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

Performance

5HED.DE vs. UBUR.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.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 UBUR.DE is traded in EUR. To make them comparable, the UBUR.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 UBUR.DE's -0.64% 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*

UBUR.DE

1D
-0.03%
1M
-1.82%
YTD
-0.64%
6M
0.49%
1Y
0.21%
3Y*
8.72%
5Y*
5.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

5HED.DE vs. UBUR.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%-7.82%
UBUR.DE
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis
-0.64%6.52%13.49%5.99%-6.14%22.63%3.65%28.77%-0.75%

Correlation

The correlation between 5HED.DE and UBUR.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.39

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

0.46

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2018

0.49

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Return for Risk

5HED.DE vs. UBUR.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

UBUR.DE
UBUR.DE Risk / Return Rank: 77
Overall Rank
UBUR.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
UBUR.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
UBUR.DE Omega Ratio Rank: 77
Omega Ratio Rank
UBUR.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
UBUR.DE Martin Ratio Rank: 66
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. UBUR.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.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.DEUBUR.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.08

1.00

+0.08

Calmar ratioReturn relative to maximum drawdown

0.59

-0.03

+0.63

Martin ratioReturn relative to average drawdown

1.60

-0.08

+1.68

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

The current 5HED.DE Sharpe Ratio is 0.45, which is higher than the UBUR.DE Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of 5HED.DE and UBUR.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.DEUBUR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

-0.03

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.57

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.85

-0.38

Drawdowns

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

The maximum 5HED.DE drawdown since its inception was -32.82%, smaller than the maximum UBUR.DE drawdown of -35.92%. Use the drawdown chart below to compare losses from any high point for 5HED.DE and UBUR.DE.


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Drawdown Indicators


5HED.DEUBUR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.82%

-35.92%

+3.10%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

-8.06%

-0.93%

Max Drawdown (3Y)

Largest decline over 3 years

-18.34%

-10.92%

-7.42%

Max Drawdown (5Y)

Largest decline over 5 years

-22.12%

-16.39%

-5.73%

Current Drawdown

Current decline from peak

-6.37%

-7.50%

+1.13%

Average Drawdown

Average peak-to-trough decline

-5.74%

-4.55%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

3.49%

-0.15%

Volatility

5HED.DE vs. UBUR.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) at 2.92%. This indicates that 5HED.DE's price experiences larger fluctuations and is considered to be riskier than UBUR.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.DEUBUR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

2.92%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

8.71%

7.02%

+1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

11.74%

10.28%

+1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

16.40%

-0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.62%

19.64%

-2.02%

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

5HED.DE has a 0.75% expense ratio, which is higher than UBUR.DE's 0.18% expense ratio.


Dividends

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

5HED.DE has not paid dividends to shareholders, while UBUR.DE's dividend yield for the trailing twelve months is around 1.60%.


PositionTTM202520242023202220212020201920182017
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%0.00%
UBUR.DE
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis
1.60%1.87%1.44%1.39%1.28%0.93%1.62%1.40%1.37%0.68%

Frequently Asked Questions


5HED.DE and UBUR.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UBUR.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBUR.DE is cheaper with a 0.18% expense ratio, compared with 0.75% for 5HED.DE.

5HED.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector, while UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted. They also come from different issuers: Natixis and UBS. Their fees differ too: 0.75% for 5HED.DE and 0.18% for UBUR.DE.

Portfolio Optimizer

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