5HED.DE vs. EUPE.DE
5HED.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD)) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (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 EUPE.DE is a Europe Equities fund tracking the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 5 years, 5HED.DE returned 2.39%/yr vs 7.60%/yr for EUPE.DE. A 0.67 correlation means they provide meaningful diversification when combined. 5HED.DE charges 0.75%/yr vs 0.65%/yr for EUPE.DE.
Performance
5HED.DE vs. EUPE.DE - Performance Comparison
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Different Trading Currencies
5HED.DE is traded in USD, while EUPE.DE is traded in EUR. To make them comparable, the EUPE.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, 5HED.DE achieves a -1.48% return, which is significantly lower than EUPE.DE's 14.11% return.
5HED.DE
- 1D
- 1.38%
- 1M
- -0.55%
- YTD
- -1.48%
- 6M
- 1.60%
- 1Y
- 5.35%
- 3Y*
- 4.27%
- 5Y*
- 2.39%
- 10Y*
- —
EUPE.DE
- 1D
- 0.48%
- 1M
- 2.08%
- YTD
- 14.11%
- 6M
- 15.28%
- 1Y
- 26.65%
- 3Y*
- 14.76%
- 5Y*
- 7.60%
- 10Y*
- 9.22%
5HED.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
5HED.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) | -1.48% | 4.29% | 4.19% | 16.05% | -16.59% | 22.07% | 23.80% | 31.15% | -7.82% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 14.09% | 26.95% | -3.70% | 16.41% | -11.31% | 15.73% | 12.85% | 21.85% | -8.88% |
Correlation
The correlation between 5HED.DE and EUPE.DE is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2018 | 0.67 |
The correlation between 5HED.DE and EUPE.DE shifts across timeframes, from 0.54 (3 years) to 0.67 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
5HED.DE vs. EUPE.DE — Risk / Return Rank
5HED.DE
EUPE.DE
5HED.DE vs. EUPE.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 Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.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 | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.07 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.34 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.59 | 3.98 | -3.39 |
| Martin ratioReturn relative to average drawdown | 1.60 | 12.18 | -10.58 |
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 | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 2.02 | -1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.46 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.43 | +0.04 |
Drawdowns
5HED.DE vs. EUPE.DE - Drawdown Comparison
The maximum 5HED.DE drawdown since its inception was -32.82%, roughly equal to the maximum EUPE.DE drawdown of -33.71%. Use the drawdown chart below to compare losses from any high point for 5HED.DE and EUPE.DE.
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Drawdown Indicators
| 5HED.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.82% | -33.71% | +0.89% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -6.67% | -2.32% |
Max Drawdown (3Y)Largest decline over 3 years | -18.34% | -17.25% | -1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -22.12% | -26.81% | +4.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.71% | — |
Current DrawdownCurrent decline from peak | -6.37% | -3.29% | -3.08% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -6.60% | +0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 2.18% | +1.16% |
Volatility
5HED.DE vs. EUPE.DE - Volatility Comparison
Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HED.DE) and Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) have volatilities of 4.08% and 4.05%, 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
| 5HED.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 4.05% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 8.71% | 9.89% | -1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.74% | 13.14% | -1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.01% | 16.47% | -0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.62% | 17.13% | +0.49% |
5HED.DE vs. EUPE.DE - Expense Ratio Comparison
5HED.DE has a 0.75% expense ratio, which is higher than EUPE.DE's 0.65% expense ratio.
Dividends
5HED.DE vs. EUPE.DE - Dividend Comparison
Neither 5HED.DE nor EUPE.DE has paid dividends to shareholders.
Frequently Asked Questions
5HED.DE and EUPE.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUPE.DE is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUPE.DE is cheaper with a 0.65% expense ratio, compared with 0.75% for 5HED.DE.
5HED.DE is categorized as Large Cap Blend Equities, while EUPE.DE is Europe Equities. 5HED.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. Their fees differ too: 0.75% for 5HED.DE and 0.65% for EUPE.DE.
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