XECT.DE vs. EUPA.DE
XECT.DE (Xtrackers MSCI Europe Climate Transition UCITS ETF 1C) and EUPA.DE (Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)) are both Europe Equities funds - XECT.DE tracks the MSCI Europe NR EUR while EUPA.DE tracks the Shiller Barclays CAPE® Global Sector. Both are passively managed. Over the past 3 years, XECT.DE returned 11.71%/yr vs 16.95%/yr for EUPA.DE. A 0.69 correlation means they provide meaningful diversification when combined. XECT.DE charges 0.12%/yr vs 0.65%/yr for EUPA.DE.
Performance
XECT.DE vs. EUPA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XECT.DE achieves a 6.46% return, which is significantly lower than EUPA.DE's 7.68% return.
XECT.DE
- 1D
- -0.56%
- 1M
- 4.21%
- YTD
- 6.46%
- 6M
- 9.40%
- 1Y
- 14.72%
- 3Y*
- 11.71%
- 5Y*
- —
- 10Y*
- —
EUPA.DE
- 1D
- -0.32%
- 1M
- 0.24%
- YTD
- 7.68%
- 6M
- 9.15%
- 1Y
- 16.91%
- 3Y*
- 16.95%
- 5Y*
- —
- 10Y*
- —
XECT.DE vs. EUPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XECT.DE Xtrackers MSCI Europe Climate Transition UCITS ETF 1C | 6.46% | 16.87% | 7.18% | 7.63% |
EUPA.DE Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) | 7.68% | 18.38% | 13.54% | 11.96% |
Correlation
The correlation between XECT.DE and EUPA.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.69 |
The correlation between XECT.DE and EUPA.DE has been stable across timeframes, ranging from 0.67 to 0.70 - a consistent structural relationship.
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Return for Risk
XECT.DE vs. EUPA.DE — Risk / Return Rank
XECT.DE
EUPA.DE
XECT.DE vs. EUPA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Climate Transition UCITS ETF 1C (XECT.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.
| XECT.DE | EUPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.28 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.99 | -0.69 |
| Martin ratioReturn relative to average drawdown | 4.80 | 7.43 | -2.63 |
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
| XECT.DE | EUPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.56 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 1.29 | -0.39 |
Drawdowns
XECT.DE vs. EUPA.DE - Drawdown Comparison
The maximum XECT.DE drawdown since its inception was -16.63%, 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 XECT.DE and EUPA.DE.
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Drawdown Indicators
| XECT.DE | EUPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.63% | -10.28% | -6.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.20% | -8.44% | -2.76% |
Max Drawdown (3Y)Largest decline over 3 years | -16.63% | -10.28% | -6.35% |
Current DrawdownCurrent decline from peak | -2.31% | -3.38% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -1.91% | -0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 2.27% | +0.79% |
Volatility
XECT.DE vs. EUPA.DE - Volatility Comparison
Xtrackers MSCI Europe Climate Transition UCITS ETF 1C (XECT.DE) has a higher volatility of 5.02% compared to Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) at 3.86%. This indicates that XECT.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
| XECT.DE | EUPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 3.86% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 9.04% | +2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.52% | 10.83% | +2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.06% | 12.40% | +0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.06% | 12.40% | +0.66% |
XECT.DE vs. EUPA.DE - Expense Ratio Comparison
XECT.DE has a 0.12% expense ratio, which is lower than EUPA.DE's 0.65% expense ratio.
Dividends
XECT.DE vs. EUPA.DE - Dividend Comparison
Neither XECT.DE nor EUPA.DE has paid dividends to shareholders.
Frequently Asked Questions
XECT.DE and EUPA.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XECT.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XECT.DE is cheaper with a 0.12% expense ratio, compared with 0.65% for EUPA.DE.
XECT.DE tracks MSCI Europe NR EUR, while EUPA.DE tracks Shiller Barclays CAPE® Global Sector. They also come from different issuers: DWS and Franklin Templeton. Their fees differ too: 0.12% for XECT.DE and 0.65% for EUPA.DE.
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