5HEE.DE vs. 36B6.DE
5HEE.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR)) and 36B6.DE (iShares MSCI USA SRI UCITS ETF USD Dist) are both Large Cap Blend Equities funds - 5HEE.DE tracks the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector while 36B6.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, 5HEE.DE returned 3.33%/yr vs 12.25%/yr for 36B6.DE. Their correlation of 0.85 suggests significant overlap in exposure. 5HEE.DE charges 0.75%/yr vs 0.20%/yr for 36B6.DE.
Performance
5HEE.DE vs. 36B6.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 36B6.DE's 14.86% 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*
- —
36B6.DE
- 1D
- 0.12%
- 1M
- 4.77%
- YTD
- 14.86%
- 6M
- 14.34%
- 1Y
- 22.45%
- 3Y*
- 14.59%
- 5Y*
- 12.25%
- 10Y*
- —
5HEE.DE vs. 36B6.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% |
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 14.86% | -0.74% | 20.34% | 20.20% | -14.25% | 43.41% | 13.54% | 20.91% |
Correlation
The correlation between 5HEE.DE and 36B6.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.85 |
Over the past year, the correlation between 5HEE.DE and 36B6.DE has dropped to 0.58 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
5HEE.DE vs. 36B6.DE — Risk / Return Rank
5HEE.DE
36B6.DE
5HEE.DE vs. 36B6.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 USA SRI UCITS ETF USD Dist (36B6.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 | 36B6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.31 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | 3.10 | -2.59 |
| Martin ratioReturn relative to average drawdown | 1.26 | 10.29 | -9.03 |
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 | 36B6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 1.76 | -1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.78 | -0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.86 | -0.35 |
Drawdowns
5HEE.DE vs. 36B6.DE - Drawdown Comparison
The maximum 5HEE.DE drawdown since its inception was -32.56%, roughly equal to the maximum 36B6.DE drawdown of -34.21%. Use the drawdown chart below to compare losses from any high point for 5HEE.DE and 36B6.DE.
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Drawdown Indicators
| 5HEE.DE | 36B6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.56% | -34.21% | +1.65% |
Max Drawdown (1Y)Largest decline over 1 year | -6.95% | -7.21% | +0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -22.48% | -23.75% | +1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -22.48% | -23.75% | +1.27% |
Current DrawdownCurrent decline from peak | -11.85% | 0.00% | -11.85% |
Average DrawdownAverage peak-to-trough decline | -6.34% | -4.98% | -1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.17% | +0.63% |
Volatility
5HEE.DE vs. 36B6.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 USA SRI UCITS ETF USD Dist (36B6.DE) has a volatility of 3.79%. This indicates that 5HEE.DE experiences smaller price fluctuations and is considered to be less risky than 36B6.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 | 36B6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 3.79% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 9.08% | -1.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.94% | 12.71% | -1.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 15.45% | -0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 17.54% | -0.64% |
5HEE.DE vs. 36B6.DE - Expense Ratio Comparison
5HEE.DE has a 0.75% expense ratio, which is higher than 36B6.DE's 0.20% expense ratio.
Dividends
5HEE.DE vs. 36B6.DE - Dividend Comparison
5HEE.DE has not paid dividends to shareholders, while 36B6.DE's dividend yield for the trailing twelve months is around 0.85%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 0.85% | 0.97% | 1.10% | 1.27% | 1.40% | 0.91% | 1.05% | 1.17% |
5HEE.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
5HEE.DE and 36B6.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 36B6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
36B6.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 36B6.DE tracks MSCI USA 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 36B6.DE.
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