5HED.DE vs. VNRT.DE
5HED.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD)) and VNRT.DE (Vanguard FTSE North America UCITS ETF Distributing) are both Large Cap Blend Equities funds - 5HED.DE tracks the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector while VNRT.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, 5HED.DE returned 2.39%/yr vs 13.27%/yr for VNRT.DE. Their correlation of 0.82 suggests significant overlap in exposure. 5HED.DE charges 0.75%/yr vs 0.10%/yr for VNRT.DE.
Performance
5HED.DE vs. VNRT.DE - Performance Comparison
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Different Trading Currencies
5HED.DE is traded in USD, while VNRT.DE is traded in EUR. To make them comparable, the VNRT.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 VNRT.DE's 9.90% 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*
- —
VNRT.DE
- 1D
- 0.06%
- 1M
- 4.63%
- YTD
- 9.90%
- 6M
- 10.96%
- 1Y
- 27.46%
- 3Y*
- 22.30%
- 5Y*
- 13.27%
- 10Y*
- —
5HED.DE vs. VNRT.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) | -1.48% | 4.29% | 4.19% | 16.05% | -16.59% | 22.07% | 23.80% | 31.15% | -7.82% |
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 9.89% | 18.97% | 24.36% | 26.58% | -19.88% | 27.66% | 18.94% | 31.86% | -9.69% |
Correlation
The correlation between 5HED.DE and VNRT.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 | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2018 | 0.82 |
Over the past year, the correlation between 5HED.DE and VNRT.DE has dropped to 0.51 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
5HED.DE vs. VNRT.DE — Risk / Return Rank
5HED.DE
VNRT.DE
5HED.DE vs. VNRT.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 Vanguard FTSE North America UCITS ETF Distributing (VNRT.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 | VNRT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.92 | ||
| Sortino ratioReturn per unit of downside risk | -2.64 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.42 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.59 | 3.17 | -2.58 |
| Martin ratioReturn relative to average drawdown | 1.60 | 13.36 | -11.76 |
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 | VNRT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 2.37 | -1.92 |
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 | 0.85 | -0.38 |
Drawdowns
5HED.DE vs. VNRT.DE - Drawdown Comparison
The maximum 5HED.DE drawdown since its inception was -32.82%, smaller than the maximum VNRT.DE drawdown of -34.98%. Use the drawdown chart below to compare losses from any high point for 5HED.DE and VNRT.DE.
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Drawdown Indicators
| 5HED.DE | VNRT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.82% | -34.98% | +2.16% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -8.61% | -0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -18.34% | -19.48% | +1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -22.12% | -25.13% | +3.01% |
Current DrawdownCurrent decline from peak | -6.37% | -0.51% | -5.86% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -5.14% | -0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 2.05% | +1.29% |
Volatility
5HED.DE vs. VNRT.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 Vanguard FTSE North America UCITS ETF Distributing (VNRT.DE) at 2.83%. This indicates that 5HED.DE's price experiences larger fluctuations and is considered to be riskier than VNRT.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 | VNRT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 2.83% | +1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 8.71% | 8.09% | +0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.74% | 11.52% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.01% | 16.06% | -0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.62% | 17.33% | +0.29% |
5HED.DE vs. VNRT.DE - Expense Ratio Comparison
5HED.DE has a 0.75% expense ratio, which is higher than VNRT.DE's 0.10% expense ratio.
Dividends
5HED.DE vs. VNRT.DE - Dividend Comparison
5HED.DE has not paid dividends to shareholders, while VNRT.DE's dividend yield for the trailing twelve months is around 0.88%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 0.88% | 0.98% | 0.99% | 1.25% | 1.46% | 1.00% | 1.42% | 1.43% | 1.78% | 0.41% |
Frequently Asked Questions
5HED.DE and VNRT.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, VNRT.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VNRT.DE is cheaper with a 0.10% expense ratio, compared with 0.75% for 5HED.DE.
5HED.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector, while VNRT.DE tracks Russell 1000 TR USD. They also come from different issuers: Natixis and Vanguard. Their fees differ too: 0.75% for 5HED.DE and 0.10% for VNRT.DE.
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