5HED.DE vs. 5HEU.DE
5HED.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD)) and 5HEU.DE (Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR)) are both exchange-traded funds - 5HED.DE is a Large Cap Blend Equities fund tracking the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector, while 5HEU.DE is a Europe Equities fund tracking the Ossiam ESG Shiller Barclays CAPE® Europe Sector. Both are passively managed. A 0.56 correlation means they provide meaningful diversification when combined. Both charge a 0.75% expense ratio.
Performance
5HED.DE vs. 5HEU.DE - Performance Comparison
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Different Trading Currencies
5HED.DE is traded in USD, while 5HEU.DE is traded in EUR. To make them comparable, the 5HEU.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
5HED.DE
- 1D
- 1.38%
- 1M
- -0.55%
- YTD
- -1.48%
- 6M
- 1.60%
- 1Y
- 5.35%
- 3Y*
- 4.27%
- 5Y*
- 2.39%
- 10Y*
- —
5HEU.DE
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
5HED.DE vs. 5HEU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
5HED.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) | -1.48% | 4.29% | 4.19% | 16.05% | -10.44% |
5HEU.DE Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR) | 0.29% | 18.40% | -8.46% | 9.62% | -10.93% |
Correlation
The correlation between 5HED.DE and 5HEU.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2022 | 0.56 |
The correlation between 5HED.DE and 5HEU.DE shifts across timeframes, from 0.38 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
5HED.DE vs. 5HEU.DE — Risk / Return Rank
5HED.DE
5HEU.DE
5HED.DE vs. 5HEU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HED.DE) and Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR) (5HEU.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.
| 5HED.DE | 5HEU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.08 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.59 | — | — |
| Martin ratioReturn relative to average drawdown | 1.60 | — | — |
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
| 5HED.DE | 5HEU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | — | — |
Drawdowns
5HED.DE vs. 5HEU.DE - Drawdown Comparison
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Drawdown Indicators
| 5HED.DE | 5HEU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.82% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -18.34% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.12% | — | — |
Current DrawdownCurrent decline from peak | -6.37% | — | — |
Average DrawdownAverage peak-to-trough decline | -5.74% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | — | — |
Volatility
5HED.DE vs. 5HEU.DE - Volatility Comparison
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Volatility by Period
| 5HED.DE | 5HEU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.71% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.74% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.01% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.62% | — | — |
5HED.DE vs. 5HEU.DE - Expense Ratio Comparison
Both 5HED.DE and 5HEU.DE have an expense ratio of 0.75%.
Dividends
5HED.DE vs. 5HEU.DE - Dividend Comparison
Neither 5HED.DE nor 5HEU.DE has paid dividends to shareholders.
Frequently Asked Questions
5HED.DE and 5HEU.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
5HED.DE and 5HEU.DE have the same expense ratio: 0.75% per year.
5HED.DE is categorized as Large Cap Blend Equities, while 5HEU.DE is Europe Equities. 5HED.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector, while 5HEU.DE tracks Ossiam ESG Shiller Barclays CAPE® Europe Sector.
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