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5HED.DE vs. FLXU.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

5HED.DE vs. FLXU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HED.DE) and Franklin U.S. Equity UCITS ETF (FLXU.DE). The values are adjusted to include any dividend payments, if applicable.

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5HED.DE vs. FLXU.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
5HED.DE
Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD)
-2.97%4.29%4.19%16.05%-16.59%22.07%23.80%31.15%-7.82%
FLXU.DE
Franklin U.S. Equity UCITS ETF
-2.32%22.47%10.11%14.56%-9.11%27.50%9.02%29.01%-6.55%
Different Trading Currencies

5HED.DE is traded in USD, while FLXU.DE is traded in EUR. To make them comparable, the FLXU.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 -2.97% return, which is significantly lower than FLXU.DE's -2.32% return.


5HED.DE

1D
-0.30%
1M
-5.38%
YTD
-2.97%
6M
1.36%
1Y
4.87%
3Y*
3.66%
5Y*
3.16%
10Y*

FLXU.DE

1D
-0.39%
1M
-2.63%
YTD
-2.32%
6M
0.27%
1Y
21.04%
3Y*
13.22%
5Y*
10.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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5HED.DE vs. FLXU.DE - Expense Ratio Comparison

5HED.DE has a 0.75% expense ratio, which is higher than FLXU.DE's 0.25% expense ratio.


Return for Risk

5HED.DE vs. FLXU.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

5HED.DE
5HED.DE Risk / Return Rank: 2222
Overall Rank
5HED.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
5HED.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
5HED.DE Omega Ratio Rank: 1818
Omega Ratio Rank
5HED.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
5HED.DE Martin Ratio Rank: 2828
Martin Ratio Rank

FLXU.DE
FLXU.DE Risk / Return Rank: 5858
Overall Rank
FLXU.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FLXU.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
FLXU.DE Omega Ratio Rank: 4040
Omega Ratio Rank
FLXU.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
FLXU.DE Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

5HED.DE vs. FLXU.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 Franklin U.S. Equity UCITS ETF (FLXU.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.DEFLXU.DEDifference

Sharpe ratio

Return per unit of total volatility

0.34

1.21

-0.87

Sortino ratio

Return per unit of downside risk

0.57

1.77

-1.20

Omega ratio

Gain probability vs. loss probability

1.07

1.25

-0.18

Calmar ratio

Return relative to maximum drawdown

0.84

3.16

-2.32

Martin ratio

Return relative to average drawdown

3.10

13.91

-10.82

5HED.DE vs. FLXU.DE - Sharpe Ratio Comparison

The current 5HED.DE Sharpe Ratio is 0.34, which is lower than the FLXU.DE Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of 5HED.DE and FLXU.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


5HED.DEFLXU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

1.21

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.70

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.76

-0.29

Correlation

The correlation between 5HED.DE and FLXU.DE is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

5HED.DE vs. FLXU.DE - Dividend Comparison

Neither 5HED.DE nor FLXU.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

5HED.DE vs. FLXU.DE - Drawdown Comparison

The maximum 5HED.DE drawdown since its inception was -32.82%, roughly equal to the maximum FLXU.DE drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for 5HED.DE and FLXU.DE.


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Drawdown Indicators


5HED.DEFLXU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.82%

-32.92%

+0.10%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

-8.50%

-0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-22.12%

-23.04%

+0.92%

Current Drawdown

Current decline from peak

-7.78%

-3.52%

-4.26%

Average Drawdown

Average peak-to-trough decline

-5.74%

-3.99%

-1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

1.74%

+0.69%

Volatility

5HED.DE vs. FLXU.DE - Volatility Comparison

The current volatility for Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HED.DE) is 3.50%, while Franklin U.S. Equity UCITS ETF (FLXU.DE) has a volatility of 4.72%. This indicates that 5HED.DE experiences smaller price fluctuations and is considered to be less risky than FLXU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


5HED.DEFLXU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

4.72%

-1.22%

Volatility (6M)

Calculated over the trailing 6-month period

7.54%

9.51%

-1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

14.23%

17.38%

-3.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.94%

14.36%

+1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.68%

15.81%

+1.87%