MVEA.DE vs. 5HEE.DE
MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) and 5HEE.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR)) are both Large Cap Blend Equities funds - MVEA.DE tracks the Russell 1000 TR USD while 5HEE.DE tracks the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. Both are passively managed. Over the past 5 years, MVEA.DE returned 6.87%/yr vs 3.33%/yr for 5HEE.DE. A 0.80 correlation means they provide meaningful diversification when combined. MVEA.DE charges 0.20%/yr vs 0.75%/yr for 5HEE.DE.
Performance
MVEA.DE vs. 5HEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MVEA.DE achieves a 2.43% return, which is significantly higher than 5HEE.DE's -0.31% return.
MVEA.DE
- 1D
- -0.13%
- 1M
- 3.15%
- YTD
- 2.43%
- 6M
- 2.17%
- 1Y
- 1.20%
- 3Y*
- 6.69%
- 5Y*
- 6.87%
- 10Y*
- —
5HEE.DE
- 1D
- 1.23%
- 1M
- -1.11%
- YTD
- -0.31%
- 6M
- 0.59%
- 1Y
- 4.21%
- 3Y*
- 1.44%
- 5Y*
- 3.33%
- 10Y*
- —
MVEA.DE vs. 5HEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 2.43% | -7.09% | 19.73% | 8.74% | -6.83% | 34.90% | 5.86% |
5HEE.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) | -0.31% | -7.39% | 10.30% | 11.99% | -11.48% | 32.30% | 26.19% |
Correlation
The correlation between MVEA.DE and 5HEE.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2020 | 0.80 |
The correlation between MVEA.DE and 5HEE.DE shifts across timeframes, from 0.64 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MVEA.DE vs. 5HEE.DE — Risk / Return Rank
MVEA.DE
5HEE.DE
MVEA.DE vs. 5HEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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.
| MVEA.DE | 5HEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.06 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | 0.51 | -0.34 |
| Martin ratioReturn relative to average drawdown | 0.35 | 1.26 | -0.91 |
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
| MVEA.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.09 | 0.32 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.22 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.51 | +0.15 |
Drawdowns
MVEA.DE vs. 5HEE.DE - Drawdown Comparison
The maximum MVEA.DE drawdown since its inception was -17.47%, smaller than the maximum 5HEE.DE drawdown of -32.56%. Use the drawdown chart below to compare losses from any high point for MVEA.DE and 5HEE.DE.
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Drawdown Indicators
| MVEA.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.47% | -32.56% | +15.09% |
Max Drawdown (1Y)Largest decline over 1 year | -4.92% | -6.95% | +2.03% |
Max Drawdown (3Y)Largest decline over 3 years | -17.47% | -22.48% | +5.01% |
Max Drawdown (5Y)Largest decline over 5 years | -17.47% | -22.48% | +5.01% |
Current DrawdownCurrent decline from peak | -10.27% | -11.85% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -5.38% | -6.34% | +0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 2.80% | -0.41% |
Volatility
MVEA.DE vs. 5HEE.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) is 2.72%, while Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.DE) has a volatility of 3.31%. This indicates that MVEA.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
| MVEA.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.72% | 3.31% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 5.90% | 7.54% | -1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.97% | 10.94% | -1.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.27% | 14.91% | -2.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.79% | 16.90% | -4.11% |
MVEA.DE vs. 5HEE.DE - Expense Ratio Comparison
MVEA.DE has a 0.20% expense ratio, which is lower than 5HEE.DE's 0.75% expense ratio.
Dividends
MVEA.DE vs. 5HEE.DE - Dividend Comparison
Neither MVEA.DE nor 5HEE.DE has paid dividends to shareholders.
Frequently Asked Questions
MVEA.DE and 5HEE.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MVEA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MVEA.DE is cheaper with a 0.20% expense ratio, compared with 0.75% for 5HEE.DE.
MVEA.DE tracks Russell 1000 TR USD, while 5HEE.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.20% for MVEA.DE and 0.75% for 5HEE.DE.
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