Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HED.L) Sharpe Ratio: 0.70

5HED.L's Sharpe Ratio of 0.70 indicates that for each unit of volatility, it generates 0.70 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 16, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

5HED.L Sharpe Ratio Rank

Below Average

5HED.L ranks above 23.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Returns may not adequately compensate for volatility taken
Consider smaller allocation given below-average risk-adjusted profile
Explore higher-ranked investments with better consistency
Assess whether the volatility profile aligns with your portfolio goals

5HED.L Sharpe Ratio Market Positioning

The chart shows 5HED.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.75 or lower
Yellow zone (middle 50%): 0.75 to 1.91
Green zone (top 25%): 1.91 or higher
Top 1%: 6.41+
Median: 1.42 — half of all investments score higher

How it compares to other similar ETFs

The table compares Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD)'s Sharpe Ratio with other ETFs in the Large Cap Blend Equities, ESG, Actively Managed category across multiple time periods, showing how 5HED.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 16, 2026.

Symbol	Name	1Y Sharpe Ratio
SMH.L	VanEck Semiconductor UCITS ETF	3.35
XWEV.L	Xtrackers MSCI World Value ESG UCITS ETF 1C	2.65
IQSS.L	Invesco Global Active ESG Equity UCITS ETF USD Acc	2.60
S5EE.L	UBS S&P 500 ESG Elite UCITS ETF USD acc	2.46
HSUS.L	HSBC USA Sustainable Equity UCITS ETF USD	2.44
USFM.L	UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis	2.38
V3PB.L	Vanguard ESG Developed Asia Pacific All Cap UCITS ETF USD Accumulating	2.26
IQSA.L	Invesco Global Active ESG Equity UCITS ETF USD Acc	2.21
FLXU.L	Franklin LibertyQ U.S. Equity UCITS ETF	2.10
FUQA.L	Fidelity US Quality Income ETF Acc	2.08
5HED.L	Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD)	0.70

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows 5HED.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when 5HED.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does 5HED.L fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio