SGAS.DE vs. 5HEE.DE
SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) and 5HEE.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR)) are both Large Cap Blend Equities funds - SGAS.DE tracks the MSCI USA ESG Screened while 5HEE.DE tracks the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. Both are passively managed. Over the past 5 years, SGAS.DE returned 13.79%/yr vs 3.39%/yr for 5HEE.DE. Their correlation of 0.81 suggests significant overlap in exposure. SGAS.DE charges 0.07%/yr vs 0.75%/yr for 5HEE.DE.
Performance
SGAS.DE vs. 5HEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SGAS.DE achieves a 12.85% return, which is significantly higher than 5HEE.DE's 5.31% return.
SGAS.DE
- 1D
- 0.07%
- 1M
- 3.30%
- 6M
- 11.21%
- YTD
- 12.85%
- 1Y
- 25.25%
- 3Y*
- 20.15%
- 5Y*
- 13.79%
- 10Y*
- —
5HEE.DE
- 1D
- 0.09%
- 1M
- 3.38%
- 6M
- 2.82%
- YTD
- 5.31%
- 1Y
- 10.27%
- 3Y*
- 3.77%
- 5Y*
- 3.39%
- 10Y*
- —
SGAS.DE vs. 5HEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 12.85% | 5.16% | 33.87% | 26.35% | -17.03% | 39.63% | 10.63% | 35.35% | -20.64% |
5HEE.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) | 5.31% | -7.39% | 10.30% | 11.99% | -11.48% | 32.30% | 12.99% | 34.06% | -8.43% |
Correlation
The correlation between SGAS.DE and 5HEE.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.81 |
Over the past year, the correlation between SGAS.DE and 5HEE.DE has dropped to 0.39 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
SGAS.DE vs. 5HEE.DE — Risk / Return Rank
SGAS.DE
5HEE.DE
SGAS.DE vs. 5HEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.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.
| SGAS.DE | 5HEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.16 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | 1.47 | +1.48 |
| Martin ratioReturn relative to average drawdown | 10.23 | 3.55 | +6.68 |
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Drawdowns
SGAS.DE vs. 5HEE.DE - Drawdown Comparison
The maximum SGAS.DE drawdown since its inception was -33.50%, roughly equal to the maximum 5HEE.DE drawdown of -32.56%. Use the drawdown chart below to compare losses from any high point for SGAS.DE and 5HEE.DE.
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Drawdown Indicators
| SGAS.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.50% | -32.56% | -0.94% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -6.95% | -1.56% |
Max Drawdown (3Y)Largest decline over 3 years | -24.69% | -22.48% | -2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | -22.48% | -2.21% |
Current DrawdownCurrent decline from peak | 0.00% | -6.88% | +6.88% |
Average DrawdownAverage peak-to-trough decline | -5.48% | -6.27% | +0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 2.88% | -0.42% |
Volatility
SGAS.DE vs. 5HEE.DE - Volatility Comparison
The current volatility for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) is 3.43%, while Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.DE) has a volatility of 4.13%. This indicates that SGAS.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
| SGAS.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 4.13% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 9.00% | 8.31% | +0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.88% | 11.08% | +1.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 14.98% | +1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 16.92% | +1.26% |
SGAS.DE vs. 5HEE.DE - Expense Ratio Comparison
SGAS.DE has a 0.07% expense ratio, which is lower than 5HEE.DE's 0.75% expense ratio.
Dividends
SGAS.DE vs. 5HEE.DE - Dividend Comparison
Neither SGAS.DE nor 5HEE.DE has paid dividends to shareholders.
Frequently Asked Questions
SGAS.DE and 5HEE.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.75% for 5HEE.DE.
SGAS.DE tracks MSCI USA ESG Screened, 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: 0.07% for SGAS.DE and 0.75% for 5HEE.DE.
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