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

EXXV.DE vs. 5HEU.DE

Last updated Jun 5, 2026

EXXV.DE (iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE)) and 5HEU.DE (Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR)) are both Europe Equities funds - EXXV.DE tracks the Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others while 5HEU.DE tracks the Ossiam ESG Shiller Barclays CAPE® Europe Sector. Both are passively managed. A 0.67 correlation means they provide meaningful diversification when combined. EXXV.DE charges 0.43%/yr vs 0.75%/yr for 5HEU.DE.

Performance

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

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) (EXXV.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

EXXV.DE

1D
0.22%
1M
3.91%
YTD
6.78%
6M
8.78%
1Y
17.47%
3Y*
17.68%
5Y*
11.39%
10Y*
10.77%

5HEU.DE

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

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

2026 (YTD)2025202420232022
EXXV.DE
iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE)		6.78%26.53%11.43%23.88%-10.02%
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 EXXV.DE and 5HEU.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.41

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 EXXV.DE and 5HEU.DE has dropped to 0.41 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

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iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE)

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

Often compared with EXXV.DE:
EXXV.DE vs. EXI2.DEEXXV.DE vs. EUEA.ASEXXV.DE vs. ISX5.LEXXV.DE vs. EUN0.DEEXXV.DE vs. AMES.DEEXXV.DE vs. CEMT.DEEXXV.DE vs. ASWA.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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EXXV.DE
EXXV.DE Risk / Return Rank: 3333
Overall Rank
EXXV.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
EXXV.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
EXXV.DE Omega Ratio Rank: 3131
Omega Ratio Rank
EXXV.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
EXXV.DE Martin Ratio Rank: 3737
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) (EXXV.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.

EXXV.DE5HEU.DEDifference
Sharpe ratioReturn per unit of total volatility
1.11

—

—

Sortino ratioReturn per unit of downside risk
1.70

—

—

Omega ratioGain probability vs. loss probability

1.21

—

—

Calmar ratioReturn relative to maximum drawdown

1.57

—

—

Martin ratioReturn relative to average drawdown

5.56

—

—

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

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

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Sharpe Ratios by Period

EXXV.DE5HEU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

—

—

Drawdowns

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

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Drawdown Indicators

EXXV.DE5HEU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.63%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-11.09%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-16.06%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-28.82%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-38.00%

—

—

Current Drawdown

Current decline from peak

-0.86%

—

—

Average Drawdown

Average peak-to-trough decline

-14.86%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

—

—

Volatility

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

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Volatility by Period

EXXV.DE5HEU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.15%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

12.65%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

15.71%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.70%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

—

—

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

EXXV.DE has a 0.43% expense ratio, which is lower than 5HEU.DE's 0.75% expense ratio.

Dividends

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

EXXV.DE's dividend yield for the trailing twelve months is around 2.19%, 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%
EXXV.DE
iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE)		2.19%2.16%2.62%2.43%2.65%1.91%1.83%2.96%3.06%4.06%3.71%3.16%

Frequently Asked Questions

EXXV.DE and 5HEU.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXXV.DE is cheaper at 0.43% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXXV.DE is cheaper with a 0.43% expense ratio, compared with 0.75% for 5HEU.DE.

EXXV.DE tracks Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others, while 5HEU.DE tracks Ossiam ESG Shiller Barclays CAPE® Europe Sector. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.43% for EXXV.DE and 0.75% for 5HEU.DE.

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