PortfoliosLab logoPortfoliosLab logo
5HEE.DE vs. LCUS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5HEE.DE vs. LCUS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.DE) and Lyxor Core US Equity (DR) UCITS ETF - Dist (LCUS.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


5HEE.DE

1D
1.23%
1M
-1.11%
YTD
-0.31%
6M
0.59%
1Y
4.21%
3Y*
1.44%
5Y*
3.33%
10Y*

LCUS.DE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

5HEE.DE vs. LCUS.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%34.06%-3.75%
LCUS.DE
Lyxor Core US Equity (DR) UCITS ETF - Dist
0.00%3.40%32.87%22.96%-15.87%37.82%9.09%34.14%-5.93%

Correlation

The correlation between 5HEE.DE and LCUS.DE is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (All Time)
Calculated using the full available price history since May 31, 2018

0.80

The correlation between 5HEE.DE and LCUS.DE shifts across timeframes, from 0.43 (3 years) to 0.80 (all time), reflecting how their relationship changes across market environments.

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. LCUS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

5HEE.DE
5HEE.DE Risk / Return Rank: 1414
Overall Rank
5HEE.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
5HEE.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
5HEE.DE Omega Ratio Rank: 1313
Omega Ratio Rank
5HEE.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
5HEE.DE Martin Ratio Rank: 1515
Martin Ratio Rank

LCUS.DE
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

5HEE.DE vs. LCUS.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 Lyxor Core US Equity (DR) UCITS ETF - Dist (LCUS.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.DELCUS.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.06

Calmar ratioReturn relative to maximum drawdown

0.51

Martin ratioReturn relative to average drawdown

1.26

5HEE.DE vs. LCUS.DE - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


5HEE.DELCUS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

Drawdowns

5HEE.DE vs. LCUS.DE - Drawdown Comparison


Loading charts...

Drawdown Indicators


5HEE.DELCUS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.56%

Max Drawdown (1Y)

Largest decline over 1 year

-6.95%

Max Drawdown (3Y)

Largest decline over 3 years

-22.48%

Max Drawdown (5Y)

Largest decline over 5 years

-22.48%

Current Drawdown

Current decline from peak

-11.85%

Average Drawdown

Average peak-to-trough decline

-6.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

Volatility

5HEE.DE vs. LCUS.DE - Volatility Comparison


Loading charts...

Volatility by Period


5HEE.DELCUS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

Volatility (6M)

Calculated over the trailing 6-month period

7.54%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

5HEE.DE vs. LCUS.DE - Expense Ratio Comparison

5HEE.DE has a 0.75% expense ratio, which is higher than LCUS.DE's 0.04% expense ratio.


Dividends

5HEE.DE vs. LCUS.DE - Dividend Comparison

Neither 5HEE.DE nor LCUS.DE has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
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%
LCUS.DE
Lyxor Core US Equity (DR) UCITS ETF - Dist
0.00%0.00%0.84%0.78%2.27%1.12%1.52%1.10%1.30%

Frequently Asked Questions


5HEE.DE and LCUS.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LCUS.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LCUS.DE is cheaper with a 0.04% expense ratio, compared with 0.75% for 5HEE.DE.

5HEE.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector, while LCUS.DE tracks Russell 1000 TR USD. They also come from different issuers: Natixis and Amundi. Their fees differ too: 0.75% for 5HEE.DE and 0.04% for LCUS.DE.

Portfolio Optimizer

Find the right allocation for 5HEE.DE and LCUS.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