5HED.DE vs. JRUD.DE
5HED.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD)) and JRUD.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) are both Large Cap Blend Equities funds - 5HED.DE tracks the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector while JRUD.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, 5HED.DE returned 2.39%/yr vs 13.56%/yr for JRUD.DE. Their correlation of 0.80 suggests significant overlap in exposure. 5HED.DE charges 0.75%/yr vs 0.20%/yr for JRUD.DE.
Performance
5HED.DE vs. JRUD.DE - Performance Comparison
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Different Trading Currencies
5HED.DE is traded in USD, while JRUD.DE is traded in EUR. To make them comparable, the JRUD.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 JRUD.DE's 9.23% 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*
- —
JRUD.DE
- 1D
- -0.01%
- 1M
- 3.90%
- YTD
- 9.23%
- 6M
- 10.46%
- 1Y
- 26.58%
- 3Y*
- 21.49%
- 5Y*
- 13.56%
- 10Y*
- —
5HED.DE vs. JRUD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 0.33% |
JRUD.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 9.21% | 17.09% | 24.55% | 27.85% | -19.47% | 30.98% | 19.05% | 0.51% |
Correlation
The correlation between 5HED.DE and JRUD.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 2019 | 0.80 |
Over the past year, the correlation between 5HED.DE and JRUD.DE has dropped to 0.51 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
5HED.DE vs. JRUD.DE — Risk / Return Rank
5HED.DE
JRUD.DE
5HED.DE vs. JRUD.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 JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.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 | JRUD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -2.58 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.41 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.59 | 3.12 | -2.53 |
| Martin ratioReturn relative to average drawdown | 1.60 | 13.64 | -12.05 |
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 | JRUD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 2.32 | -1.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.84 | -0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.85 | -0.38 |
Drawdowns
5HED.DE vs. JRUD.DE - Drawdown Comparison
The maximum 5HED.DE drawdown since its inception was -32.82%, smaller than the maximum JRUD.DE drawdown of -34.63%. Use the drawdown chart below to compare losses from any high point for 5HED.DE and JRUD.DE.
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Drawdown Indicators
| 5HED.DE | JRUD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.82% | -34.63% | +1.81% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -8.48% | -0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -18.34% | -19.74% | +1.40% |
Max Drawdown (5Y)Largest decline over 5 years | -22.12% | -24.37% | +2.25% |
Current DrawdownCurrent decline from peak | -6.37% | -0.64% | -5.73% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -5.54% | -0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 1.94% | +1.40% |
Volatility
5HED.DE vs. JRUD.DE - Volatility Comparison
Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HED.DE) has a higher volatility of 4.08% compared to JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) at 2.71%. This indicates that 5HED.DE's price experiences larger fluctuations and is considered to be riskier than JRUD.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 | JRUD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 2.71% | +1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 8.71% | 8.01% | +0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.74% | 11.40% | +0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.01% | 16.00% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.62% | 18.42% | -0.80% |
5HED.DE vs. JRUD.DE - Expense Ratio Comparison
5HED.DE has a 0.75% expense ratio, which is higher than JRUD.DE's 0.20% expense ratio.
Dividends
5HED.DE vs. JRUD.DE - Dividend Comparison
5HED.DE has not paid dividends to shareholders, while JRUD.DE's dividend yield for the trailing twelve months is around 0.58%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
5HED.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JRUD.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 0.58% | 0.57% | 0.44% | 0.78% | 0.88% | 0.65% |
Frequently Asked Questions
5HED.DE and JRUD.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRUD.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRUD.DE is cheaper with a 0.20% expense ratio, compared with 0.75% for 5HED.DE.
5HED.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector, while JRUD.DE tracks JP Morgan US Research Enhanced Index Equity (ESG). They also come from different issuers: Natixis and JPMorgan. Their fees differ too: 0.75% for 5HED.DE and 0.20% for JRUD.DE.
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