OSX2.DE vs. OUFE.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Ossiam US Minimum Variance ESG UCITS ETF (EUR) (OSX2.DE) and Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR) (OUFE.DE).

OSX2.DE and OUFE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. OSX2.DE is a passively managed fund by Natixis that tracks the performance of the US ESG Minimum Variance. It was launched on Apr 24, 2020. OUFE.DE is a passively managed fund by Natixis that tracks the performance of the Ossiam US ESG Low Carbon Equity Factors. It was launched on May 2, 2019. Both OSX2.DE and OUFE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

OSX2.DE vs. OUFE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Ossiam US Minimum Variance ESG UCITS ETF (EUR) (OSX2.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.

OSX2.DE vs. OUFE.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
OSX2.DE Ossiam US Minimum Variance ESG UCITS ETF (EUR)	0.00%	-4.33%	21.73%	-1.44%	-1.03%	26.67%	-4.98%	10.38%
OUFE.DE Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR)	0.00%	-3.67%	27.98%	10.11%	-13.01%	42.53%	7.82%	12.12%

Returns By Period

OSX2.DE

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 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)

OSX2.DE vs. OUFE.DE - Expense Ratio Comparison

OSX2.DE has a 0.65% expense ratio, which is higher than OUFE.DE's 0.45% expense ratio.

OSX2.DE

Ossiam US Minimum Variance ESG UCITS ETF (EUR)

OUFE.DE

Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR)

Return for Risk

OSX2.DE vs. OUFE.DE — Risk / Return Rank

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

OUFE.DE

OUFE.DE Risk / Return Rank: 19
OUFE.DE Sharpe Ratio Rank: 19
OUFE.DE Sortino Ratio Rank: 18
OUFE.DE Omega Ratio Rank: 23
OUFE.DE Calmar Ratio Rank: 15
OUFE.DE Martin Ratio Rank: 18

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.

OSX2.DE vs. OUFE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ossiam US Minimum Variance ESG UCITS ETF (EUR) (OSX2.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	OSX2.DE	OUFE.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.31	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.63	—

Correlation

The correlation between OSX2.DE and OUFE.DE is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

OSX2.DE vs. OUFE.DE - Dividend Comparison

Neither OSX2.DE nor OUFE.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	OSX2.DE	OUFE.DE	Difference
Max Drawdown Largest peak-to-trough decline	—	-35.62%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-14.86%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.45%	—
Current Drawdown Current decline from peak	—	-6.91%	—
Average Drawdown Average peak-to-trough decline	—	-6.40%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.44%	—

Volatility

Volatility by Period

	OSX2.DE	OUFE.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.00%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.05%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	15.37%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	14.86%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	17.22%	—