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DECD.DE vs. 5HEU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DECD.DE vs. 5HEU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi DAX 50 ESG UCITS ETF (DECD.DE) and Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR) (5HEU.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DECD.DE

1D
0.95%
1M
5.39%
YTD
6.02%
6M
8.92%
1Y
8.24%
3Y*
15.59%
5Y*
8.61%
10Y*

5HEU.DE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DECD.DE vs. 5HEU.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
DECD.DE
Amundi DAX 50 ESG UCITS ETF
6.02%20.49%15.14%19.58%-13.60%
5HEU.DE
Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR)
0.00%4.88%-2.91%6.26%-6.49%

Correlation

The correlation between DECD.DE and 5HEU.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2022

0.67

Over the past year, the correlation between DECD.DE and 5HEU.DE has dropped to 0.38 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

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Return for Risk

DECD.DE vs. 5HEU.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DECD.DE
DECD.DE Risk / Return Rank: 1818
Overall Rank
DECD.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
DECD.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
DECD.DE Omega Ratio Rank: 1717
Omega Ratio Rank
DECD.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
DECD.DE Martin Ratio Rank: 1919
Martin Ratio Rank

5HEU.DE
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.

DECD.DE vs. 5HEU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi DAX 50 ESG UCITS ETF (DECD.DE) and Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR) (5HEU.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.


DECD.DE5HEU.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.11

Calmar ratioReturn relative to maximum drawdown

0.70

Martin ratioReturn relative to average drawdown

2.05

DECD.DE vs. 5HEU.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DECD.DE5HEU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

Drawdowns

DECD.DE vs. 5HEU.DE - Drawdown Comparison


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Drawdown Indicators


DECD.DE5HEU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.60%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

Max Drawdown (3Y)

Largest decline over 3 years

-15.80%

Max Drawdown (5Y)

Largest decline over 5 years

-28.60%

Current Drawdown

Current decline from peak

-0.45%

Average Drawdown

Average peak-to-trough decline

-5.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.00%

Volatility

DECD.DE vs. 5HEU.DE - Volatility Comparison


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Volatility by Period


DECD.DE5HEU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

Volatility (6M)

Calculated over the trailing 6-month period

11.87%

Volatility (1Y)

Calculated over the trailing 1-year period

15.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.78%

DECD.DE vs. 5HEU.DE - Expense Ratio Comparison

DECD.DE has a 0.15% expense ratio, which is lower than 5HEU.DE's 0.75% expense ratio.


Dividends

DECD.DE vs. 5HEU.DE - Dividend Comparison

Neither DECD.DE nor 5HEU.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DECD.DE and 5HEU.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DECD.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DECD.DE is cheaper with a 0.15% expense ratio, compared with 0.75% for 5HEU.DE.

DECD.DE tracks DAX® 50 ESG, while 5HEU.DE tracks Ossiam ESG Shiller Barclays CAPE® Europe Sector. They also come from different issuers: Amundi and Natixis. Their fees differ too: 0.15% for DECD.DE and 0.75% for 5HEU.DE.

Portfolio Optimizer

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