CAPU.L vs. 5HEP.L
CAPU.L (Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust) and 5HEP.L (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD)) are both Large Cap Blend Equities funds from Natixis tracking the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, CAPU.L returned 9.55%/yr vs 3.22%/yr for 5HEP.L. Their correlation of 0.95 suggests significant overlap in exposure. CAPU.L charges 0.65%/yr vs 0.75%/yr for 5HEP.L.
Performance
CAPU.L vs. 5HEP.L - Performance Comparison
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Returns By Period
In the year-to-date period, CAPU.L achieves a -1.17% return, which is significantly higher than 5HEP.L's -2.31% return.
CAPU.L
- 1D
- -0.02%
- 1M
- -0.95%
- YTD
- -1.17%
- 6M
- -0.95%
- 1Y
- 6.50%
- 3Y*
- 9.20%
- 5Y*
- 9.55%
- 10Y*
- 14.28%
5HEP.L
- 1D
- -0.40%
- 1M
- -1.74%
- YTD
- -2.31%
- 6M
- -0.77%
- 1Y
- 5.48%
- 3Y*
- 1.31%
- 5Y*
- 3.22%
- 10Y*
- —
CAPU.L vs. 5HEP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CAPU.L Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust | -1.17% | 1.73% | 17.90% | 21.81% | -5.24% | 29.62% | 14.24% | 26.06% | -5.48% |
5HEP.L Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) | -2.31% | -2.61% | 5.42% | 9.48% | -6.21% | 23.62% | 19.82% | 26.14% | -3.91% |
Correlation
The correlation between CAPU.L and 5HEP.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2018 | 0.95 |
The correlation between CAPU.L and 5HEP.L has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.
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Return for Risk
CAPU.L vs. 5HEP.L — Risk / Return Rank
CAPU.L
5HEP.L
CAPU.L vs. 5HEP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) and Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HEP.L). 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.
| CAPU.L | 5HEP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.09 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | 0.70 | +0.13 |
| Martin ratioReturn relative to average drawdown | 2.51 | 1.78 | +0.72 |
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
| CAPU.L | 5HEP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 0.53 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.23 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.50 | +0.39 |
Drawdowns
CAPU.L vs. 5HEP.L - Drawdown Comparison
The maximum CAPU.L drawdown since its inception was -26.39%, which is greater than 5HEP.L's maximum drawdown of -24.16%. Use the drawdown chart below to compare losses from any high point for CAPU.L and 5HEP.L.
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Drawdown Indicators
| CAPU.L | 5HEP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.39% | -24.16% | -2.23% |
Max Drawdown (1Y)Largest decline over 1 year | -7.76% | -7.77% | +0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -15.35% | -19.08% | +3.73% |
Max Drawdown (5Y)Largest decline over 5 years | -15.35% | -19.08% | +3.73% |
Max Drawdown (10Y)Largest decline over 10 years | -26.39% | — | — |
Current DrawdownCurrent decline from peak | -5.43% | -9.44% | +4.01% |
Average DrawdownAverage peak-to-trough decline | -3.57% | -5.18% | +1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 3.06% | -0.47% |
Volatility
CAPU.L vs. 5HEP.L - Volatility Comparison
The current volatility for Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) is 3.07%, while Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HEP.L) has a volatility of 3.46%. This indicates that CAPU.L experiences smaller price fluctuations and is considered to be less risky than 5HEP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAPU.L | 5HEP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 3.46% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 7.04% | 7.44% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.26% | 10.41% | -1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.57% | 13.90% | -0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.60% | 16.02% | -0.42% |
CAPU.L vs. 5HEP.L - Expense Ratio Comparison
CAPU.L has a 0.65% expense ratio, which is lower than 5HEP.L's 0.75% expense ratio.
Dividends
CAPU.L vs. 5HEP.L - Dividend Comparison
Neither CAPU.L nor 5HEP.L has paid dividends to shareholders.
Frequently Asked Questions
CAPU.L and 5HEP.L have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CAPU.L is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CAPU.L is cheaper with a 0.65% expense ratio, compared with 0.75% for 5HEP.L.
Both ETFs track Russell 1000 TR USD. Their fees differ too: 0.65% for CAPU.L and 0.75% for 5HEP.L.
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