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5HEE.DE vs. 2B7K.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5HEE.DE vs. 2B7K.DE - 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 (EUR) (5HEE.DE) and iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 5HEE.DE achieves a -0.31% return, which is significantly lower than 2B7K.DE's 10.83% return.


5HEE.DE

1D
1.23%
1M
-1.11%
YTD
-0.31%
6M
0.59%
1Y
4.21%
3Y*
1.44%
5Y*
3.33%
10Y*

2B7K.DE

1D
0.18%
1M
3.92%
YTD
10.83%
6M
11.24%
1Y
18.74%
3Y*
12.93%
5Y*
10.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

5HEE.DE vs. 2B7K.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
5HEE.DE
Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR)
-0.31%-7.39%10.30%11.99%-11.48%32.30%12.99%20.02%
2B7K.DE
iShares MSCI World SRI UCITS ETF EUR (Acc)
10.83%2.85%17.54%20.90%-16.94%36.69%9.65%19.70%

Correlation

The correlation between 5HEE.DE and 2B7K.DE 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

0.70

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

0.81

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2019

0.84

Over the past year, the correlation between 5HEE.DE and 2B7K.DE has dropped to 0.59 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.

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Return for Risk

5HEE.DE vs. 2B7K.DE — Risk / Return Rank

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

5HEE.DE
5HEE.DE Risk / Return Rank: 1414
Overall Rank
5HEE.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
5HEE.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
5HEE.DE Omega Ratio Rank: 1313
Omega Ratio Rank
5HEE.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
5HEE.DE Martin Ratio Rank: 1515
Martin Ratio Rank

2B7K.DE
2B7K.DE Risk / Return Rank: 4646
Overall Rank
2B7K.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
2B7K.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
2B7K.DE Omega Ratio Rank: 4343
Omega Ratio Rank
2B7K.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
2B7K.DE Martin Ratio Rank: 5151
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.

5HEE.DE vs. 2B7K.DE - 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 (EUR) (5HEE.DE) and iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE). 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.


5HEE.DE2B7K.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

-1.63

Omega ratioGain probability vs. loss probability

1.06

1.27

-0.21

Calmar ratioReturn relative to maximum drawdown

0.51

2.37

-1.86

Martin ratioReturn relative to average drawdown

1.26

8.64

-7.38

5HEE.DE vs. 2B7K.DE - Sharpe Ratio Comparison

The current 5HEE.DE Sharpe Ratio is 0.32, which is lower than the 2B7K.DE Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of 5HEE.DE and 2B7K.DE, 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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Sharpe Ratios by Period


5HEE.DE2B7K.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

1.48

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.71

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.79

-0.28

Drawdowns

5HEE.DE vs. 2B7K.DE - Drawdown Comparison

The maximum 5HEE.DE drawdown since its inception was -32.56%, roughly equal to the maximum 2B7K.DE drawdown of -31.65%. Use the drawdown chart below to compare losses from any high point for 5HEE.DE and 2B7K.DE.


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Drawdown Indicators


5HEE.DE2B7K.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.56%

-31.65%

-0.91%

Max Drawdown (1Y)

Largest decline over 1 year

-6.95%

-7.81%

+0.86%

Max Drawdown (3Y)

Largest decline over 3 years

-22.48%

-21.29%

-1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-22.48%

-21.29%

-1.19%

Current Drawdown

Current decline from peak

-11.85%

0.00%

-11.85%

Average Drawdown

Average peak-to-trough decline

-6.34%

-5.16%

-1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

2.15%

+0.65%

Volatility

5HEE.DE vs. 2B7K.DE - Volatility Comparison

The current volatility for Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.DE) is 3.31%, while iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) has a volatility of 3.69%. This indicates that 5HEE.DE experiences smaller price fluctuations and is considered to be less risky than 2B7K.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


5HEE.DE2B7K.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

3.69%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

7.54%

9.21%

-1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

12.48%

-1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

14.60%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

16.18%

+0.72%

5HEE.DE vs. 2B7K.DE - Expense Ratio Comparison

5HEE.DE has a 0.75% expense ratio, which is higher than 2B7K.DE's 0.20% expense ratio.


Dividends

5HEE.DE vs. 2B7K.DE - Dividend Comparison

Neither 5HEE.DE nor 2B7K.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


5HEE.DE and 2B7K.DE 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.

On fees, 2B7K.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

2B7K.DE is cheaper with a 0.20% expense ratio, compared with 0.75% for 5HEE.DE.

5HEE.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector, while 2B7K.DE tracks MSCI World SRI Select Reduced Fossil Fuels. They also come from different issuers: Natixis and iShares. Their fees differ too: 0.75% for 5HEE.DE and 0.20% for 2B7K.DE.

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