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GMVM.DE vs. 5HED.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GMVM.DE vs. 5HED.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Morningstar US Sustainable Wide Moat UCITS ETF (GMVM.DE) and Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HED.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GMVM.DE is traded in EUR, while 5HED.DE is traded in USD. To make them comparable, the 5HED.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, GMVM.DE achieves a -1.57% return, which is significantly lower than 5HED.DE's -0.34% return.


GMVM.DE

1D
0.97%
1M
2.94%
YTD
-1.57%
6M
-3.00%
1Y
6.57%
3Y*
5.24%
5Y*
4.14%
10Y*
10.29%

5HED.DE

1D
1.25%
1M
-1.08%
YTD
-0.34%
6M
0.74%
1Y
4.20%
3Y*
1.50%
5Y*
3.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GMVM.DE vs. 5HED.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GMVM.DE
VanEck Morningstar US Sustainable Wide Moat UCITS ETF
-1.57%-4.56%17.59%14.37%-14.38%36.91%2.73%38.45%-1.88%
5HED.DE
Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD)
-0.34%-7.59%10.48%12.57%-11.75%32.56%12.72%34.00%-5.07%

Correlation

The correlation between GMVM.DE and 5HED.DE is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.69

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

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2018

0.84

The correlation between GMVM.DE and 5HED.DE shifts across timeframes, from 0.69 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GMVM.DE vs. 5HED.DE — Risk / Return Rank

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

GMVM.DE
GMVM.DE Risk / Return Rank: 1616
Overall Rank
GMVM.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
GMVM.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
GMVM.DE Omega Ratio Rank: 1616
Omega Ratio Rank
GMVM.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
GMVM.DE Martin Ratio Rank: 1616
Martin Ratio Rank

5HED.DE
5HED.DE Risk / Return Rank: 1616
Overall Rank
5HED.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
5HED.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
5HED.DE Omega Ratio Rank: 1515
Omega Ratio Rank
5HED.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
5HED.DE Martin Ratio Rank: 1717
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.

GMVM.DE vs. 5HED.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar US Sustainable Wide Moat UCITS ETF (GMVM.DE) and Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HED.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.


GMVM.DE5HED.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.09

1.06

+0.03

Calmar ratioReturn relative to maximum drawdown

0.58

0.51

+0.07

Martin ratioReturn relative to average drawdown

1.37

1.28

+0.10

GMVM.DE vs. 5HED.DE - Sharpe Ratio Comparison

The current GMVM.DE Sharpe Ratio is 0.48, which is higher than the 5HED.DE Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of GMVM.DE and 5HED.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GMVM.DE5HED.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

0.30

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.21

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.48

+0.13

Drawdowns

GMVM.DE vs. 5HED.DE - Drawdown Comparison

The maximum GMVM.DE drawdown since its inception was -32.25%, roughly equal to the maximum 5HED.DE drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for GMVM.DE and 5HED.DE.


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Drawdown Indicators


GMVM.DE5HED.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.25%

-32.31%

+0.06%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-6.99%

-4.01%

Max Drawdown (3Y)

Largest decline over 3 years

-25.74%

-21.72%

-4.02%

Max Drawdown (5Y)

Largest decline over 5 years

-25.74%

-21.72%

-4.02%

Max Drawdown (10Y)

Largest decline over 10 years

-32.25%

Current Drawdown

Current decline from peak

-10.18%

-11.81%

+1.63%

Average Drawdown

Average peak-to-trough decline

-5.85%

-6.47%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.69%

2.81%

+1.88%

Volatility

GMVM.DE vs. 5HED.DE - Volatility Comparison

The current volatility for VanEck Morningstar US Sustainable Wide Moat UCITS ETF (GMVM.DE) is 3.23%, while Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HED.DE) has a volatility of 3.81%. This indicates that GMVM.DE experiences smaller price fluctuations and is considered to be less risky than 5HED.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GMVM.DE5HED.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.23%

3.81%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

8.82%

8.60%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

13.33%

11.79%

+1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.26%

15.59%

-0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

17.50%

-0.96%

GMVM.DE vs. 5HED.DE - Expense Ratio Comparison

GMVM.DE has a 0.49% expense ratio, which is lower than 5HED.DE's 0.75% expense ratio.


Dividends

GMVM.DE vs. 5HED.DE - Dividend Comparison

Neither GMVM.DE nor 5HED.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GMVM.DE and 5HED.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GMVM.DE is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GMVM.DE is cheaper with a 0.49% expense ratio, compared with 0.75% for 5HED.DE.

GMVM.DE tracks Morningstar US Sustainable Moat Focus, while 5HED.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. They also come from different issuers: VanEck and Natixis. Their fees differ too: 0.49% for GMVM.DE and 0.75% for 5HED.DE.

Portfolio Optimizer

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