- Issuer
- Ossiam
- Inception Date
- Apr 5, 2018
- Region
- North America (United States)
- Category
- Large Cap Blend Equities, ESG, Actively Managed
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- Ireland
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
5HED.L Performance Chart
Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HED.L) is up 2.4% since the beginning of the year. 5HED.L is currently trading at $131 per share. Investors who bought $1,000 worth of 5HED.L shares 5 years ago would now be looking at an investment worth $1,144.
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Returns By Period
Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HED.L) has returned 2.40% so far this year and 8.32% over the past 12 months.
Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD)
- 1D
- 0.61%
- 1M
- 1.51%
- 6M
- 0.20%
- YTD
- 2.40%
- 1Y
- 8.32%
- 3Y*
- 4.25%
- 5Y*
- 2.73%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.38%
- 1M
- 0.24%
- 6M
- 9.32%
- YTD
- 10.62%
- 1Y
- 21.28%
- 3Y*
- 18.90%
- 5Y*
- 11.84%
- 10Y*
- 13.36%
5HED.L Monthly Returns History
Based on dividend-adjusted daily data since Aug 30, 2018, 5HED.L's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.
Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +13.3%, while the worst month was Dec 2018 at -11.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 5HED.L closed higher 45% of trading days. The best single day was Mar 25, 2020 with a return of +13.1%, while the worst single day was Dec 18, 2018 at -11.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.01% | 4.45% | -8.74% | 3.76% | -0.47% | 1.79% | 1.18% | 2.40% | |||||
| 2025 | 1.99% | -0.12% | -6.32% | -2.16% | 3.48% | 1.27% | -0.22% | 2.75% | 0.62% | -1.48% | 2.57% | 2.24% | 4.27% |
| 2024 | -1.76% | 0.39% | 2.72% | -4.32% | -0.22% | 0.96% | 3.72% | 0.72% | 1.21% | 0.56% | 4.88% | -4.68% | 3.80% |
| 2023 | 9.70% | -1.05% | 0.86% | -1.05% | -1.74% | 5.38% | 2.50% | -3.52% | -5.49% | -5.82% | 9.94% | 6.83% | 15.96% |
| 2022 | -6.68% | -1.05% | 4.34% | -5.30% | -4.99% | -6.58% | 9.74% | -1.61% | -7.98% | 6.04% | 2.69% | -4.35% | -16.20% |
| 2021 | -1.11% | 4.56% | 2.69% | 4.51% | 1.45% | 1.52% | 1.18% | 2.68% | -2.87% | 3.90% | -2.18% | 4.09% | 22.01% |
Benchmark Metrics
Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) has an annualized alpha of 4.17%, beta of 0.40, and R2 of 0.18 versus S&P 500 Index. Calculated based on daily prices since August 30, 2018.
- This ETF participated in 86.39% of S&P 500 Index downside but only 73.69% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.40 may look defensive, but with R2 of 0.18 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.18 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 4.17%
- Beta
- 0.40
- R²
- 0.18
- Upside Capture
- 73.69%
- Downside Capture
- 86.39%
Expense Ratio
5HED.L has an expense ratio of 0.75%, placing it in the medium range.
Return for Risk
Risk / Return Rank
5HED.L ranks 23 for risk / return — below 23% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HED.L) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 5HED.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.31 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | 2.35 | -1.42 |
| Martin ratioReturn relative to average drawdown | 2.31 | 10.19 | -7.88 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) was 32.84%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
The current Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) drawdown is 2.94%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-32.84%Mar 2020 | 1mo 2d | 4mo 15d | 5mo 17dFeb 2020 - Aug 2020 | COVID crash2020 |
-22.17%Jun 2022 | 5mo 17d | 2y 3mo | 2y 9moDec 2021 - Sep 2024 | Bear market2022 |
-18.06%Apr 2025 | 4mo 1d | 9mo 4d | 1y 1moDec 2024 - Jan 2026 | 2025 selloff2025 |
-10.98%Dec 2018 | 0s | 3mo 23d | 3mo 23dDec 2018 - Apr 2019 | Rate-hike selloffLate 2018 |
-8.95%Mar 2026 | 25d | — | 4mo 16dMar 2026 - now | — |
Drawdown Indicators
| 5HED.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.84% | -56.78% | +23.94% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -9.10% | +0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -18.06% | -18.90% | +0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -22.17% | -25.43% | +3.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -2.94% | -0.49% | -2.45% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -10.70% | +4.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 2.09% | +1.50% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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