DELG.DE vs. 5HEE.DE
DELG.DE (L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating) and 5HEE.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR)) are both Large Cap Blend Equities funds - DELG.DE tracks the Foxberry Sustainability Consensus US while 5HEE.DE tracks the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. Both are passively managed. Over the past 5 years, DELG.DE returned 13.38%/yr vs 3.35%/yr for 5HEE.DE. A 0.73 correlation means they provide meaningful diversification when combined. DELG.DE charges 0.12%/yr vs 0.75%/yr for 5HEE.DE.
Performance
DELG.DE vs. 5HEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DELG.DE achieves a 12.14% return, which is significantly higher than 5HEE.DE's 4.85% return.
DELG.DE
- 1D
- 0.46%
- 1M
- 1.44%
- 6M
- 11.46%
- YTD
- 12.14%
- 1Y
- 23.48%
- 3Y*
- 19.85%
- 5Y*
- 13.38%
- 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*
- —
DELG.DE vs. 5HEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DELG.DE L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating | 12.14% | 6.12% | 33.62% | 26.58% | -19.12% | 38.55% | 2.02% | 2.82% |
5HEE.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) | 4.85% | -7.39% | 10.30% | 11.99% | -11.48% | 32.30% | 12.99% | 1.28% |
Correlation
The correlation between DELG.DE and 5HEE.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Nov 26, 2019 | 0.73 |
Over the past year, the correlation between DELG.DE and 5HEE.DE has dropped to 0.39 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.
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Return for Risk
DELG.DE vs. 5HEE.DE — Risk / Return Rank
DELG.DE
5HEE.DE
DELG.DE vs. 5HEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.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.
| DELG.DE | 5HEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | +1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.16 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 1.42 | +1.14 |
| Martin ratioReturn relative to average drawdown | 9.20 | 3.42 | +5.78 |
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Drawdowns
DELG.DE vs. 5HEE.DE - Drawdown Comparison
The maximum DELG.DE drawdown since its inception was -34.86%, 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 DELG.DE and 5HEE.DE.
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Drawdown Indicators
| DELG.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.86% | -32.56% | -2.30% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -6.95% | -2.19% |
Max Drawdown (3Y)Largest decline over 3 years | -24.37% | -22.48% | -1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -24.37% | -22.48% | -1.89% |
Current DrawdownCurrent decline from peak | 0.00% | -7.28% | +7.28% |
Average DrawdownAverage peak-to-trough decline | -6.10% | -6.27% | +0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 2.89% | -0.34% |
Volatility
DELG.DE vs. 5HEE.DE - Volatility Comparison
The current volatility for L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE) is 3.60%, while Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.DE) has a volatility of 4.31%. This indicates that DELG.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
| DELG.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 4.31% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 8.40% | +1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 11.13% | +2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 14.99% | +1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.06% | 16.92% | +3.14% |
DELG.DE vs. 5HEE.DE - Expense Ratio Comparison
DELG.DE has a 0.12% expense ratio, which is lower than 5HEE.DE's 0.75% expense ratio.
Dividends
DELG.DE vs. 5HEE.DE - Dividend Comparison
Neither DELG.DE nor 5HEE.DE has paid dividends to shareholders.
Frequently Asked Questions
DELG.DE and 5HEE.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DELG.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DELG.DE is cheaper with a 0.12% expense ratio, compared with 0.75% for 5HEE.DE.
DELG.DE tracks Foxberry Sustainability Consensus US, while 5HEE.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. They also come from different issuers: Legal & General and Natixis. Their fees differ too: 0.12% for DELG.DE and 0.75% for 5HEE.DE.
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