5HEE.DE vs. CBUC.DE
5HEE.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR)) and CBUC.DE (iShares MSCI USA CTB Enhanced ESG UCITS ETF EUR Hedged (Acc)) are both Large Cap Blend Equities funds - 5HEE.DE tracks the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector while CBUC.DE tracks the MSCI USA ESG Enhanced Focus CTB Index (EUR Hedged). Both are passively managed. Over the past 5 years, 5HEE.DE returned 3.35%/yr vs 8.39%/yr for CBUC.DE. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
5HEE.DE vs. CBUC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5HEE.DE achieves a 4.85% return, which is significantly lower than CBUC.DE's 7.50% 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*
- —
CBUC.DE
- 1D
- 0.40%
- 1M
- -0.00%
- 6M
- 8.11%
- YTD
- 7.50%
- 1Y
- 17.10%
- 3Y*
- 15.99%
- 5Y*
- 8.39%
- 10Y*
- —
5HEE.DE vs. CBUC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
5HEE.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) | 4.85% | -7.39% | 10.30% | 11.99% | -11.48% | 13.24% |
CBUC.DE iShares MSCI USA CTB Enhanced ESG UCITS ETF EUR Hedged (Acc) | 7.50% | 13.30% | 21.88% | 22.78% | -24.86% | 10.56% |
Correlation
The correlation between 5HEE.DE and CBUC.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2021 | 0.67 |
Over the past year, the correlation between 5HEE.DE and CBUC.DE has dropped to 0.38 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.
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Return for Risk
5HEE.DE vs. CBUC.DE — Risk / Return Rank
5HEE.DE
CBUC.DE
5HEE.DE vs. CBUC.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 CTB Enhanced ESG UCITS ETF EUR Hedged (Acc) (CBUC.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 | CBUC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.24 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.71 | -0.29 |
| Martin ratioReturn relative to average drawdown | 3.42 | 6.65 | -3.23 |
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Drawdowns
5HEE.DE vs. CBUC.DE - Drawdown Comparison
The maximum 5HEE.DE drawdown since its inception was -32.56%, which is greater than CBUC.DE's maximum drawdown of -29.01%. Use the drawdown chart below to compare losses from any high point for 5HEE.DE and CBUC.DE.
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Drawdown Indicators
| 5HEE.DE | CBUC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.56% | -29.01% | -3.55% |
Max Drawdown (1Y)Largest decline over 1 year | -6.95% | -9.97% | +3.02% |
Max Drawdown (3Y)Largest decline over 3 years | -22.48% | -19.41% | -3.07% |
Max Drawdown (5Y)Largest decline over 5 years | -22.48% | -29.01% | +6.53% |
Current DrawdownCurrent decline from peak | -7.28% | -0.65% | -6.63% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -8.33% | +2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.56% | +0.33% |
Volatility
5HEE.DE vs. CBUC.DE - Volatility Comparison
Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.DE) has a higher volatility of 4.31% compared to iShares MSCI USA CTB Enhanced ESG UCITS ETF EUR Hedged (Acc) (CBUC.DE) at 3.92%. This indicates that 5HEE.DE's price experiences larger fluctuations and is considered to be riskier than CBUC.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 | CBUC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 3.92% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 8.40% | 10.83% | -2.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.13% | 13.59% | -2.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 16.94% | -1.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.92% | 16.87% | +0.05% |
Dividends
5HEE.DE vs. CBUC.DE - Dividend Comparison
Neither 5HEE.DE nor CBUC.DE has paid dividends to shareholders.
Frequently Asked Questions
5HEE.DE and CBUC.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
5HEE.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector, while CBUC.DE tracks MSCI USA ESG Enhanced Focus CTB Index (EUR Hedged). They also come from different issuers: Natixis and iShares.
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