JUHE.DE vs. 5HEE.DE
JUHE.DE (JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc) and 5HEE.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR)) are both Large Cap Blend Equities funds. JUHE.DE is actively managed, while 5HEE.DE is passively managed. Over the past 3 years, JUHE.DE returned 17.13%/yr vs 3.62%/yr for 5HEE.DE. A 0.62 correlation means they provide meaningful diversification when combined. JUHE.DE charges 0.20%/yr vs 0.75%/yr for 5HEE.DE.
Performance
JUHE.DE vs. 5HEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JUHE.DE achieves a 7.89% return, which is significantly higher than 5HEE.DE's 4.85% return.
JUHE.DE
- 1D
- 0.12%
- 1M
- 0.05%
- 6M
- 8.27%
- YTD
- 7.89%
- 1Y
- 17.77%
- 3Y*
- 17.13%
- 5Y*
- —
- 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*
- —
JUHE.DE vs. 5HEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JUHE.DE JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc | 7.89% | 14.34% | 23.03% | 25.17% | -19.09% |
5HEE.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) | 4.85% | -7.39% | 10.30% | 11.99% | -9.69% |
Correlation
The correlation between JUHE.DE and 5HEE.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2022 | 0.62 |
Over the past year, the correlation between JUHE.DE and 5HEE.DE has dropped to 0.37 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
JUHE.DE vs. 5HEE.DE — Risk / Return Rank
JUHE.DE
5HEE.DE
JUHE.DE vs. 5HEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.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.
| JUHE.DE | 5HEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.16 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 1.42 | +0.78 |
| Martin ratioReturn relative to average drawdown | 8.94 | 3.42 | +5.52 |
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Drawdowns
JUHE.DE vs. 5HEE.DE - Drawdown Comparison
The maximum JUHE.DE drawdown since its inception was -23.01%, smaller than the maximum 5HEE.DE drawdown of -32.56%. Use the drawdown chart below to compare losses from any high point for JUHE.DE and 5HEE.DE.
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Drawdown Indicators
| JUHE.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.01% | -32.56% | +9.55% |
Max Drawdown (1Y)Largest decline over 1 year | -8.56% | -6.95% | -1.61% |
Max Drawdown (3Y)Largest decline over 3 years | -19.02% | -22.48% | +3.46% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.48% | — |
Current DrawdownCurrent decline from peak | -0.72% | -7.28% | +6.56% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -6.27% | +0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.89% | -0.78% |
Volatility
JUHE.DE vs. 5HEE.DE - Volatility Comparison
The current volatility for JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.DE) is 2.70%, while Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.DE) has a volatility of 4.31%. This indicates that JUHE.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
| JUHE.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 4.31% | -1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 8.40% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.95% | 11.13% | +0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 14.99% | +1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 16.92% | -0.83% |
JUHE.DE vs. 5HEE.DE - Expense Ratio Comparison
JUHE.DE has a 0.20% expense ratio, which is lower than 5HEE.DE's 0.75% expense ratio.
Dividends
JUHE.DE vs. 5HEE.DE - Dividend Comparison
Neither JUHE.DE nor 5HEE.DE has paid dividends to shareholders.
Frequently Asked Questions
JUHE.DE and 5HEE.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JUHE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JUHE.DE is cheaper with a 0.20% expense ratio, compared with 0.75% for 5HEE.DE.
They also come from different issuers: JPMorgan and Natixis. Their fees differ too: 0.20% for JUHE.DE and 0.75% for 5HEE.DE.
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