5HED.DE vs. IBCY.DE
Compare and contrast key facts about Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HED.DE) and iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE).
5HED.DE and IBCY.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 5HED.DE is a passively managed fund by Natixis that tracks the performance of the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. It was launched on Apr 5, 2018. IBCY.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA Diversified Multiple-Factor. It was launched on Sep 4, 2015. Both 5HED.DE and IBCY.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
5HED.DE vs. IBCY.DE - Performance Comparison
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5HED.DE vs. IBCY.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) | -2.97% | 4.29% | 4.19% | 16.05% | -16.59% | 22.07% | 23.80% | 31.15% | -7.82% |
IBCY.DE iShares Edge MSCI USA Multifactor UCITS ETF | 9.71% | 20.06% | 21.82% | 17.33% | -16.56% | 25.83% | 9.96% | 25.91% | -14.12% |
Different Trading Currencies
5HED.DE is traded in USD, while IBCY.DE is traded in EUR. To make them comparable, the IBCY.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 IBCY.DE's 9.71% 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*
- —
IBCY.DE
- 1D
- 11.56%
- 1M
- 10.99%
- YTD
- 9.71%
- 6M
- 13.26%
- 1Y
- 35.38%
- 3Y*
- 21.98%
- 5Y*
- 12.53%
- 10Y*
- 12.60%
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5HED.DE vs. IBCY.DE - Expense Ratio Comparison
5HED.DE has a 0.75% expense ratio, which is higher than IBCY.DE's 0.35% expense ratio.
Return for Risk
5HED.DE vs. IBCY.DE — Risk / Return Rank
5HED.DE
IBCY.DE
5HED.DE vs. IBCY.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 iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.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 | IBCY.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.34 | 1.89 | -1.55 |
Sortino ratioReturn per unit of downside risk | 0.57 | 3.16 | -2.60 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.52 | -0.45 |
Calmar ratioReturn relative to maximum drawdown | 0.84 | 4.03 | -3.19 |
Martin ratioReturn relative to average drawdown | 3.10 | 20.37 | -17.27 |
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 | IBCY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 1.89 | -1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.75 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.71 | -0.24 |
Correlation
The correlation between 5HED.DE and IBCY.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. IBCY.DE - Dividend Comparison
Neither 5HED.DE nor IBCY.DE has paid dividends to shareholders.
Drawdowns
5HED.DE vs. IBCY.DE - Drawdown Comparison
The maximum 5HED.DE drawdown since its inception was -32.82%, smaller than the maximum IBCY.DE drawdown of -36.00%. Use the drawdown chart below to compare losses from any high point for 5HED.DE and IBCY.DE.
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Drawdown Indicators
| 5HED.DE | IBCY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.82% | -35.54% | +2.72% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -7.89% | -1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -22.12% | -22.91% | +0.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.54% | — |
Current DrawdownCurrent decline from peak | -7.78% | 0.00% | -7.78% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -5.03% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 1.47% | +0.96% |
Volatility
5HED.DE vs. IBCY.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 iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) has a volatility of 11.21%. This indicates that 5HED.DE experiences smaller price fluctuations and is considered to be less risky than IBCY.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.DE | IBCY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | 11.21% | -7.71% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 12.21% | -4.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.23% | 19.13% | -4.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.94% | 16.61% | -0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.68% | 16.90% | +0.78% |