5HEE.DE vs. UIMP.DE

Last updated Jun 26, 2026

5HEE.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR)) and UIMP.DE (UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds - 5HEE.DE tracks the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector while UIMP.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 5 years, 5HEE.DE returned 3.56%/yr vs 11.85%/yr for UIMP.DE. Their correlation of 0.82 suggests significant overlap in exposure. 5HEE.DE charges 0.75%/yr vs 0.22%/yr for UIMP.DE.

Performance

5HEE.DE vs. UIMP.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 UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, 5HEE.DE achieves a 3.86% return, which is significantly lower than UIMP.DE's 15.73% return.

5HEE.DE

• 1D: 0.30%
• 1M: 4.44%
• YTD: 3.86%
• 6M: 4.44%
• 1Y: 10.71%
• 3Y*: 3.02%
• 5Y*: 3.56%
• 10Y*: —

UIMP.DE

• 1D: -0.18%
• 1M: 3.59%
• YTD: 15.73%
• 6M: 16.07%
• 1Y: 25.88%
• 3Y*: 16.74%
• 5Y*: 11.85%
• 10Y*: 14.71%

*Multi-year figures are annualized to reflect compound growth (CAGR)

5HEE.DE vs. UIMP.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)	3.86%	-7.39%	10.30%	11.99%	-11.48%	32.30%	12.99%	34.06%	3.84%
UIMP.DE UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis	15.73%	-1.33%	25.94%	27.84%	-21.40%	43.23%	10.69%	33.09%	4.67%

Correlation

The correlation between 5HEE.DE and UIMP.DE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (All Time) Calculated using the full available price history since Apr 5, 2018	0.82

Over the past year, the correlation between 5HEE.DE and UIMP.DE has dropped to 0.51 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.

Return for Risk

5HEE.DE vs. UIMP.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: 29
5HEE.DE Sharpe Ratio Rank: 29
5HEE.DE Sortino Ratio Rank: 27
5HEE.DE Omega Ratio Rank: 26
5HEE.DE Calmar Ratio Rank: 33
5HEE.DE Martin Ratio Rank: 29

UIMP.DE

UIMP.DE Risk / Return Rank: 62
UIMP.DE Sharpe Ratio Rank: 65
UIMP.DE Sortino Ratio Rank: 66
UIMP.DE Omega Ratio Rank: 62
UIMP.DE Calmar Ratio Rank: 62
UIMP.DE Martin Ratio Rank: 56

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. UIMP.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 UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.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	UIMP.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.98	1.89	-0.91
Sortino ratio: Return per unit of downside risk	1.43	2.67	-1.24
Omega ratio: Gain probability vs. loss probability	1.17	1.33	-0.16
Calmar ratio: Return relative to maximum drawdown	1.53	2.73	-1.20
Martin ratio: Return relative to average drawdown	3.71	8.82	-5.11

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

The current 5HEE.DE Sharpe Ratio is 0.98, which is lower than the UIMP.DE Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of 5HEE.DE and UIMP.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

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

The maximum 5HEE.DE drawdown since its inception was -32.56%, roughly equal to the maximum UIMP.DE drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for 5HEE.DE and UIMP.DE.

Drawdown Indicators

	5HEE.DE	UIMP.DE	Difference
Max Drawdown Largest peak-to-trough decline	-32.56%	-33.37%	+0.81%
Max Drawdown (1Y) Largest decline over 1 year	-6.95%	-9.42%	+2.47%
Max Drawdown (3Y) Largest decline over 3 years	-22.48%	-24.74%	+2.26%
Max Drawdown (5Y) Largest decline over 5 years	-22.48%	-24.74%	+2.26%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.37%	—
Current Drawdown Current decline from peak	-8.16%	-0.31%	-7.85%
Average Drawdown Average peak-to-trough decline	-6.26%	-8.06%	+1.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.88%	2.93%	-0.05%

Volatility

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

The current volatility for Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.DE) is 2.99%, while UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE) has a volatility of 4.04%. This indicates that 5HEE.DE experiences smaller price fluctuations and is considered to be less risky than UIMP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	5HEE.DE	UIMP.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.99%	4.04%	-1.05%
Volatility (6M) Calculated over the trailing 6-month period	7.62%	10.01%	-2.39%
Volatility (1Y) Calculated over the trailing 1-year period	10.91%	13.63%	-2.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.92%	16.59%	-1.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.93%	16.87%	+0.06%

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

5HEE.DE has a 0.75% expense ratio, which is higher than UIMP.DE's 0.22% expense ratio.

Dividends

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

5HEE.DE has not paid dividends to shareholders, while UIMP.DE's dividend yield for the trailing twelve months is around 0.41%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%	0.00%	0.00%
UIMP.DE UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis	0.41%	0.82%	0.70%	0.75%	0.92%	0.62%	0.90%	0.97%	1.03%	1.25%	1.26%	1.25%

Frequently Asked Questions

Can I hold both 5HEE.DE and UIMP.DE in my portfolio?

5HEE.DE and UIMP.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, 5HEE.DE or UIMP.DE?

On fees, UIMP.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, 5HEE.DE or UIMP.DE?

UIMP.DE is cheaper with a 0.22% expense ratio, compared with 0.75% for 5HEE.DE.

What is the main difference between 5HEE.DE and UIMP.DE?

5HEE.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector, while UIMP.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: Natixis and UBS. Their fees differ too: 0.75% for 5HEE.DE and 0.22% for UIMP.DE.