XZEU.DE vs. EUPE.DE
XZEU.DE (Xtrackers MSCI Europe ESG UCITS ETF 1C) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - XZEU.DE tracks the MSCI Europe NR EUR while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 5 years, XZEU.DE returned 7.48%/yr vs 8.60%/yr for EUPE.DE. Their correlation of 0.87 suggests significant overlap in exposure. XZEU.DE charges 0.20%/yr vs 0.65%/yr for EUPE.DE.
Performance
XZEU.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZEU.DE achieves a 5.81% return, which is significantly lower than EUPE.DE's 15.44% return.
XZEU.DE
- 1D
- 0.87%
- 1M
- 2.59%
- YTD
- 5.81%
- 6M
- 8.13%
- 1Y
- 5.92%
- 3Y*
- 10.08%
- 5Y*
- 7.48%
- 10Y*
- —
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%
XZEU.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XZEU.DE Xtrackers MSCI Europe ESG UCITS ETF 1C | 5.81% | 8.12% | 11.56% | 16.38% | -13.12% | 25.64% | 0.09% | 29.10% | -11.34% |
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% | -7.81% |
Correlation
The correlation between XZEU.DE and EUPE.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since May 14, 2018 | 0.87 |
Over the past year, the correlation between XZEU.DE and EUPE.DE has dropped to 0.66 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
XZEU.DE vs. EUPE.DE — Risk / Return Rank
XZEU.DE
EUPE.DE
XZEU.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.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.
| XZEU.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -2.36 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.37 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 4.19 | -3.61 |
| Martin ratioReturn relative to average drawdown | 1.87 | 11.50 | -9.63 |
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
| XZEU.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 2.17 | -1.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.65 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.46 | +0.03 |
Drawdowns
XZEU.DE vs. EUPE.DE - Drawdown Comparison
The maximum XZEU.DE drawdown since its inception was -33.18%, roughly equal to the maximum EUPE.DE drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for XZEU.DE and EUPE.DE.
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Drawdown Indicators
| XZEU.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.18% | -32.64% | -0.54% |
Max Drawdown (1Y)Largest decline over 1 year | -10.33% | -5.82% | -4.51% |
Max Drawdown (3Y)Largest decline over 3 years | -16.97% | -15.63% | -1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | -15.63% | -6.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.64% | — |
Current DrawdownCurrent decline from peak | -0.84% | -3.04% | +2.20% |
Average DrawdownAverage peak-to-trough decline | -5.18% | -4.95% | -0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.13% | +1.10% |
Volatility
XZEU.DE vs. EUPE.DE - Volatility Comparison
Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.DE) has a higher volatility of 4.45% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that XZEU.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.
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Volatility by Period
| XZEU.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 3.64% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 8.56% | +2.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.62% | 11.27% | +2.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 13.17% | +1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.96% | 14.99% | +0.97% |
XZEU.DE vs. EUPE.DE - Expense Ratio Comparison
XZEU.DE has a 0.20% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
XZEU.DE vs. EUPE.DE - Dividend Comparison
Neither XZEU.DE nor EUPE.DE has paid dividends to shareholders.
Frequently Asked Questions
XZEU.DE and EUPE.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZEU.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZEU.DE is cheaper with a 0.20% expense ratio, compared with 0.65% for EUPE.DE.
XZEU.DE tracks MSCI Europe NR EUR, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: Xtrackers and Natixis. Their fees differ too: 0.20% for XZEU.DE and 0.65% for EUPE.DE.
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