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5HED.L vs. S6EW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5HED.L vs. S6EW.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 Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR) (S6EW.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

5HED.L is traded in USD, while S6EW.L is traded in EUR. To make them comparable, the S6EW.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 5HED.L achieves a 2.40% return, which is significantly lower than S6EW.L's 6.08% 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*

S6EW.L

1D
0.88%
1M
0.26%
6M
4.71%
YTD
6.08%
1Y
14.31%
3Y*
12.87%
5Y*
4.97%
10Y*
8.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

5HED.L vs. S6EW.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%
S6EW.L
Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR)
6.08%32.83%-1.92%18.49%-23.23%13.18%10.62%25.17%-15.84%

Correlation

The correlation between 5HED.L and S6EW.L is 0.64, 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

0.64

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

0.61

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

0.68

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

0.64

The correlation between 5HED.L and S6EW.L has been stable across timeframes, ranging from 0.61 to 0.68 - a consistent structural relationship.

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Return for Risk

5HED.L vs. S6EW.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

S6EW.L
S6EW.L Risk / Return Rank: 4040
Overall Rank
S6EW.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
S6EW.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
S6EW.L Omega Ratio Rank: 4141
Omega Ratio Rank
S6EW.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
S6EW.L Martin Ratio Rank: 4343
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. S6EW.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 Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR) (S6EW.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.LS6EW.LDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

1.12

1.18

-0.05

Calmar ratioReturn relative to maximum drawdown

0.93

1.17

-0.24

Martin ratioReturn relative to average drawdown

2.31

3.96

-1.65

5HED.L vs. S6EW.L - Sharpe Ratio Comparison

The current 5HED.L Sharpe Ratio is 0.70, which is comparable to the S6EW.L Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of 5HED.L and S6EW.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. S6EW.L - Drawdown Comparison

The maximum 5HED.L drawdown since its inception was -32.84%, smaller than the maximum S6EW.L drawdown of -41.16%. Use the drawdown chart below to compare losses from any high point for 5HED.L and S6EW.L.


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Drawdown Indicators


5HED.LS6EW.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.84%

-41.16%

+8.32%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-12.22%

+3.27%

Max Drawdown (3Y)

Largest decline over 3 years

-18.06%

-15.50%

-2.56%

Max Drawdown (5Y)

Largest decline over 5 years

-22.17%

-41.16%

+18.99%

Max Drawdown (10Y)

Largest decline over 10 years

-41.16%

Current Drawdown

Current decline from peak

-2.94%

-0.66%

-2.28%

Average Drawdown

Average peak-to-trough decline

-5.74%

-9.31%

+3.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

3.61%

-0.02%

Volatility

5HED.L vs. S6EW.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 Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR) (S6EW.L) at 3.86%. This indicates that 5HED.L's price experiences larger fluctuations and is considered to be riskier than S6EW.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.LS6EW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.43%

3.86%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

9.48%

12.37%

-2.89%

Volatility (1Y)

Calculated over the trailing 1-year period

11.80%

14.83%

-3.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.98%

19.06%

-3.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.26%

18.28%

-0.02%

5HED.L vs. S6EW.L - Expense Ratio Comparison

5HED.L has a 0.75% expense ratio, which is higher than S6EW.L's 0.35% expense ratio.


Dividends

5HED.L vs. S6EW.L - Dividend Comparison

Neither 5HED.L nor S6EW.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


5HED.L and S6EW.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, S6EW.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

S6EW.L is cheaper with a 0.35% expense ratio, compared with 0.75% for 5HED.L.

5HED.L is categorized as Large Cap Blend Equities, while S6EW.L is Europe Equities. Their fees differ too: 0.75% for 5HED.L and 0.35% for S6EW.L.

Portfolio Optimizer

Find the right allocation for 5HED.L and S6EW.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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