5HED.L vs. BBUS.L
5HED.L (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD)) and BBUS.L (BetaBuilders US Equity UCITS USD Acc) are both Large Cap Blend Equities funds. 5HED.L is actively managed, while BBUS.L is passively managed. Over the past 5 years, 5HED.L returned 2.73%/yr vs 12.55%/yr for BBUS.L. A 0.78 correlation means they provide meaningful diversification when combined. 5HED.L charges 0.75%/yr vs 0.04%/yr for BBUS.L.
Performance
5HED.L vs. BBUS.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 BBUS.L's 9.93% 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*
- —
BBUS.L
- 1D
- 0.08%
- 1M
- 0.10%
- 6M
- 9.55%
- YTD
- 9.93%
- 1Y
- 21.07%
- 3Y*
- 20.00%
- 5Y*
- 12.55%
- 10Y*
- —
5HED.L vs. BBUS.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% |
BBUS.L BetaBuilders US Equity UCITS USD Acc | 9.93% | 17.54% | 24.98% | 27.64% | -19.96% | 27.64% | 20.13% | 13.31% |
Correlation
The correlation between 5HED.L and BBUS.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 | 0.65 |
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 BBUS.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. BBUS.L — Risk / Return Rank
5HED.L
BBUS.L
5HED.L vs. BBUS.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 BetaBuilders US Equity UCITS USD Acc (BBUS.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 | BBUS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.31 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | 2.43 | -1.51 |
| Martin ratioReturn relative to average drawdown | 2.31 | 9.88 | -7.57 |
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Drawdowns
5HED.L vs. BBUS.L - Drawdown Comparison
The maximum 5HED.L drawdown since its inception was -32.84%, roughly equal to the maximum BBUS.L drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for 5HED.L and BBUS.L.
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Drawdown Indicators
| 5HED.L | BBUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.84% | -34.26% | +1.42% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -8.62% | -0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -18.06% | -19.36% | +1.30% |
Max Drawdown (5Y)Largest decline over 5 years | -22.17% | -25.33% | +3.16% |
Current DrawdownCurrent decline from peak | -2.94% | -0.64% | -2.30% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -5.30% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 2.13% | +1.46% |
Volatility
5HED.L vs. BBUS.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 BetaBuilders US Equity UCITS USD Acc (BBUS.L) at 2.99%. This indicates that 5HED.L's price experiences larger fluctuations and is considered to be riskier than BBUS.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 | BBUS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 2.99% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 9.42% | +0.06% |
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% | 16.20% | -0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.26% | 17.73% | +0.53% |
5HED.L vs. BBUS.L - Expense Ratio Comparison
5HED.L has a 0.75% expense ratio, which is higher than BBUS.L's 0.04% expense ratio.
Dividends
5HED.L vs. BBUS.L - Dividend Comparison
Neither 5HED.L nor BBUS.L has paid dividends to shareholders.
Frequently Asked Questions
5HED.L and BBUS.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, BBUS.L is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BBUS.L is cheaper with a 0.04% 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 0.04% for BBUS.L.
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