XDUK.DE vs. EUPE.DE
XDUK.DE (Xtrackers FTSE 100 UCITS ETF 1C) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - XDUK.DE tracks the FTSE AllSh TR GBP while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, XDUK.DE returned 7.99%/yr vs 8.97%/yr for EUPE.DE. Their correlation of 0.84 suggests significant overlap in exposure. XDUK.DE charges 0.09%/yr vs 0.65%/yr for EUPE.DE.
Performance
XDUK.DE vs. EUPE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XDUK.DE achieves a 6.84% return, which is significantly lower than EUPE.DE's 15.44% return. Over the past 10 years, XDUK.DE has underperformed EUPE.DE with an annualized return of 7.99%, while EUPE.DE has yielded a comparatively higher 8.97% annualized return.
XDUK.DE
- 1D
- 0.16%
- 1M
- -0.51%
- YTD
- 6.84%
- 6M
- 9.86%
- 1Y
- 17.54%
- 3Y*
- 14.66%
- 5Y*
- 11.55%
- 10Y*
- 7.99%
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%
XDUK.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDUK.DE Xtrackers FTSE 100 UCITS ETF 1C | 6.84% | 20.16% | 14.10% | 9.87% | -1.71% | 25.10% | -15.31% | 25.14% | -10.59% | 7.62% |
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 XDUK.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 XDUK.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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XDUK.DE vs. EUPE.DE — Risk / Return Rank
XDUK.DE
EUPE.DE
XDUK.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE 100 UCITS ETF 1C (XDUK.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.
| XDUK.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.37 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 4.19 | -1.95 |
| Martin ratioReturn relative to average drawdown | 7.89 | 11.50 | -3.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XDUK.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | 2.17 | -0.73 |
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 | 0.43 | 0.46 | -0.03 |
Drawdowns
XDUK.DE vs. EUPE.DE - Drawdown Comparison
The maximum XDUK.DE drawdown since its inception was -39.87%, 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 XDUK.DE and EUPE.DE.
Loading charts...
Drawdown Indicators
| XDUK.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.87% | -32.64% | -7.23% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -5.82% | -1.99% |
Max Drawdown (3Y)Largest decline over 3 years | -17.05% | -15.63% | -1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -17.05% | -15.63% | -1.42% |
Max Drawdown (10Y)Largest decline over 10 years | -39.87% | -32.64% | -7.23% |
Current DrawdownCurrent decline from peak | -2.86% | -3.04% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -4.95% | -1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 2.13% | +0.09% |
Volatility
XDUK.DE vs. EUPE.DE - Volatility Comparison
Xtrackers FTSE 100 UCITS ETF 1C (XDUK.DE) has a higher volatility of 4.93% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that XDUK.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.
Loading charts...
Volatility by Period
| XDUK.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 3.64% | +1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 10.33% | 8.56% | +1.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 11.27% | +0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 13.17% | +0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 14.99% | +1.79% |
XDUK.DE vs. EUPE.DE - Expense Ratio Comparison
XDUK.DE has a 0.09% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
XDUK.DE vs. EUPE.DE - Dividend Comparison
Neither XDUK.DE nor EUPE.DE has paid dividends to shareholders.
Frequently Asked Questions
XDUK.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, XDUK.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDUK.DE is cheaper with a 0.09% expense ratio, compared with 0.65% for EUPE.DE.
XDUK.DE tracks FTSE AllSh TR GBP, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: Xtrackers and Natixis. Their fees differ too: 0.09% for XDUK.DE and 0.65% for EUPE.DE.
Find the right allocation for XDUK.DE and EUPE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer