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F4DE.DE vs. OP5E.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

F4DE.DE vs. OP5E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Ossiam Food for Biodiversity UCITS ETF 1A (EUR) (F4DE.DE) and Ossiam Bloomberg Japan PAB NR UCITS ETF (EUR) (OP5E.DE). The values are adjusted to include any dividend payments, if applicable.

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F4DE.DE vs. OP5E.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
F4DE.DE
Ossiam Food for Biodiversity UCITS ETF 1A (EUR)
0.00%-13.57%9.90%5.21%-9.47%
OP5E.DE
Ossiam Bloomberg Japan PAB NR UCITS ETF (EUR)
7.51%8.90%10.84%14.78%-8.63%

Returns By Period


F4DE.DE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

OP5E.DE

1D
4.68%
1M
2.40%
YTD
7.51%
6M
11.26%
1Y
20.79%
3Y*
12.14%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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F4DE.DE vs. OP5E.DE - Expense Ratio Comparison

F4DE.DE has a 0.75% expense ratio, which is higher than OP5E.DE's 0.19% expense ratio.


Return for Risk

F4DE.DE vs. OP5E.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

F4DE.DE

OP5E.DE
OP5E.DE Risk / Return Rank: 5555
Overall Rank
OP5E.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
OP5E.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
OP5E.DE Omega Ratio Rank: 4646
Omega Ratio Rank
OP5E.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
OP5E.DE Martin Ratio Rank: 6060
Martin Ratio Rank
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.

F4DE.DE vs. OP5E.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ossiam Food for Biodiversity UCITS ETF 1A (EUR) (F4DE.DE) and Ossiam Bloomberg Japan PAB NR UCITS ETF (EUR) (OP5E.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

F4DE.DE vs. OP5E.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


F4DE.DEOP5E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

Correlation

The correlation between F4DE.DE and OP5E.DE is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

F4DE.DE vs. OP5E.DE - Dividend Comparison

Neither F4DE.DE nor OP5E.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

F4DE.DE vs. OP5E.DE - Drawdown Comparison


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Drawdown Indicators


F4DE.DEOP5E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.97%

Max Drawdown (1Y)

Largest decline over 1 year

-10.35%

Current Drawdown

Current decline from peak

-5.01%

Average Drawdown

Average peak-to-trough decline

-4.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

Volatility

F4DE.DE vs. OP5E.DE - Volatility Comparison


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Volatility by Period


F4DE.DEOP5E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

Volatility (6M)

Calculated over the trailing 6-month period

13.81%

Volatility (1Y)

Calculated over the trailing 1-year period

19.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%