5HEE.DE vs. OUFE.DE
Compare and contrast key facts about Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.DE) and Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR) (OUFE.DE).
5HEE.DE and OUFE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 5HEE.DE is a passively managed fund by Natixis that tracks the performance of the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. It was launched on Apr 5, 2018. OUFE.DE is a passively managed fund by Natixis that tracks the performance of the Ossiam US ESG Low Carbon Equity Factors. It was launched on May 2, 2019. Both 5HEE.DE and OUFE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
5HEE.DE vs. OUFE.DE - Performance Comparison
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5HEE.DE vs. OUFE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
5HEE.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) | -1.39% | -7.39% | 10.30% | 11.99% | -11.48% | 32.30% | 12.99% | 14.32% |
OUFE.DE Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR) | 0.00% | -3.67% | 27.98% | 10.11% | -13.01% | 42.53% | 7.82% | 12.12% |
Returns By Period
5HEE.DE
- 1D
- 0.62%
- 1M
- -6.15%
- YTD
- -1.39%
- 6M
- 2.43%
- 1Y
- -1.77%
- 3Y*
- 1.56%
- 5Y*
- 3.45%
- 10Y*
- —
OUFE.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 1.14%
- 1Y
- 3.64%
- 3Y*
- 10.23%
- 5Y*
- 7.22%
- 10Y*
- —
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5HEE.DE vs. OUFE.DE - Expense Ratio Comparison
5HEE.DE has a 0.75% expense ratio, which is higher than OUFE.DE's 0.45% expense ratio.
Return for Risk
5HEE.DE vs. OUFE.DE — Risk / Return Rank
5HEE.DE
OUFE.DE
5HEE.DE vs. OUFE.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 Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR) (OUFE.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 | OUFE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.12 | 0.31 | -0.43 |
Sortino ratioReturn per unit of downside risk | -0.06 | 0.50 | -0.56 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.10 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | -0.19 | 0.24 | -0.43 |
Martin ratioReturn relative to average drawdown | -0.60 | 1.06 | -1.65 |
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 | OUFE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 0.31 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.48 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.63 | -0.12 |
Correlation
The correlation between 5HEE.DE and OUFE.DE is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
5HEE.DE vs. OUFE.DE - Dividend Comparison
Neither 5HEE.DE nor OUFE.DE has paid dividends to shareholders.
Drawdowns
5HEE.DE vs. OUFE.DE - Drawdown Comparison
The maximum 5HEE.DE drawdown since its inception was -32.56%, smaller than the maximum OUFE.DE drawdown of -35.62%. Use the drawdown chart below to compare losses from any high point for 5HEE.DE and OUFE.DE.
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Drawdown Indicators
| 5HEE.DE | OUFE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.56% | -35.62% | +3.06% |
Max Drawdown (1Y)Largest decline over 1 year | -12.54% | -14.86% | +2.32% |
Max Drawdown (5Y)Largest decline over 5 years | -22.48% | -23.45% | +0.97% |
Current DrawdownCurrent decline from peak | -12.80% | -6.91% | -5.89% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -6.40% | +0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 3.44% | -0.72% |
Volatility
5HEE.DE vs. OUFE.DE - Volatility Comparison
Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.DE) has a higher volatility of 2.99% compared to Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR) (OUFE.DE) at 0.00%. This indicates that 5HEE.DE's price experiences larger fluctuations and is considered to be riskier than OUFE.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 | OUFE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 0.00% | +2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 7.09% | 4.05% | +3.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.09% | 15.37% | -0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 14.86% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 17.22% | -0.22% |