5HED.L vs. BBUD.L
5HED.L (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD)) and BBUD.L (JPM BetaBuilders US Equity UCITS ETF - USD (dist)) are both Large Cap Blend Equities funds. 5HED.L is actively managed, while BBUD.L is passively managed. Over the past 5 years, 5HED.L returned 2.73%/yr vs 12.46%/yr for BBUD.L. A 0.78 correlation means they provide meaningful diversification when combined. 5HED.L charges 0.75%/yr vs 0.05%/yr for BBUD.L.
Performance
5HED.L vs. BBUD.L - Performance Comparison
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Returns By Period
In the year-to-date period, 5HED.L achieves a 2.40% return, which is significantly lower than BBUD.L's 9.91% return.
5HED.L
- 1D
- 0.61%
- 1M
- 1.51%
- 6M
- 0.20%
- YTD
- 2.40%
- 1Y
- 8.32%
- 3Y*
- 4.25%
- 5Y*
- 2.73%
- 10Y*
- —
BBUD.L
- 1D
- 0.06%
- 1M
- 0.07%
- 6M
- 9.53%
- YTD
- 9.91%
- 1Y
- 21.06%
- 3Y*
- 19.99%
- 5Y*
- 12.46%
- 10Y*
- —
5HED.L vs. BBUD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
5HED.L Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) | 2.40% | 4.27% | 3.80% | 15.96% | -16.20% | 22.01% | 24.02% | 14.63% |
BBUD.L JPM BetaBuilders US Equity UCITS ETF - USD (dist) | 9.91% | 17.41% | 25.12% | 27.64% | -19.95% | 27.63% | 20.16% | 13.29% |
Correlation
The correlation between 5HED.L and BBUD.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2019 | 0.78 |
Over the past year, the correlation between 5HED.L and BBUD.L has dropped to 0.49 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
5HED.L vs. BBUD.L — Risk / Return Rank
5HED.L
BBUD.L
5HED.L vs. BBUD.L - 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.L) and JPM BetaBuilders US Equity UCITS ETF - USD (dist) (BBUD.L). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 5HED.L | BBUD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.31 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | 2.46 | -1.53 |
| Martin ratioReturn relative to average drawdown | 2.31 | 10.00 | -7.69 |
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Drawdowns
5HED.L vs. BBUD.L - Drawdown Comparison
The maximum 5HED.L drawdown since its inception was -32.84%, roughly equal to the maximum BBUD.L drawdown of -34.19%. Use the drawdown chart below to compare losses from any high point for 5HED.L and BBUD.L.
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Drawdown Indicators
| 5HED.L | BBUD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.84% | -34.19% | +1.35% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -8.61% | -0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -18.06% | -19.33% | +1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -22.17% | -25.33% | +3.16% |
Current DrawdownCurrent decline from peak | -2.94% | -0.66% | -2.28% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -5.30% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 2.12% | +1.47% |
Volatility
5HED.L vs. BBUD.L - Volatility Comparison
Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HED.L) has a higher volatility of 4.43% compared to JPM BetaBuilders US Equity UCITS ETF - USD (dist) (BBUD.L) at 3.03%. This indicates that 5HED.L's price experiences larger fluctuations and is considered to be riskier than BBUD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 5HED.L | BBUD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 3.03% | +1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 9.43% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.80% | 12.14% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.98% | 16.21% | -0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.26% | 17.73% | +0.53% |
5HED.L vs. BBUD.L - Expense Ratio Comparison
5HED.L has a 0.75% expense ratio, which is higher than BBUD.L's 0.05% expense ratio.
Dividends
5HED.L vs. BBUD.L - Dividend Comparison
5HED.L has not paid dividends to shareholders, while BBUD.L's dividend yield for the trailing twelve months is around 1.10%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
5HED.L 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% |
BBUD.L JPM BetaBuilders US Equity UCITS ETF - USD (dist) | 1.10% | 1.10% | 1.01% | 1.29% | 1.46% | 0.95% | 1.37% | 0.74% |
Frequently Asked Questions
5HED.L and BBUD.L have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BBUD.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BBUD.L is cheaper with a 0.05% expense ratio, compared with 0.75% for 5HED.L.
They also come from different issuers: Ossiam and JPMorgan. Their fees differ too: 0.75% for 5HED.L and 0.05% for BBUD.L.
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