6PSE.DE vs. 5HEE.DE
6PSE.DE (Invesco MSCI USA UCITS ETF Dist) and 5HEE.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR)) are both Large Cap Blend Equities funds - 6PSE.DE tracks the MSCI USA while 5HEE.DE tracks the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. Both are passively managed. Over the past 3 years, 6PSE.DE returned 19.47%/yr vs 3.62%/yr for 5HEE.DE. A 0.74 correlation means they provide meaningful diversification when combined. 6PSE.DE charges 0.05%/yr vs 0.75%/yr for 5HEE.DE.
Performance
6PSE.DE vs. 5HEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 6PSE.DE achieves a 12.86% return, which is significantly higher than 5HEE.DE's 4.85% return.
6PSE.DE
- 1D
- 0.00%
- 1M
- 1.38%
- 6M
- 11.83%
- YTD
- 12.86%
- 1Y
- 23.11%
- 3Y*
- 19.47%
- 5Y*
- —
- 10Y*
- —
5HEE.DE
- 1D
- 0.63%
- 1M
- 2.85%
- 6M
- 2.05%
- YTD
- 4.85%
- 1Y
- 9.90%
- 3Y*
- 3.62%
- 5Y*
- 3.35%
- 10Y*
- —
6PSE.DE vs. 5HEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
6PSE.DE Invesco MSCI USA UCITS ETF Dist | 12.86% | 4.78% | 32.52% | 23.62% | -7.70% |
5HEE.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) | 4.85% | -7.39% | 10.30% | 11.99% | -4.11% |
Correlation
The correlation between 6PSE.DE and 5HEE.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2022 | 0.74 |
Over the past year, the correlation between 6PSE.DE and 5HEE.DE has dropped to 0.41 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
6PSE.DE vs. 5HEE.DE — Risk / Return Rank
6PSE.DE
5HEE.DE
6PSE.DE vs. 5HEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF Dist (6PSE.DE) and Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.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.
| 6PSE.DE | 5HEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.16 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 1.42 | +1.76 |
| Martin ratioReturn relative to average drawdown | 10.97 | 3.42 | +7.55 |
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Drawdowns
6PSE.DE vs. 5HEE.DE - Drawdown Comparison
The maximum 6PSE.DE drawdown since its inception was -23.70%, smaller than the maximum 5HEE.DE drawdown of -32.56%. Use the drawdown chart below to compare losses from any high point for 6PSE.DE and 5HEE.DE.
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Drawdown Indicators
| 6PSE.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.70% | -32.56% | +8.86% |
Max Drawdown (1Y)Largest decline over 1 year | -7.31% | -6.95% | -0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -23.70% | -22.48% | -1.22% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.48% | — |
Current DrawdownCurrent decline from peak | -0.40% | -7.28% | +6.88% |
Average DrawdownAverage peak-to-trough decline | -4.74% | -6.27% | +1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 2.89% | -0.77% |
Volatility
6PSE.DE vs. 5HEE.DE - Volatility Comparison
The current volatility for Invesco MSCI USA UCITS ETF Dist (6PSE.DE) is 2.79%, while Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.DE) has a volatility of 4.31%. This indicates that 6PSE.DE experiences smaller price fluctuations and is considered to be less risky than 5HEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 6PSE.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 4.31% | -1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 8.20% | 8.40% | -0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.13% | 11.13% | +1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.36% | 14.99% | +0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.36% | 16.92% | -1.56% |
6PSE.DE vs. 5HEE.DE - Expense Ratio Comparison
6PSE.DE has a 0.05% expense ratio, which is lower than 5HEE.DE's 0.75% expense ratio.
Dividends
6PSE.DE vs. 5HEE.DE - Dividend Comparison
6PSE.DE's dividend yield for the trailing twelve months is around 1.06%, while 5HEE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
5HEE.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
6PSE.DE Invesco MSCI USA UCITS ETF Dist | 1.06% | 1.16% | 1.26% | 1.51% | 1.69% |
Frequently Asked Questions
6PSE.DE and 5HEE.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 6PSE.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
6PSE.DE is cheaper with a 0.05% expense ratio, compared with 0.75% for 5HEE.DE.
6PSE.DE tracks MSCI USA, while 5HEE.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. They also come from different issuers: Invesco and Natixis. Their fees differ too: 0.05% for 6PSE.DE and 0.75% for 5HEE.DE.
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