5HEE.DE vs. 3SUR.DE
5HEE.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR)) and 3SUR.DE (iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist)) are both Large Cap Blend Equities funds - 5HEE.DE tracks the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector while 3SUR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels (EUR Hedged) Index. Both are passively managed. Over the past 5 years, 5HEE.DE returned 3.35%/yr vs 7.97%/yr for 3SUR.DE. A 0.75 correlation means they provide meaningful diversification when combined. 5HEE.DE charges 0.75%/yr vs 0.23%/yr for 3SUR.DE.
Performance
5HEE.DE vs. 3SUR.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, 5HEE.DE achieves a 4.85% return, which is significantly lower than 3SUR.DE's 12.09% return.
5HEE.DE
- 1D
- 0.63%
- 1M
- 2.85%
- 6M
- 2.05%
- YTD
- 4.85%
- 1Y
- 9.90%
- 3Y*
- 3.62%
- 5Y*
- 3.35%
- 10Y*
- —
3SUR.DE
- 1D
- -0.74%
- 1M
- -1.52%
- 6M
- 10.86%
- YTD
- 12.09%
- 1Y
- 18.40%
- 3Y*
- 12.77%
- 5Y*
- 7.97%
- 10Y*
- —
5HEE.DE vs. 3SUR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
5HEE.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) | 4.85% | -7.39% | 10.30% | 11.99% | -11.48% | 32.30% | 12.99% | 34.06% | -5.81% |
3SUR.DE iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) | 12.09% | 9.40% | 11.63% | 20.98% | -22.39% | 31.13% | 22.49% | 28.86% | -9.69% |
Correlation
The correlation between 5HEE.DE and 3SUR.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 2018 | 0.75 |
Over the past year, the correlation between 5HEE.DE and 3SUR.DE has dropped to 0.45 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
5HEE.DE vs. 3SUR.DE — Risk / Return Rank
5HEE.DE
3SUR.DE
5HEE.DE vs. 3SUR.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 EUR Hedged (Dist) (3SUR.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.
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.
| 5HEE.DE | 3SUR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.24 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 2.07 | -0.65 |
| Martin ratioReturn relative to average drawdown | 3.42 | 7.56 | -4.14 |
Loading charts...
Drawdowns
5HEE.DE vs. 3SUR.DE - Drawdown Comparison
The maximum 5HEE.DE drawdown since its inception was -32.56%, roughly equal to the maximum 3SUR.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for 5HEE.DE and 3SUR.DE.
Loading charts...
Drawdown Indicators
| 5HEE.DE | 3SUR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.56% | -33.43% | +0.87% |
Max Drawdown (1Y)Largest decline over 1 year | -6.95% | -8.85% | +1.90% |
Max Drawdown (3Y)Largest decline over 3 years | -22.48% | -20.15% | -2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -22.48% | -27.69% | +5.21% |
Current DrawdownCurrent decline from peak | -7.28% | -2.33% | -4.95% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -6.46% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.43% | +0.46% |
Volatility
5HEE.DE vs. 3SUR.DE - Volatility Comparison
Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.DE) and iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) (3SUR.DE) have volatilities of 4.31% and 4.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 5HEE.DE | 3SUR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 4.15% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 8.40% | 10.97% | -2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.13% | 13.62% | -2.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 16.53% | -1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.92% | 17.77% | -0.85% |
5HEE.DE vs. 3SUR.DE - Expense Ratio Comparison
5HEE.DE has a 0.75% expense ratio, which is higher than 3SUR.DE's 0.23% expense ratio.
Dividends
5HEE.DE vs. 3SUR.DE - Dividend Comparison
5HEE.DE has not paid dividends to shareholders, while 3SUR.DE's dividend yield for the trailing twelve months is around 0.89%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
3SUR.DE iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) | 0.89% | 0.91% | 1.11% | 1.24% | 1.42% | 0.94% | 0.95% | 1.19% | 0.60% |
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% | 0.00% |
Frequently Asked Questions
5HEE.DE and 3SUR.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 3SUR.DE is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.
3SUR.DE is cheaper with a 0.23% expense ratio, compared with 0.75% for 5HEE.DE.
5HEE.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector, while 3SUR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels (EUR Hedged) Index. They also come from different issuers: Natixis and iShares. Their fees differ too: 0.75% for 5HEE.DE and 0.23% for 3SUR.DE.
Find the right allocation for 5HEE.DE and 3SUR.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer