5HEE.DE vs. 4UBI.DE
5HEE.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR)) and 4UBI.DE (UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc) are both Large Cap Blend Equities funds - 5HEE.DE tracks the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector while 4UBI.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 5 years, 5HEE.DE returned 3.33%/yr vs 12.60%/yr for 4UBI.DE. Their correlation of 0.82 suggests significant overlap in exposure. 5HEE.DE charges 0.75%/yr vs 0.19%/yr for 4UBI.DE.
Performance
5HEE.DE vs. 4UBI.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, 5HEE.DE achieves a -0.31% return, which is significantly lower than 4UBI.DE's 14.39% 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*
- —
4UBI.DE
- 1D
- -0.66%
- 1M
- 6.42%
- YTD
- 14.39%
- 6M
- 13.20%
- 1Y
- 23.80%
- 3Y*
- 16.69%
- 5Y*
- 12.60%
- 10Y*
- —
5HEE.DE vs. 4UBI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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% | 23.83% |
4UBI.DE UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc | 14.39% | -1.05% | 26.19% | 28.05% | -21.21% | 43.58% | 18.50% |
Correlation
The correlation between 5HEE.DE and 4UBI.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since May 7, 2020 | 0.82 |
Over the past year, the correlation between 5HEE.DE and 4UBI.DE has dropped to 0.53 - well below their long-term average of 0.82, 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. 4UBI.DE — Risk / Return Rank
5HEE.DE
4UBI.DE
5HEE.DE vs. 4UBI.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 UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.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 | 4UBI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.29 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | 1.17 | -0.66 |
| Martin ratioReturn relative to average drawdown | 1.26 | 2.16 | -0.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| 5HEE.DE | 4UBI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 0.93 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.65 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.84 | -0.33 |
Drawdowns
5HEE.DE vs. 4UBI.DE - Drawdown Comparison
The maximum 5HEE.DE drawdown since its inception was -32.56%, which is greater than 4UBI.DE's maximum drawdown of -24.63%. Use the drawdown chart below to compare losses from any high point for 5HEE.DE and 4UBI.DE.
Loading charts...
Drawdown Indicators
| 5HEE.DE | 4UBI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.56% | -24.63% | -7.93% |
Max Drawdown (1Y)Largest decline over 1 year | -6.95% | -20.21% | +13.26% |
Max Drawdown (3Y)Largest decline over 3 years | -22.48% | -24.63% | +2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -22.48% | -24.63% | +2.15% |
Current DrawdownCurrent decline from peak | -11.85% | -2.14% | -9.71% |
Average DrawdownAverage peak-to-trough decline | -6.34% | -7.53% | +1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 10.95% | -8.15% |
Volatility
5HEE.DE vs. 4UBI.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 UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE) has a volatility of 3.91%. This indicates that 5HEE.DE experiences smaller price fluctuations and is considered to be less risky than 4UBI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 5HEE.DE | 4UBI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 3.91% | -0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 9.67% | -2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.94% | 25.41% | -14.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 19.14% | -4.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 18.82% | -1.92% |
5HEE.DE vs. 4UBI.DE - Expense Ratio Comparison
5HEE.DE has a 0.75% expense ratio, which is higher than 4UBI.DE's 0.19% expense ratio.
Dividends
5HEE.DE vs. 4UBI.DE - Dividend Comparison
Neither 5HEE.DE nor 4UBI.DE has paid dividends to shareholders.
Frequently Asked Questions
5HEE.DE and 4UBI.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 4UBI.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
4UBI.DE is cheaper with a 0.19% expense ratio, compared with 0.75% for 5HEE.DE.
5HEE.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector, while 4UBI.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: Natixis and UBS. Their fees differ too: 0.75% for 5HEE.DE and 0.19% for 4UBI.DE.
Find the right allocation for 5HEE.DE and 4UBI.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