GACA.DE vs. 5HEE.DE
GACA.DE (Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.)) and 5HEE.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR)) are both Large Cap Blend Equities funds - GACA.DE tracks the Goldman Sachs ActiveBeta US Large Cap Equity while 5HEE.DE tracks the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. Both are passively managed. Over the past 5 years, GACA.DE returned 12.60%/yr vs 3.35%/yr for 5HEE.DE. Their correlation of 0.80 suggests significant overlap in exposure. GACA.DE charges 0.14%/yr vs 0.75%/yr for 5HEE.DE.
Performance
GACA.DE vs. 5HEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, GACA.DE achieves a 12.91% return, which is significantly higher than 5HEE.DE's 4.85% return.
GACA.DE
- 1D
- -0.17%
- 1M
- 1.01%
- 6M
- 11.74%
- YTD
- 12.91%
- 1Y
- 20.60%
- 3Y*
- 18.22%
- 5Y*
- 12.60%
- 10Y*
- —
5HEE.DE
- 1D
- 0.63%
- 1M
- 2.85%
- 6M
- 2.05%
- YTD
- 4.85%
- 1Y
- 9.90%
- 3Y*
- 3.62%
- 5Y*
- 3.35%
- 10Y*
- —
GACA.DE vs. 5HEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GACA.DE Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) | 12.91% | 3.94% | 29.59% | 21.02% | -14.66% | 38.65% | 7.34% | -3.28% |
5HEE.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) | 4.85% | -7.39% | 10.30% | 11.99% | -11.48% | 32.30% | 12.99% | 5.10% |
Correlation
The correlation between GACA.DE and 5HEE.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 | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2019 | 0.80 |
Over the past year, the correlation between GACA.DE and 5HEE.DE has dropped to 0.42 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
GACA.DE vs. 5HEE.DE — Risk / Return Rank
GACA.DE
5HEE.DE
GACA.DE vs. 5HEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GACA.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GACA.DE | 5HEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.16 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 1.42 | +0.93 |
| Martin ratioReturn relative to average drawdown | 8.25 | 3.42 | +4.83 |
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Drawdowns
GACA.DE vs. 5HEE.DE - Drawdown Comparison
The maximum GACA.DE drawdown since its inception was -33.49%, roughly equal to the maximum 5HEE.DE drawdown of -32.56%. Use the drawdown chart below to compare losses from any high point for GACA.DE and 5HEE.DE.
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Drawdown Indicators
| GACA.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.49% | -32.56% | -0.93% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -6.95% | -1.80% |
Max Drawdown (3Y)Largest decline over 3 years | -23.68% | -22.48% | -1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | -22.48% | -1.20% |
Current DrawdownCurrent decline from peak | -1.24% | -7.28% | +6.04% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -6.27% | +1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.89% | -0.40% |
Volatility
GACA.DE vs. 5HEE.DE - Volatility Comparison
The current volatility for Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GACA.DE) is 3.53%, while Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.DE) has a volatility of 4.31%. This indicates that GACA.DE experiences smaller price fluctuations and is considered to be less risky 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
| GACA.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.53% | 4.31% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 9.23% | 8.40% | +0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.34% | 11.13% | +2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.47% | 14.99% | +0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.56% | 16.92% | +0.64% |
GACA.DE vs. 5HEE.DE - Expense Ratio Comparison
GACA.DE has a 0.14% expense ratio, which is lower than 5HEE.DE's 0.75% expense ratio.
Dividends
GACA.DE vs. 5HEE.DE - Dividend Comparison
Neither GACA.DE nor 5HEE.DE has paid dividends to shareholders.
Frequently Asked Questions
GACA.DE and 5HEE.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, GACA.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GACA.DE is cheaper with a 0.14% expense ratio, compared with 0.75% for 5HEE.DE.
GACA.DE tracks Goldman Sachs ActiveBeta US Large Cap Equity, while 5HEE.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. They also come from different issuers: Goldman Sachs and Natixis. Their fees differ too: 0.14% for GACA.DE and 0.75% for 5HEE.DE.
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