EUPE.DE vs. 5HEE.DE
EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) and 5HEE.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR)) are both exchange-traded funds — EUPE.DE is a Europe Equities fund tracking the Shiller Barclays CAPE® Europe Sector Value, while 5HEE.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 9.04%/yr vs 3.18%/yr for 5HEE.DE. A 0.64 correlation means they provide meaningful diversification when combined. EUPE.DE charges 0.65%/yr vs 0.75%/yr for 5HEE.DE.
Performance
EUPE.DE vs. 5HEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUPE.DE achieves a 12.69% return, which is significantly higher than 5HEE.DE's -0.70% return.
EUPE.DE
- 1D
- 0.86%
- 1M
- 4.35%
- YTD
- 12.69%
- 6M
- 18.47%
- 1Y
- 30.21%
- 3Y*
- 9.67%
- 5Y*
- 9.04%
- 10Y*
- 8.79%
5HEE.DE
- 1D
- 0.80%
- 1M
- -2.85%
- YTD
- -0.70%
- 6M
- 3.29%
- 1Y
- 8.53%
- 3Y*
- 2.33%
- 5Y*
- 3.18%
- 10Y*
- —
EUPE.DE vs. 5HEE.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) | 12.69% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -6.19% |
5HEE.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) | -0.70% | -7.39% | 10.30% | 11.99% | -11.48% | 32.30% | 12.99% | 34.06% | -3.75% |
Correlation
The correlation between EUPE.DE and 5HEE.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since May 31, 2018 | 0.64 |
The correlation between EUPE.DE and 5HEE.DE shifts across timeframes, from 0.47 (3 years) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EUPE.DE vs. 5HEE.DE — Risk / Return Rank
EUPE.DE
5HEE.DE
EUPE.DE vs. 5HEE.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 (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.
| EUPE.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.88 | 0.72 | +2.16 |
Sortino ratioReturn per unit of downside risk | 4.05 | 1.11 | +2.95 |
Omega ratioGain probability vs. loss probability | 1.51 | 1.13 | +0.38 |
Calmar ratioReturn relative to maximum drawdown | 5.25 | 1.71 | +3.54 |
Martin ratioReturn relative to average drawdown | 14.52 | 4.72 | +9.80 |
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 | 5HEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.88 | 0.72 | +2.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.21 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.51 | -0.06 |
Drawdowns
EUPE.DE vs. 5HEE.DE - Drawdown Comparison
The maximum EUPE.DE drawdown since its inception was -32.64%, roughly equal to the maximum 5HEE.DE drawdown of -32.56%. Use the drawdown chart below to compare losses from any high point for EUPE.DE and 5HEE.DE.
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Drawdown Indicators
| EUPE.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.64% | -32.56% | -0.08% |
Max Drawdown (1Y)Largest decline over 1 year | -6.34% | -6.95% | +0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -15.63% | -22.48% | +6.85% |
Max Drawdown (10Y)Largest decline over 10 years | -32.64% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -12.19% | +12.19% |
Average DrawdownAverage peak-to-trough decline | -5.00% | -6.24% | +1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 2.51% | -0.22% |
Volatility
EUPE.DE vs. 5HEE.DE - Volatility Comparison
Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) has a higher volatility of 4.04% compared to Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.DE) at 3.29%. This indicates that EUPE.DE's price experiences larger fluctuations and is considered to be riskier 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
| EUPE.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 3.29% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 7.95% | 7.22% | +0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.78% | 12.30% | -1.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.13% | 14.92% | -1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.99% | 16.98% | -1.99% |
EUPE.DE vs. 5HEE.DE - Expense Ratio Comparison
EUPE.DE has a 0.65% expense ratio, which is lower than 5HEE.DE's 0.75% expense ratio.
Dividends
EUPE.DE vs. 5HEE.DE - Dividend Comparison
Neither EUPE.DE nor 5HEE.DE has paid dividends to shareholders.