4UBI.DE vs. 5HEE.DE
4UBI.DE (UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc) and 5HEE.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR)) are both Large Cap Blend Equities funds - 4UBI.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped while 5HEE.DE tracks the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. Both are passively managed. Over the past 5 years, 4UBI.DE returned 11.81%/yr vs 3.35%/yr for 5HEE.DE. A 0.74 correlation means they provide meaningful diversification when combined. 4UBI.DE charges 0.19%/yr vs 0.75%/yr for 5HEE.DE.
Performance
4UBI.DE vs. 5HEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 4UBI.DE achieves a 17.23% return, which is significantly higher than 5HEE.DE's 4.85% return.
4UBI.DE
- 1D
- 0.00%
- 1M
- 1.50%
- 6M
- 15.99%
- YTD
- 17.23%
- 1Y
- 25.44%
- 3Y*
- 16.59%
- 5Y*
- 11.81%
- 10Y*
- —
5HEE.DE
- 1D
- 0.63%
- 1M
- 2.85%
- 6M
- 2.05%
- YTD
- 4.85%
- 1Y
- 9.90%
- 3Y*
- 3.62%
- 5Y*
- 3.35%
- 10Y*
- —
4UBI.DE vs. 5HEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
4UBI.DE UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc | 17.23% | -1.05% | 26.19% | 28.05% | -21.21% | 43.58% | 18.43% |
5HEE.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) | 4.85% | -7.39% | 10.30% | 11.99% | -11.48% | 32.30% | 21.69% |
Correlation
The correlation between 4UBI.DE and 5HEE.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since May 13, 2020 | 0.74 |
Over the past year, the correlation between 4UBI.DE and 5HEE.DE has dropped to 0.45 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
4UBI.DE vs. 5HEE.DE — Risk / Return Rank
4UBI.DE
5HEE.DE
4UBI.DE vs. 5HEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE) and Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.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.
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.
| 4UBI.DE | 5HEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.16 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 1.42 | -0.16 |
| Martin ratioReturn relative to average drawdown | 2.33 | 3.42 | -1.09 |
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Drawdowns
4UBI.DE vs. 5HEE.DE - Drawdown Comparison
The maximum 4UBI.DE drawdown since its inception was -24.63%, smaller than the maximum 5HEE.DE drawdown of -32.56%. Use the drawdown chart below to compare losses from any high point for 4UBI.DE and 5HEE.DE.
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Drawdown Indicators
| 4UBI.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.63% | -32.56% | +7.93% |
Max Drawdown (1Y)Largest decline over 1 year | -20.21% | -6.95% | -13.26% |
Max Drawdown (3Y)Largest decline over 3 years | -24.63% | -22.48% | -2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -22.48% | -2.15% |
Current DrawdownCurrent decline from peak | -1.37% | -7.28% | +5.91% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -6.27% | -1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.93% | 2.89% | +8.04% |
Volatility
4UBI.DE vs. 5HEE.DE - Volatility Comparison
UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE) and Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.DE) have volatilities of 4.28% and 4.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 4UBI.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 4.31% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.70% | 8.40% | +2.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.86% | 11.13% | +14.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.26% | 14.99% | +4.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.38% | 16.92% | +1.46% |
4UBI.DE vs. 5HEE.DE - Expense Ratio Comparison
4UBI.DE has a 0.19% expense ratio, which is lower than 5HEE.DE's 0.75% expense ratio.
Dividends
4UBI.DE vs. 5HEE.DE - Dividend Comparison
Neither 4UBI.DE nor 5HEE.DE has paid dividends to shareholders.
Frequently Asked Questions
4UBI.DE and 5HEE.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 4UBI.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
4UBI.DE is cheaper with a 0.19% expense ratio, compared with 0.75% for 5HEE.DE.
4UBI.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped, while 5HEE.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. They also come from different issuers: UBS and Natixis. Their fees differ too: 0.19% for 4UBI.DE and 0.75% for 5HEE.DE.
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