5HEE.DE vs. 2B7K.DE
5HEE.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR)) and 2B7K.DE (iShares MSCI World SRI UCITS ETF EUR (Acc)) are both Large Cap Blend Equities funds - 5HEE.DE tracks the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector while 2B7K.DE tracks the MSCI World SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, 5HEE.DE returned 3.33%/yr vs 10.50%/yr for 2B7K.DE. Their correlation of 0.84 suggests significant overlap in exposure. 5HEE.DE charges 0.75%/yr vs 0.20%/yr for 2B7K.DE.
Performance
5HEE.DE vs. 2B7K.DE - Performance Comparison
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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*
- —
5HEE.DE vs. 2B7K.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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
5HEE.DE
2B7K.DE
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.DE | 2B7K.DE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 5HEE.DE | 2B7K.DE | Difference | |
|---|---|---|---|
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.DE | 2B7K.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -11.85% | 0.00% | -11.85% |
Average DrawdownAverage peak-to-trough decline | -6.34% | -5.16% | -1.18% |
Ulcer IndexDepth 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.DE | 2B7K.DE | Difference | |
|---|---|---|---|
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.
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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