5HEE.DE vs. SPYL.DE
5HEE.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR)) and SPYL.DE (State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)) are both exchange-traded funds - 5HEE.DE is a Large Cap Blend Equities fund tracking the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector, while SPYL.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past year, 5HEE.DE returned 4.21% vs 25.56% for SPYL.DE. A 0.61 correlation means they provide meaningful diversification when combined. 5HEE.DE charges 0.75%/yr vs 0.03%/yr for SPYL.DE.
Performance
5HEE.DE vs. SPYL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5HEE.DE achieves a -0.31% return, which is significantly lower than SPYL.DE's 11.37% return.
5HEE.DE
- 1D
- 1.23%
- 1M
- -1.11%
- YTD
- -0.31%
- 6M
- 0.59%
- 1Y
- 4.21%
- 3Y*
- 1.44%
- 5Y*
- 3.33%
- 10Y*
- —
SPYL.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.86%
- 1Y
- 25.56%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
5HEE.DE vs. SPYL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
5HEE.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) | -0.31% | -7.39% | 10.30% | 12.37% |
SPYL.DE State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) | 11.37% | 4.71% | 32.33% | 9.54% |
Correlation
The correlation between 5HEE.DE and SPYL.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2023 | 0.61 |
The correlation between 5HEE.DE and SPYL.DE shifts across timeframes, from 0.48 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
5HEE.DE vs. SPYL.DE — Risk / Return Rank
5HEE.DE
SPYL.DE
5HEE.DE vs. SPYL.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 State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.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 | SPYL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.89 | ||
| Sortino ratioReturn per unit of downside risk | -2.48 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.41 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | 3.58 | -3.07 |
| Martin ratioReturn relative to average drawdown | 1.26 | 12.72 | -11.46 |
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 | SPYL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 2.21 | -1.89 |
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 | 1.54 | -1.03 |
Drawdowns
5HEE.DE vs. SPYL.DE - Drawdown Comparison
The maximum 5HEE.DE drawdown since its inception was -32.56%, which is greater than SPYL.DE's maximum drawdown of -23.27%. Use the drawdown chart below to compare losses from any high point for 5HEE.DE and SPYL.DE.
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Drawdown Indicators
| 5HEE.DE | SPYL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.56% | -23.27% | -9.29% |
Max Drawdown (1Y)Largest decline over 1 year | -6.95% | -7.13% | +0.18% |
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% | -0.46% | -11.39% |
Average DrawdownAverage peak-to-trough decline | -6.34% | -3.24% | -3.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.01% | +0.79% |
Volatility
5HEE.DE vs. SPYL.DE - Volatility Comparison
Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.DE) has a higher volatility of 3.31% compared to State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) at 2.66%. This indicates that 5HEE.DE's price experiences larger fluctuations and is considered to be riskier than SPYL.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 | SPYL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 2.66% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 7.57% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.94% | 11.52% | -0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 14.61% | +0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 14.61% | +2.29% |
5HEE.DE vs. SPYL.DE - Expense Ratio Comparison
5HEE.DE has a 0.75% expense ratio, which is higher than SPYL.DE's 0.03% expense ratio.
Dividends
5HEE.DE vs. SPYL.DE - Dividend Comparison
Neither 5HEE.DE nor SPYL.DE has paid dividends to shareholders.
Frequently Asked Questions
5HEE.DE and SPYL.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYL.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYL.DE is cheaper with a 0.03% expense ratio, compared with 0.75% for 5HEE.DE.
5HEE.DE is categorized as Large Cap Blend Equities, while SPYL.DE is S&P 500. 5HEE.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector, while SPYL.DE tracks S&P 500 Index. They also come from different issuers: Natixis and State Street. Their fees differ too: 0.75% for 5HEE.DE and 0.03% for SPYL.DE.
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