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OP6E.DE vs. OUFE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OP6E.DE vs. OUFE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Ossiam Bloomberg Asia Pacific ex Japan PAB NR UCITS ETF (EUR) (OP6E.DE) and Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR) (OUFE.DE). The values are adjusted to include any dividend payments, if applicable.

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OP6E.DE vs. OUFE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
OP6E.DE
Ossiam Bloomberg Asia Pacific ex Japan PAB NR UCITS ETF (EUR)
4.16%6.39%15.17%0.41%-5.27%
OUFE.DE
Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR)
0.00%-3.67%27.98%10.11%-15.10%

Returns By Period


OP6E.DE

1D
0.20%
1M
-1.88%
YTD
4.16%
6M
3.13%
1Y
12.95%
3Y*
8.15%
5Y*
10Y*

OUFE.DE

1D
0.00%
1M
0.00%
YTD
0.00%
6M
1.14%
1Y
3.64%
3Y*
10.23%
5Y*
7.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OP6E.DE vs. OUFE.DE - Expense Ratio Comparison

OP6E.DE has a 0.29% expense ratio, which is lower than OUFE.DE's 0.45% expense ratio.


Return for Risk

OP6E.DE vs. OUFE.DE — Risk / Return Rank

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

OP6E.DE
OP6E.DE Risk / Return Rank: 5151
Overall Rank
OP6E.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
OP6E.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
OP6E.DE Omega Ratio Rank: 4242
Omega Ratio Rank
OP6E.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
OP6E.DE Martin Ratio Rank: 6161
Martin Ratio Rank

OUFE.DE
OUFE.DE Risk / Return Rank: 1919
Overall Rank
OUFE.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
OUFE.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
OUFE.DE Omega Ratio Rank: 2323
Omega Ratio Rank
OUFE.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
OUFE.DE Martin Ratio Rank: 1818
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.

OP6E.DE vs. OUFE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ossiam Bloomberg Asia Pacific ex Japan PAB NR UCITS ETF (EUR) (OP6E.DE) and Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR) (OUFE.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.


OP6E.DEOUFE.DEDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.31

+0.54

Sortino ratio

Return per unit of downside risk

1.18

0.50

+0.68

Omega ratio

Gain probability vs. loss probability

1.18

1.10

+0.08

Calmar ratio

Return relative to maximum drawdown

2.43

0.24

+2.19

Martin ratio

Return relative to average drawdown

7.50

1.06

+6.44

OP6E.DE vs. OUFE.DE - Sharpe Ratio Comparison

The current OP6E.DE Sharpe Ratio is 0.85, which is higher than the OUFE.DE Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of OP6E.DE and OUFE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OP6E.DEOUFE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.31

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.63

-0.26

Correlation

The correlation between OP6E.DE and OUFE.DE is 0.52, 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

OP6E.DE vs. OUFE.DE - Dividend Comparison

Neither OP6E.DE nor OUFE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OP6E.DE vs. OUFE.DE - Drawdown Comparison

The maximum OP6E.DE drawdown since its inception was -18.34%, smaller than the maximum OUFE.DE drawdown of -35.62%. Use the drawdown chart below to compare losses from any high point for OP6E.DE and OUFE.DE.


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Drawdown Indicators


OP6E.DEOUFE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.34%

-35.62%

+17.28%

Max Drawdown (1Y)

Largest decline over 1 year

-10.46%

-14.86%

+4.40%

Max Drawdown (5Y)

Largest decline over 5 years

-23.45%

Current Drawdown

Current decline from peak

-4.73%

-6.91%

+2.18%

Average Drawdown

Average peak-to-trough decline

-4.93%

-6.40%

+1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

3.44%

-1.26%

Volatility

OP6E.DE vs. OUFE.DE - Volatility Comparison

Ossiam Bloomberg Asia Pacific ex Japan PAB NR UCITS ETF (EUR) (OP6E.DE) has a higher volatility of 4.32% compared to Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR) (OUFE.DE) at 0.00%. This indicates that OP6E.DE's price experiences larger fluctuations and is considered to be riskier than OUFE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OP6E.DEOUFE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

0.00%

+4.32%

Volatility (6M)

Calculated over the trailing 6-month period

8.56%

4.05%

+4.51%

Volatility (1Y)

Calculated over the trailing 1-year period

15.25%

15.37%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.81%

14.86%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.81%

17.22%

-2.41%