OUFE.DE vs. OSX2.DE

Last updated Apr 2, 2026

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

OUFE.DE and OSX2.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. 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. Both OUFE.DE and OSX2.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

OUFE.DE vs. OSX2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR) (OUFE.DE) and Ossiam US Minimum Variance ESG UCITS ETF (EUR) (OSX2.DE). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
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%
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%

Returns By Period

OUFE.DE

• 1D: 0.00%
• 1M: 0.00%
• YTD: 0.00%
• 6M: 1.14%
• 1Y: 3.64%
• 3Y*: 10.23%
• 5Y*: 7.22%
• 10Y*: —

OSX2.DE

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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

OUFE.DE vs. OSX2.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.

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

This table presents a comparison of risk-adjusted performance metrics for Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR) (OUFE.DE) and Ossiam US Minimum Variance ESG UCITS ETF (EUR) (OSX2.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.

	OUFE.DE	OSX2.DE	Difference
Sharpe ratio Return per unit of total volatility	0.31	—	—
Sortino ratio Return per unit of downside risk	0.50	—	—
Omega ratio Gain probability vs. loss probability	1.10	—	—
Calmar ratio Return relative to maximum drawdown	0.24	—	—
Martin ratio Return relative to average drawdown	1.06	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	OUFE.DE	OSX2.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 OUFE.DE and OSX2.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

OUFE.DE vs. OSX2.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	OUFE.DE	OSX2.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

	OUFE.DE	OSX2.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%	—	—