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

Performance

5HED.DE vs. SLUS.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 iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

5HED.DE is traded in USD, while SLUS.DE is traded in EUR. To make them comparable, the SLUS.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 SLUS.DE's 9.92% return.


5HED.DE

1D
1.38%
1M
-2.22%
YTD
-1.48%
6M
0.49%
1Y
5.74%
3Y*
4.27%
5Y*
2.39%
10Y*

SLUS.DE

1D
0.11%
1M
3.58%
YTD
9.92%
6M
10.21%
1Y
27.70%
3Y*
23.11%
5Y*
13.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
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%-5.34%
SLUS.DE
iShares MSCI USA ESG Screened UCITS ETF USD (Dist)
9.92%18.50%26.24%30.22%-21.68%28.38%21.28%32.26%-7.25%

Correlation

The correlation between 5HED.DE and SLUS.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2018

0.81

Over the past year, the correlation between 5HED.DE and SLUS.DE has dropped to 0.48 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

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Return for Risk

5HED.DE vs. SLUS.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: 1616
Overall Rank
5HED.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
5HED.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
5HED.DE Omega Ratio Rank: 1515
Omega Ratio Rank
5HED.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
5HED.DE Martin Ratio Rank: 1717
Martin Ratio Rank

SLUS.DE
SLUS.DE Risk / Return Rank: 6262
Overall Rank
SLUS.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SLUS.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
SLUS.DE Omega Ratio Rank: 6464
Omega Ratio Rank
SLUS.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
SLUS.DE Martin Ratio Rank: 6161
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. SLUS.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 MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.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.DESLUS.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.77

Sortino ratioReturn per unit of downside risk

-2.44

Omega ratioGain probability vs. loss probability

1.08

1.39

-0.31

Calmar ratioReturn relative to maximum drawdown

0.59

2.86

-2.27

Martin ratioReturn relative to average drawdown

1.60

11.79

-10.19

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

The current 5HED.DE Sharpe Ratio is 0.45, which is lower than the SLUS.DE Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of 5HED.DE and SLUS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


5HED.DESLUS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

2.23

-1.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.82

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.90

-0.44

Drawdowns

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

The maximum 5HED.DE drawdown since its inception was -32.82%, roughly equal to the maximum SLUS.DE drawdown of -34.18%. Use the drawdown chart below to compare losses from any high point for 5HED.DE and SLUS.DE.


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Drawdown Indicators


5HED.DESLUS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.82%

-34.18%

+1.36%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

-9.82%

+0.83%

Max Drawdown (3Y)

Largest decline over 3 years

-18.34%

-20.70%

+2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-22.12%

-26.20%

+4.08%

Current Drawdown

Current decline from peak

-6.37%

-0.60%

-5.77%

Average Drawdown

Average peak-to-trough decline

-5.74%

-5.47%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

2.39%

+0.95%

Volatility

5HED.DE vs. SLUS.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 iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.DE) at 3.15%. This indicates that 5HED.DE's price experiences larger fluctuations and is considered to be riskier than SLUS.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.DESLUS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

3.15%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

8.71%

8.98%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

11.74%

12.62%

-0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

16.73%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.62%

18.16%

-0.54%

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

5HED.DE has a 0.75% expense ratio, which is higher than SLUS.DE's 0.07% expense ratio.


Dividends

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

5HED.DE has not paid dividends to shareholders, while SLUS.DE's dividend yield for the trailing twelve months is around 0.62%.


PositionTTM20252024202320222021202020192018
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%0.00%0.00%0.00%
SLUS.DE
iShares MSCI USA ESG Screened UCITS ETF USD (Dist)
0.62%0.69%0.84%0.98%1.26%0.79%1.06%1.24%0.20%

Frequently Asked Questions


5HED.DE and SLUS.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SLUS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SLUS.DE is cheaper with a 0.07% expense ratio, compared with 0.75% for 5HED.DE.

5HED.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector, while SLUS.DE tracks MSCI USA ESG Screened. They also come from different issuers: Natixis and iShares. Their fees differ too: 0.75% for 5HED.DE and 0.07% for SLUS.DE.

Portfolio Optimizer

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