lower than EUPE.DE's 15.44% return. Over the past 10 years, USCP.DE has outperformed EUPE.DE with an annualized return of 13.23%, while EUPE.DE has yielded a comparatively lower 8.97% annualized return.
USCP.DE
- 1D
- 1.28%
- 1M
- 0.56%
- YTD
- 1.13%
- 6M
- 2.00%
- 1Y
- 5.12%
- 3Y*
- 9.33%
- 5Y*
- 9.75%
- 10Y*
- 13.23%
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%
USCP.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | 1.13% | -3.26% | 22.70% | 25.56% | -10.80% | 38.73% | 7.54% | 33.98% | 0.41% | 5.39% |
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 USCP.DE and EUPE.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 2015 | 0.65 |
The correlation between USCP.DE and EUPE.DE shifts across timeframes, from 0.51 (3 years) to 0.65 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
USCP.DE vs. EUPE.DE — Risk / Return Rank
USCP.DE
EUPE.DE
USCP.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.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.
| USCP.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.34 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.37 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 4.19 | -3.47 |
| Martin ratioReturn relative to average drawdown | 2.18 | 11.50 | -9.32 |
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
| USCP.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 2.17 | -1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.65 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.60 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.46 | +0.28 |
Drawdowns
USCP.DE vs. EUPE.DE - Drawdown Comparison
The maximum USCP.DE drawdown since its inception was -34.80%, 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 USCP.DE and EUPE.DE.
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Drawdown Indicators
| USCP.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.80% | -32.64% | -2.16% |
Max Drawdown (1Y)Largest decline over 1 year | -7.04% | -5.82% | -1.22% |
Max Drawdown (3Y)Largest decline over 3 years | -19.22% | -15.63% | -3.59% |
Max Drawdown (5Y)Largest decline over 5 years | -19.22% | -15.63% | -3.59% |
Max Drawdown (10Y)Largest decline over 10 years | -34.80% | -32.64% | -2.16% |
Current DrawdownCurrent decline from peak | -7.42% | -3.04% | -4.38% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -4.95% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 2.13% | +0.21% |
Volatility
USCP.DE vs. EUPE.DE - Volatility Comparison
The current volatility for Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) is 3.16%, while Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) has a volatility of 3.64%. This indicates that USCP.DE experiences smaller price fluctuations and is considered to be less risky 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
| USCP.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 3.64% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 7.23% | 8.56% | -1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.00% | 11.27% | -1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 13.17% | +1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 14.99% | +1.12% |
USCP.DE vs. EUPE.DE - Expense Ratio Comparison
Both USCP.DE and EUPE.DE have an expense ratio of 0.65%.
Dividends
USCP.DE vs. EUPE.DE - Dividend Comparison
Neither USCP.DE nor EUPE.DE has paid dividends to shareholders.
Frequently Asked Questions
USCP.DE and EUPE.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.65% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
USCP.DE and EUPE.DE have the same expense ratio: 0.65% per year.
USCP.DE is categorized as Large Cap Blend Equities, while EUPE.DE is Europe Equities. USCP.DE tracks Shiller Barclays CAPE® US Sector Value, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value.
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