5HED.L vs. XMVU.L
5HED.L (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD)) and XMVU.L (Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D) are both Large Cap Blend Equities funds. 5HED.L is actively managed, while XMVU.L is passively managed. Over the past 5 years, 5HED.L returned 2.73%/yr vs 6.51%/yr for XMVU.L. A 0.72 correlation means they provide meaningful diversification when combined. 5HED.L charges 0.75%/yr vs 0.20%/yr for XMVU.L.
Performance
5HED.L vs. XMVU.L - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with 5HED.L having a 2.40% return and XMVU.L slightly lower at 2.34%.
5HED.L
- 1D
- 0.61%
- 1M
- 1.51%
- 6M
- 0.20%
- YTD
- 2.40%
- 1Y
- 8.32%
- 3Y*
- 4.25%
- 5Y*
- 2.73%
- 10Y*
- —
XMVU.L
- 1D
- -0.79%
- 1M
- 0.15%
- 6M
- 2.61%
- YTD
- 2.34%
- 1Y
- 5.54%
- 3Y*
- 10.63%
- 5Y*
- 6.51%
- 10Y*
- —
5HED.L vs. XMVU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
XMVU.L Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D | 2.34% | 7.93% | 15.69% | 9.79% | -9.52% | 21.61% | 4.40% | 27.09% | -6.91% |
Correlation
The correlation between 5HED.L and XMVU.L is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Aug 30, 2018 | 0.72 |
The correlation between 5HED.L and XMVU.L shifts across timeframes, from 0.62 (1 year) to 0.77 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
5HED.L vs. XMVU.L — Risk / Return Rank
5HED.L
XMVU.L
5HED.L vs. XMVU.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 Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.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 | XMVU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.12 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | 1.02 | -0.10 |
| Martin ratioReturn relative to average drawdown | 2.31 | 3.16 | -0.85 |
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Drawdowns
5HED.L vs. XMVU.L - Drawdown Comparison
The maximum 5HED.L drawdown since its inception was -32.84%, roughly equal to the maximum XMVU.L drawdown of -32.98%. Use the drawdown chart below to compare losses from any high point for 5HED.L and XMVU.L.
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Drawdown Indicators
| 5HED.L | XMVU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.84% | -32.98% | +0.14% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -5.39% | -3.56% |
Max Drawdown (3Y)Largest decline over 3 years | -18.06% | -9.99% | -8.07% |
Max Drawdown (5Y)Largest decline over 5 years | -22.17% | -17.75% | -4.42% |
Current DrawdownCurrent decline from peak | -2.94% | -2.10% | -0.84% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -3.62% | -2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 1.75% | +1.84% |
Volatility
5HED.L vs. XMVU.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 Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.L) at 2.95%. This indicates that 5HED.L's price experiences larger fluctuations and is considered to be riskier than XMVU.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 | XMVU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 2.95% | +1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 5.92% | +3.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.80% | 7.90% | +3.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.98% | 11.61% | +4.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.26% | 13.02% | +5.24% |
5HED.L vs. XMVU.L - Expense Ratio Comparison
5HED.L has a 0.75% expense ratio, which is higher than XMVU.L's 0.20% expense ratio.
Dividends
5HED.L vs. XMVU.L - Dividend Comparison
5HED.L has not paid dividends to shareholders, while XMVU.L's dividend yield for the trailing twelve months is around 1.18%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
XMVU.L Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D | 1.18% | 1.24% | 1.31% | 1.33% | 1.82% | 1.27% | 1.81% | 1.55% | 1.36% |
Frequently Asked Questions
5HED.L and XMVU.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XMVU.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XMVU.L is cheaper with a 0.20% expense ratio, compared with 0.75% for 5HED.L.
They also come from different issuers: Ossiam and Xtrackers. Their fees differ too: 0.75% for 5HED.L and 0.20% for XMVU.L.
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