5HEE.DE vs. SGAS.DE
5HEE.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR)) and SGAS.DE (iShares MSCI USA ESG Screened 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 SGAS.DE tracks the MSCI USA ESG Screened. Both are passively managed. Over the past 5 years, 5HEE.DE returned 3.35%/yr vs 13.91%/yr for SGAS.DE. Their correlation of 0.81 suggests significant overlap in exposure. 5HEE.DE charges 0.75%/yr vs 0.07%/yr for SGAS.DE.
Performance
5HEE.DE vs. SGAS.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, 5HEE.DE achieves a 4.85% return, which is significantly lower than SGAS.DE's 12.85% 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*
- —
SGAS.DE
- 1D
- 0.36%
- 1M
- 1.62%
- 6M
- 12.21%
- YTD
- 12.85%
- 1Y
- 23.79%
- 3Y*
- 20.15%
- 5Y*
- 13.91%
- 10Y*
- —
5HEE.DE vs. SGAS.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) | 4.85% | -7.39% | 10.30% | 11.99% | -11.48% | 32.30% | 12.99% | 34.06% | -8.43% |
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 12.85% | 5.16% | 33.87% | 26.35% | -17.03% | 39.63% | 10.63% | 35.35% | -20.64% |
Correlation
The correlation between 5HEE.DE and SGAS.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.81 |
Over the past year, the correlation between 5HEE.DE and SGAS.DE has dropped to 0.40 - well below their long-term average of 0.81, 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. SGAS.DE — Risk / Return Rank
5HEE.DE
SGAS.DE
5HEE.DE vs. SGAS.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 ESG Screened UCITS ETF USD (Acc) (SGAS.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 | SGAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.33 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 2.78 | -1.37 |
| Martin ratioReturn relative to average drawdown | 3.42 | 9.65 | -6.23 |
Loading charts...
Drawdowns
5HEE.DE vs. SGAS.DE - Drawdown Comparison
The maximum 5HEE.DE drawdown since its inception was -32.56%, roughly equal to the maximum SGAS.DE drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for 5HEE.DE and SGAS.DE.
Loading charts...
Drawdown Indicators
| 5HEE.DE | SGAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.56% | -33.50% | +0.94% |
Max Drawdown (1Y)Largest decline over 1 year | -6.95% | -8.51% | +1.56% |
Max Drawdown (3Y)Largest decline over 3 years | -22.48% | -24.69% | +2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -22.48% | -24.69% | +2.21% |
Current DrawdownCurrent decline from peak | -7.28% | 0.00% | -7.28% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -5.47% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.46% | +0.43% |
Volatility
5HEE.DE vs. SGAS.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 ESG Screened UCITS ETF USD (Acc) (SGAS.DE) at 3.08%. This indicates that 5HEE.DE's price experiences larger fluctuations and is considered to be riskier than SGAS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 5HEE.DE | SGAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 3.08% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.40% | 8.84% | -0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.13% | 12.87% | -1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 16.09% | -1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.92% | 18.17% | -1.25% |
5HEE.DE vs. SGAS.DE - Expense Ratio Comparison
5HEE.DE has a 0.75% expense ratio, which is higher than SGAS.DE's 0.07% expense ratio.
Dividends
5HEE.DE vs. SGAS.DE - Dividend Comparison
Neither 5HEE.DE nor SGAS.DE has paid dividends to shareholders.
Frequently Asked Questions
5HEE.DE and SGAS.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.75% for 5HEE.DE.
5HEE.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector, while SGAS.DE tracks MSCI USA ESG Screened. They also come from different issuers: Natixis and iShares. Their fees differ too: 0.75% for 5HEE.DE and 0.07% for SGAS.DE.
Find the right allocation for 5HEE.DE and SGAS.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