ACU2.DE vs. 5HEE.DE
ACU2.DE (Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR) and 5HEE.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR)) are both Large Cap Blend Equities funds - ACU2.DE tracks the MSCI USA ESG Leaders Select 5% Issuer Capped while 5HEE.DE tracks the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. Both are passively managed. Over the past 5 years, ACU2.DE returned 11.68%/yr vs 3.54%/yr for 5HEE.DE. Their correlation of 0.84 suggests significant overlap in exposure. ACU2.DE charges 0.35%/yr vs 0.75%/yr for 5HEE.DE.
Performance
ACU2.DE vs. 5HEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ACU2.DE achieves a 13.97% return, which is significantly higher than 5HEE.DE's 5.80% return.
ACU2.DE
- 1D
- 0.09%
- 1M
- -0.04%
- 6M
- 10.87%
- YTD
- 13.97%
- 1Y
- 27.37%
- 3Y*
- 16.66%
- 5Y*
- 11.68%
- 10Y*
- —
5HEE.DE
- 1D
- 0.91%
- 1M
- 4.16%
- 6M
- 2.61%
- YTD
- 5.80%
- 1Y
- 12.76%
- 3Y*
- 3.96%
- 5Y*
- 3.54%
- 10Y*
- —
ACU2.DE vs. 5HEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ACU2.DE Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR | 13.97% | 1.61% | 26.66% | 22.75% | -15.77% | 38.66% | 9.40% | 34.49% | 4.21% |
5HEE.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) | 5.80% | -7.39% | 10.30% | 11.99% | -11.48% | 32.30% | 12.99% | 34.06% | 3.84% |
Correlation
The correlation between ACU2.DE and 5HEE.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 (3Y) Calculated over the trailing 3-year period | 0.67 |
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 | 0.84 |
Over the past year, the correlation between ACU2.DE and 5HEE.DE has dropped to 0.48 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
ACU2.DE vs. 5HEE.DE — Risk / Return Rank
ACU2.DE
5HEE.DE
ACU2.DE vs. 5HEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.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.
| ACU2.DE | 5HEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.20 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.74 | 1.83 | +0.91 |
| Martin ratioReturn relative to average drawdown | 9.43 | 4.41 | +5.02 |
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Drawdowns
ACU2.DE vs. 5HEE.DE - Drawdown Comparison
The maximum ACU2.DE drawdown since its inception was -34.31%, which is greater than 5HEE.DE's maximum drawdown of -32.56%. Use the drawdown chart below to compare losses from any high point for ACU2.DE and 5HEE.DE.
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Drawdown Indicators
| ACU2.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.31% | -32.56% | -1.75% |
Max Drawdown (1Y)Largest decline over 1 year | -9.95% | -6.95% | -3.00% |
Max Drawdown (3Y)Largest decline over 3 years | -23.98% | -22.48% | -1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -23.98% | -22.48% | -1.50% |
Current DrawdownCurrent decline from peak | -2.29% | -6.44% | +4.15% |
Average DrawdownAverage peak-to-trough decline | -4.77% | -6.27% | +1.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.89% | +0.01% |
Volatility
ACU2.DE vs. 5HEE.DE - Volatility Comparison
The current volatility for Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE) is 3.74%, while Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.DE) has a volatility of 4.36%. This indicates that ACU2.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
| ACU2.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 4.36% | -0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 9.64% | 8.43% | +1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.27% | 11.15% | +2.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.57% | 14.99% | +0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 16.92% | -0.02% |
ACU2.DE vs. 5HEE.DE - Expense Ratio Comparison
ACU2.DE has a 0.35% expense ratio, which is lower than 5HEE.DE's 0.75% expense ratio.
Dividends
ACU2.DE vs. 5HEE.DE - Dividend Comparison
Neither ACU2.DE nor 5HEE.DE has paid dividends to shareholders.
Frequently Asked Questions
ACU2.DE and 5HEE.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, ACU2.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ACU2.DE is cheaper with a 0.35% expense ratio, compared with 0.75% for 5HEE.DE.
ACU2.DE tracks MSCI USA ESG Leaders Select 5% Issuer Capped, while 5HEE.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. They also come from different issuers: Amundi and Natixis. Their fees differ too: 0.35% for ACU2.DE and 0.75% for 5HEE.DE.
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