PortfoliosLab logoPortfoliosLab logo
5HED.DE vs. OP5E.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

5HED.DE vs. OP5E.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 Ossiam Bloomberg Japan PAB NR UCITS ETF (EUR) (OP5E.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

5HED.DE vs. OP5E.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
5HED.DE
Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD)
-2.97%4.29%4.19%16.05%-8.10%
OP5E.DE
Ossiam Bloomberg Japan PAB NR UCITS ETF (EUR)
3.86%22.94%4.50%18.41%-1.66%
Different Trading Currencies

5HED.DE is traded in USD, while OP5E.DE is traded in EUR. To make them comparable, the OP5E.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 OP5E.DE's 3.86% 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*

OP5E.DE

1D
-2.08%
1M
0.09%
YTD
3.86%
6M
7.77%
1Y
26.36%
3Y*
13.73%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


5HED.DE vs. OP5E.DE - Expense Ratio Comparison

5HED.DE has a 0.75% expense ratio, which is higher than OP5E.DE's 0.19% expense ratio.


Return for Risk

5HED.DE vs. OP5E.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

OP5E.DE
OP5E.DE Risk / Return Rank: 5757
Overall Rank
OP5E.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
OP5E.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
OP5E.DE Omega Ratio Rank: 4545
Omega Ratio Rank
OP5E.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
OP5E.DE Martin Ratio Rank: 6767
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. OP5E.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 Bloomberg Japan PAB NR UCITS ETF (EUR) (OP5E.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.DEOP5E.DEDifference

Sharpe ratio

Return per unit of total volatility

0.34

1.23

-0.89

Sortino ratio

Return per unit of downside risk

0.57

1.84

-1.28

Omega ratio

Gain probability vs. loss probability

1.07

1.24

-0.16

Calmar ratio

Return relative to maximum drawdown

0.84

2.41

-1.57

Martin ratio

Return relative to average drawdown

3.10

8.45

-5.35

5HED.DE vs. OP5E.DE - Sharpe Ratio Comparison

The current 5HED.DE Sharpe Ratio is 0.34, which is lower than the OP5E.DE Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of 5HED.DE and OP5E.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.


Loading graphics...

Sharpe Ratios by Period


5HED.DEOP5E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

1.23

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.71

-0.25

Correlation

The correlation between 5HED.DE and OP5E.DE is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

5HED.DE vs. OP5E.DE - Dividend Comparison

Neither 5HED.DE nor OP5E.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

5HED.DE vs. OP5E.DE - Drawdown Comparison

The maximum 5HED.DE drawdown since its inception was -32.82%, which is greater than OP5E.DE's maximum drawdown of -14.57%. Use the drawdown chart below to compare losses from any high point for 5HED.DE and OP5E.DE.


Loading graphics...

Drawdown Indicators


5HED.DEOP5E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.82%

-16.97%

-15.85%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

-10.35%

+1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-22.12%

Current Drawdown

Current decline from peak

-7.78%

-6.56%

-1.22%

Average Drawdown

Average peak-to-trough decline

-5.74%

-4.19%

-1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

3.07%

-0.64%

Volatility

5HED.DE vs. OP5E.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 Ossiam Bloomberg Japan PAB NR UCITS ETF (EUR) (OP5E.DE) has a volatility of 8.33%. This indicates that 5HED.DE experiences smaller price fluctuations and is considered to be less risky than OP5E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


5HED.DEOP5E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

8.33%

-4.83%

Volatility (6M)

Calculated over the trailing 6-month period

7.54%

15.07%

-7.53%

Volatility (1Y)

Calculated over the trailing 1-year period

14.23%

21.28%

-7.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.94%

17.99%

-2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.68%

17.99%

-0.31%