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5HED.L vs. FEXU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5HED.L vs. FEXU.L - 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.L) and First Trust US Large Cap Core AlphaDEX UCITS ETF (FEXU.L). The values are adjusted to include any dividend payments, if applicable.

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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 FEXU.L's 13.98% 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*

FEXU.L

1D
-0.66%
1M
-2.13%
6M
10.97%
YTD
13.98%
1Y
23.64%
3Y*
17.77%
5Y*
10.86%
10Y*
12.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

5HED.L vs. FEXU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%28.11%-10.96%
FEXU.L
First Trust US Large Cap Core AlphaDEX UCITS ETF
13.98%15.23%16.68%14.66%-12.27%26.82%13.52%26.07%-16.68%

Correlation

The correlation between 5HED.L and FEXU.L is 0.59, 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

0.59

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

0.74

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

0.82

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2018

0.76

The correlation between 5HED.L and FEXU.L shifts across timeframes, from 0.59 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

5HED.L vs. FEXU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

5HED.L
5HED.L Risk / Return Rank: 2323
Overall Rank
5HED.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
5HED.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
5HED.L Omega Ratio Rank: 2121
Omega Ratio Rank
5HED.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
5HED.L Martin Ratio Rank: 2323
Martin Ratio Rank

FEXU.L
FEXU.L Risk / Return Rank: 7979
Overall Rank
FEXU.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FEXU.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
FEXU.L Omega Ratio Rank: 6868
Omega Ratio Rank
FEXU.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
FEXU.L Martin Ratio Rank: 8585
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.L vs. FEXU.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 First Trust US Large Cap Core AlphaDEX UCITS ETF (FEXU.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.LFEXU.LDifference
Sharpe ratioReturn per unit of total volatility

-1.17

Sortino ratioReturn per unit of downside risk

-1.75

Omega ratioGain probability vs. loss probability

1.12

1.33

-0.20

Calmar ratioReturn relative to maximum drawdown

0.93

4.23

-3.31

Martin ratioReturn relative to average drawdown

2.31

13.80

-11.49

5HED.L vs. FEXU.L - Sharpe Ratio Comparison

The current 5HED.L Sharpe Ratio is 0.70, which is lower than the FEXU.L Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of 5HED.L and FEXU.L, 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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Drawdowns

5HED.L vs. FEXU.L - Drawdown Comparison

The maximum 5HED.L drawdown since its inception was -32.84%, smaller than the maximum FEXU.L drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for 5HED.L and FEXU.L.


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Drawdown Indicators


5HED.LFEXU.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.84%

-39.38%

+6.54%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-5.56%

-3.39%

Max Drawdown (3Y)

Largest decline over 3 years

-18.06%

-20.15%

+2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-22.17%

-20.80%

-1.37%

Max Drawdown (10Y)

Largest decline over 10 years

-39.38%

Current Drawdown

Current decline from peak

-2.94%

-2.73%

-0.21%

Average Drawdown

Average peak-to-trough decline

-5.74%

-4.37%

-1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

1.71%

+1.88%

Volatility

5HED.L vs. FEXU.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 First Trust US Large Cap Core AlphaDEX UCITS ETF (FEXU.L) at 3.96%. This indicates that 5HED.L's price experiences larger fluctuations and is considered to be riskier than FEXU.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.LFEXU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.43%

3.96%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

9.48%

9.47%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

11.80%

12.55%

-0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.98%

16.35%

-0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.26%

17.31%

+0.95%

5HED.L vs. FEXU.L - Expense Ratio Comparison

Both 5HED.L and FEXU.L have an expense ratio of 0.75%.


Dividends

5HED.L vs. FEXU.L - Dividend Comparison

Neither 5HED.L nor FEXU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


5HED.L and FEXU.L have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

5HED.L and FEXU.L have the same expense ratio: 0.75% per year.

They also come from different issuers: Ossiam and First Trust.

Portfolio Optimizer

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