5HEE.DE vs. LCUS.DE
5HEE.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR)) and LCUS.DE (Lyxor Core US Equity (DR) UCITS ETF - Dist) are both Large Cap Blend Equities funds - 5HEE.DE tracks the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector while LCUS.DE tracks the Russell 1000 TR USD. Both are passively managed. A 0.80 correlation means they provide meaningful diversification when combined. 5HEE.DE charges 0.75%/yr vs 0.04%/yr for LCUS.DE.
Performance
5HEE.DE vs. LCUS.DE - Performance Comparison
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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*
- —
5HEE.DE vs. LCUS.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) | -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.
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Return for Risk
5HEE.DE vs. LCUS.DE — Risk / Return Rank
5HEE.DE
LCUS.DE
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.DE | LCUS.DE | Difference | |
|---|---|---|---|
| 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 | — | — |
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 | LCUS.DE | Difference | |
|---|---|---|---|
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
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Drawdown Indicators
| 5HEE.DE | LCUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -11.85% | — | — |
Average DrawdownAverage peak-to-trough decline | -6.34% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | — | — |
Volatility
5HEE.DE vs. LCUS.DE - Volatility Comparison
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Volatility by Period
| 5HEE.DE | LCUS.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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.
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