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Ossiam ESG Low Carbon Shiller Barclays CAPE® US Se...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BF92LR56
WKNA2JFY6
IssuerNatixis
Inception DateApr 5, 2018
CategoryLarge Cap Blend Equities
Index TrackedRussell 1000 TR USD
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

5HEP.L features an expense ratio of 0.75%, falling within the medium range.


Expense ratio chart for 5HEP.L: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD)

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


80.00%90.00%100.00%110.00%FebruaryMarchAprilMayJuneJuly
84.48%
107.64%
5HEP.L (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD))
Benchmark (^GSPC)

S&P 500

Returns By Period

Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) had a return of 0.08% year-to-date (YTD) and 4.06% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date0.08%17.16%
1 month2.73%2.10%
6 months3.11%17.92%
1 year4.06%22.68%
5 years (annualized)9.22%13.47%
10 years (annualized)N/A10.97%

Monthly Returns

The table below presents the monthly returns of 5HEP.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.46%1.32%2.40%-3.48%-1.76%1.74%0.08%
20237.24%0.72%-1.43%-2.48%-0.37%3.35%0.68%-2.07%-2.05%-5.00%5.57%5.73%9.48%
2022-6.61%-0.98%6.43%-0.86%-5.29%-3.12%9.57%2.84%-3.88%2.81%-1.09%-5.22%-6.54%
2021-1.63%2.98%3.88%4.25%-1.18%4.20%0.53%3.78%-0.96%2.42%1.11%2.64%24.07%
20200.59%-6.09%-7.36%8.12%6.88%2.90%-0.53%5.46%1.94%-3.32%10.02%1.22%19.82%
20193.77%3.06%4.05%3.72%-1.64%5.48%6.72%-2.30%0.51%-2.04%2.85%-0.25%26.14%
2018-1.12%3.93%4.87%1.35%-7.27%2.14%-7.14%-3.91%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 5HEP.L is 15, indicating that it is in the bottom 15% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of 5HEP.L is 1515
5HEP.L (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD))
The Sharpe Ratio Rank of 5HEP.L is 1515Sharpe Ratio Rank
The Sortino Ratio Rank of 5HEP.L is 1414Sortino Ratio Rank
The Omega Ratio Rank of 5HEP.L is 1414Omega Ratio Rank
The Calmar Ratio Rank of 5HEP.L is 1919Calmar Ratio Rank
The Martin Ratio Rank of 5HEP.L is 1515Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HEP.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


5HEP.L
Sharpe ratio
The chart of Sharpe ratio for 5HEP.L, currently valued at 0.27, compared to the broader market0.002.004.006.000.27
Sortino ratio
The chart of Sortino ratio for 5HEP.L, currently valued at 0.46, compared to the broader market0.005.0010.000.46
Omega ratio
The chart of Omega ratio for 5HEP.L, currently valued at 1.05, compared to the broader market1.002.003.001.05
Calmar ratio
The chart of Calmar ratio for 5HEP.L, currently valued at 0.20, compared to the broader market0.005.0010.0015.0020.000.20
Martin ratio
The chart of Martin ratio for 5HEP.L, currently valued at 0.71, compared to the broader market0.0050.00100.00150.000.71
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market0.002.004.006.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.94, compared to the broader market0.005.0010.002.94
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market1.002.003.001.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.66, compared to the broader market0.005.0010.0015.0020.001.66
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.83, compared to the broader market0.0050.00100.00150.007.83

Sharpe Ratio

The current Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) Sharpe ratio is 0.27. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00FebruaryMarchAprilMayJuneJuly
0.27
1.95
5HEP.L (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD))
Benchmark (^GSPC)

Dividends

Dividend History


Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.77%
-2.26%
5HEP.L (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD))
Benchmark (^GSPC)

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 24.16%, occurring on Mar 23, 2020. Recovery took 78 trading sessions.

The current Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) drawdown is 2.77%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.16%Feb 20, 202023Mar 23, 202078Jul 15, 2020101
-15.37%Oct 3, 201859Dec 24, 201879Apr 17, 2019138
-14.73%Jan 4, 2022113Jun 16, 202234Aug 3, 2022147
-13.87%Feb 6, 2023185Oct 30, 2023
-11.78%Aug 22, 202285Dec 20, 202230Feb 3, 2023115

Volatility

Volatility Chart

The current Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) volatility is 2.69%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%FebruaryMarchAprilMayJuneJuly
2.69%
3.11%
5HEP.L (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD))
Benchmark (^GSPC)