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EXW3.DE vs. 5HEU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EXW3.DE vs. 5HEU.DE

Last updated Jun 5, 2026

EXW3.DE (iShares STOXX Europe 50 UCITS ETF (DE)) and 5HEU.DE (Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR)) are both Europe Equities funds - EXW3.DE tracks the STOXX® Europe 50 while 5HEU.DE tracks the Ossiam ESG Shiller Barclays CAPE® Europe Sector. Both are passively managed. A 0.71 correlation means they provide meaningful diversification when combined. EXW3.DE charges 0.52%/yr vs 0.75%/yr for 5HEU.DE.

Performance

EXW3.DE vs. 5HEU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.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

EXW3.DE

1D
0.65%
1M
4.48%
YTD
10.62%
6M
13.23%
1Y
20.00%
3Y*
13.15%
5Y*
11.77%
10Y*
9.47%

5HEU.DE

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

EXW3.DE vs. 5HEU.DE - Yearly Performance Comparison

2026 (YTD)2025202420232022
EXW3.DE
iShares STOXX Europe 50 UCITS ETF (DE)		10.62%18.18%7.31%14.20%0.33%
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 EXW3.DE and 5HEU.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.42

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

0.69

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

0.71

Over the past year, the correlation between EXW3.DE and 5HEU.DE has dropped to 0.42 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

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iShares STOXX Europe 50 UCITS ETF (DE)

Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR)

Often compared with EXW3.DE:
EXW3.DE vs. LYP6.DEEXW3.DE vs. ED3F.DEEXW3.DE vs. LGGE.DEEXW3.DE vs. CEMT.DEEXW3.DE vs. H4ZA.DEEXW3.DE vs. ISPA.DEEXW3.DE vs. NQSE.DE
Often compared with 5HEU.DE:
5HEU.DE vs. XLG5HEU.DE vs. EUN0.DE5HEU.DE vs. VLED.DE5HEU.DE vs. OP2E.DE5HEU.DE vs. OSX2.DE5HEU.DE vs. USCP.DE5HEU.DE vs. ES50.DE

Return for Risk

EXW3.DE vs. 5HEU.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EXW3.DE
EXW3.DE Risk / Return Rank: 4343
Overall Rank
EXW3.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
EXW3.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
EXW3.DE Omega Ratio Rank: 4242
Omega Ratio Rank
EXW3.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
EXW3.DE Martin Ratio Rank: 4646
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.

EXW3.DE vs. 5HEU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.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.

EXW3.DE5HEU.DEDifference
Sharpe ratioReturn per unit of total volatility
1.43

—

—

Sortino ratioReturn per unit of downside risk
2.13

—

—

Omega ratioGain probability vs. loss probability

1.26

—

—

Calmar ratioReturn relative to maximum drawdown

2.09

—

—

Martin ratioReturn relative to average drawdown

7.39

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EXW3.DE vs. 5HEU.DE - Sharpe Ratio Comparison

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Sharpe Ratios by Period

EXW3.DE5HEU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

—

—

Drawdowns

EXW3.DE vs. 5HEU.DE - Drawdown Comparison

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Drawdown Indicators

EXW3.DE5HEU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.98%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-9.51%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-17.30%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-17.30%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-32.27%

—

—

Current Drawdown

Current decline from peak

-1.20%

—

—

Average Drawdown

Average peak-to-trough decline

-17.07%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

—

—

Volatility

EXW3.DE vs. 5HEU.DE - Volatility Comparison

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Volatility by Period

EXW3.DE5HEU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

11.59%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

13.90%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.17%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.44%

—

—

EXW3.DE vs. 5HEU.DE - Expense Ratio Comparison

EXW3.DE has a 0.52% expense ratio, which is lower than 5HEU.DE's 0.75% expense ratio.

Dividends

EXW3.DE vs. 5HEU.DE - Dividend Comparison

EXW3.DE's dividend yield for the trailing twelve months is around 2.12%, while 5HEU.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
5HEU.DE
Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EXW3.DE
iShares STOXX Europe 50 UCITS ETF (DE)		2.12%2.22%2.44%2.10%2.52%2.05%2.16%2.79%2.96%5.17%4.31%3.43%

Frequently Asked Questions

EXW3.DE and 5HEU.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXW3.DE is cheaper at 0.52% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXW3.DE is cheaper with a 0.52% expense ratio, compared with 0.75% for 5HEU.DE.

EXW3.DE tracks STOXX® Europe 50, while 5HEU.DE tracks Ossiam ESG Shiller Barclays CAPE® Europe Sector. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.52% for EXW3.DE and 0.75% for 5HEU.DE.

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