FLXD.DE vs. 5HEU.DE
Compare and contrast key facts about Franklin European Quality Dividend UCITS ETF (FLXD.DE) and Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR) (5HEU.DE).
FLXD.DE and 5HEU.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLXD.DE is a passively managed fund by Franklin Templeton that tracks the performance of the MSCI Europe High Div Yld NR EUR. It was launched on Sep 6, 2017. 5HEU.DE is a passively managed fund by Natixis that tracks the performance of the Ossiam ESG Shiller Barclays CAPE® Europe Sector. It was launched on Dec 17, 2021. Both FLXD.DE and 5HEU.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FLXD.DE vs. 5HEU.DE - Performance Comparison
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FLXD.DE vs. 5HEU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FLXD.DE Franklin European Quality Dividend UCITS ETF | 10.07% | 24.53% | 12.30% | 10.31% | -1.98% |
5HEU.DE Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR) | 0.00% | 4.88% | -2.91% | 6.26% | -6.49% |
Returns By Period
FLXD.DE
- 1D
- 0.14%
- 1M
- 3.01%
- YTD
- 10.07%
- 6M
- 14.25%
- 1Y
- 21.75%
- 3Y*
- 18.58%
- 5Y*
- 12.99%
- 10Y*
- —
5HEU.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.86%
- 1Y
- 4.14%
- 3Y*
- 1.04%
- 5Y*
- —
- 10Y*
- —
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FLXD.DE vs. 5HEU.DE - Expense Ratio Comparison
FLXD.DE has a 0.25% expense ratio, which is lower than 5HEU.DE's 0.75% expense ratio.
Return for Risk
FLXD.DE vs. 5HEU.DE — Risk / Return Rank
FLXD.DE
5HEU.DE
FLXD.DE vs. 5HEU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin European Quality Dividend UCITS ETF (FLXD.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.
| FLXD.DE | 5HEU.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 0.31 | +1.54 |
Sortino ratioReturn per unit of downside risk | 2.37 | 0.47 | +1.90 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.08 | +0.31 |
Calmar ratioReturn relative to maximum drawdown | 5.39 | 0.39 | +5.00 |
Martin ratioReturn relative to average drawdown | 14.52 | 1.26 | +13.27 |
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
| FLXD.DE | 5HEU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 0.31 | +1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.10 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.02 | +0.64 |
Correlation
The correlation between FLXD.DE and 5HEU.DE is 0.63, 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
FLXD.DE vs. 5HEU.DE - Dividend Comparison
FLXD.DE's dividend yield for the trailing twelve months is around 3.78%, while 5HEU.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLXD.DE Franklin European Quality Dividend UCITS ETF | 3.78% | 4.28% | 4.31% | 4.99% | 5.20% | 4.61% | 3.48% | 4.38% | 5.45% | 0.72% |
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% |
Drawdowns
FLXD.DE vs. 5HEU.DE - Drawdown Comparison
The maximum FLXD.DE drawdown since its inception was -35.10%, which is greater than 5HEU.DE's maximum drawdown of -18.20%. Use the drawdown chart below to compare losses from any high point for FLXD.DE and 5HEU.DE.
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Drawdown Indicators
| FLXD.DE | 5HEU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -18.20% | -16.90% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -10.53% | +1.61% |
Max Drawdown (5Y)Largest decline over 5 years | -14.19% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.91% | +4.91% |
Average DrawdownAverage peak-to-trough decline | -3.93% | -6.21% | +2.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 3.29% | -1.72% |
Volatility
FLXD.DE vs. 5HEU.DE - Volatility Comparison
Franklin European Quality Dividend UCITS ETF (FLXD.DE) has a higher volatility of 3.49% compared to Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR) (5HEU.DE) at 0.00%. This indicates that FLXD.DE's price experiences larger fluctuations and is considered to be riskier than 5HEU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLXD.DE | 5HEU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 0.00% | +3.49% |
Volatility (6M)Calculated over the trailing 6-month period | 6.29% | 4.40% | +1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.75% | 11.89% | -0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.64% | 12.93% | -1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.17% | 12.93% | +1.24% |