EUPE.DE vs. 5HED.DE
EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) and 5HED.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD)) are both exchange-traded funds - EUPE.DE is a Europe Equities fund tracking the Shiller Barclays CAPE® Europe Sector Value, while 5HED.DE is a Large Cap Blend Equities fund tracking the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. Both are passively managed. Over the past 5 years, EUPE.DE returned 8.60%/yr vs 3.34%/yr for 5HED.DE. A 0.62 correlation means they provide meaningful diversification when combined. EUPE.DE charges 0.65%/yr vs 0.75%/yr for 5HED.DE.
Performance
EUPE.DE vs. 5HED.DE - Performance Comparison
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Different Trading Currencies
EUPE.DE is traded in EUR, while 5HED.DE is traded in USD. To make them comparable, the 5HED.DE values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EUPE.DE achieves a 15.44% return, which is significantly higher than 5HED.DE's -0.35% return.
EUPE.DE
- 1D
- 0.35%
- 1M
- 0.49%
- YTD
- 15.44%
- 6M
- 15.81%
- 1Y
- 24.47%
- 3Y*
- 11.71%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
5HED.DE
- 1D
- 1.23%
- 1M
- 0.11%
- YTD
- -0.35%
- 6M
- 1.87%
- 1Y
- 3.58%
- 3Y*
- 1.49%
- 5Y*
- 3.34%
- 10Y*
- —
EUPE.DE vs. 5HED.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 15.44% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -6.16% |
5HED.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) | -0.34% | -7.59% | 10.48% | 12.57% | -11.75% | 32.56% | 12.72% | 34.00% | -5.07% |
Correlation
The correlation between EUPE.DE and 5HED.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2018 | 0.62 |
The correlation between EUPE.DE and 5HED.DE shifts across timeframes, from 0.48 (3 years) to 0.62 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EUPE.DE vs. 5HED.DE — Risk / Return Rank
EUPE.DE
5HED.DE
EUPE.DE vs. 5HED.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) and Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HED.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.
| EUPE.DE | 5HED.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.87 | ||
| Sortino ratioReturn per unit of downside risk | +2.59 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.06 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 4.19 | 0.51 | +3.68 |
| Martin ratioReturn relative to average drawdown | 11.50 | 1.27 | +10.22 |
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
| EUPE.DE | 5HED.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 0.30 | +1.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.21 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.48 | -0.02 |
Drawdowns
EUPE.DE vs. 5HED.DE - Drawdown Comparison
The maximum EUPE.DE drawdown since its inception was -32.64%, roughly equal to the maximum 5HED.DE drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for EUPE.DE and 5HED.DE.
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Drawdown Indicators
| EUPE.DE | 5HED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.64% | -32.31% | -0.33% |
Max Drawdown (1Y)Largest decline over 1 year | -5.82% | -6.99% | +1.17% |
Max Drawdown (3Y)Largest decline over 3 years | -15.63% | -21.72% | +6.09% |
Max Drawdown (5Y)Largest decline over 5 years | -15.63% | -21.72% | +6.09% |
Max Drawdown (10Y)Largest decline over 10 years | -32.64% | — | — |
Current DrawdownCurrent decline from peak | -3.04% | -11.82% | +8.78% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -6.47% | +1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.81% | -0.68% |
Volatility
EUPE.DE vs. 5HED.DE - Volatility Comparison
Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) and Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HED.DE) have volatilities of 3.64% and 3.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUPE.DE | 5HED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 3.80% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 8.59% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.27% | 11.79% | -0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.17% | 15.58% | -2.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.99% | 17.50% | -2.51% |
EUPE.DE vs. 5HED.DE - Expense Ratio Comparison
EUPE.DE has a 0.65% expense ratio, which is lower than 5HED.DE's 0.75% expense ratio.
Dividends
EUPE.DE vs. 5HED.DE - Dividend Comparison
Neither EUPE.DE nor 5HED.DE has paid dividends to shareholders.
Frequently Asked Questions
EUPE.DE and 5HED.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUPE.DE is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUPE.DE is cheaper with a 0.65% expense ratio, compared with 0.75% for 5HED.DE.
EUPE.DE is categorized as Europe Equities, while 5HED.DE is Large Cap Blend Equities. EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value, while 5HED.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. Their fees differ too: 0.65% for EUPE.DE and 0.75% for 5HED.DE.
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