SLUS.DE vs. OUFE.DE
SLUS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Dist)) and OUFE.DE (Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR)) are both Large Cap Blend Equities funds - SLUS.DE tracks the MSCI USA ESG Screened while OUFE.DE tracks the Ossiam US ESG Low Carbon Equity Factors. Both are passively managed. Their correlation of 0.84 suggests significant overlap in exposure. SLUS.DE charges 0.07%/yr vs 0.45%/yr for OUFE.DE.
Performance
SLUS.DE vs. OUFE.DE - Performance Comparison
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Returns By Period
SLUS.DE
- 1D
- 0.00%
- 1M
- 4.81%
- YTD
- 11.22%
- 6M
- 10.52%
- 1Y
- 25.87%
- 3Y*
- 19.85%
- 5Y*
- 14.97%
- 10Y*
- —
OUFE.DE
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SLUS.DE vs. OUFE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SLUS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | 11.22% | 4.97% | 33.89% | 26.23% | -17.11% | 39.38% | 10.48% | 16.49% |
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% |
Correlation
The correlation between SLUS.DE and OUFE.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jun 7, 2019 | 0.84 |
Over the past year, the correlation between SLUS.DE and OUFE.DE has dropped to 0.46 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
SLUS.DE vs. OUFE.DE — Risk / Return Rank
SLUS.DE
OUFE.DE
SLUS.DE vs. OUFE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.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.
| SLUS.DE | OUFE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.38 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | — | — |
| Martin ratioReturn relative to average drawdown | 10.67 | — | — |
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
| SLUS.DE | OUFE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | — | — |
Drawdowns
SLUS.DE vs. OUFE.DE - Drawdown Comparison
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Drawdown Indicators
| SLUS.DE | OUFE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.71% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | — | — |
Current DrawdownCurrent decline from peak | -0.43% | — | — |
Average DrawdownAverage peak-to-trough decline | -4.84% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | — | — |
Volatility
SLUS.DE vs. OUFE.DE - Volatility Comparison
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Volatility by Period
| SLUS.DE | OUFE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.38% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.54% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | — | — |
SLUS.DE vs. OUFE.DE - Expense Ratio Comparison
SLUS.DE has a 0.07% expense ratio, which is lower than OUFE.DE's 0.45% expense ratio.
Dividends
SLUS.DE vs. OUFE.DE - Dividend Comparison
SLUS.DE's dividend yield for the trailing twelve months is around 0.62%, while OUFE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
OUFE.DE Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SLUS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | 0.62% | 0.69% | 0.84% | 0.98% | 1.26% | 0.79% | 1.06% | 1.24% | 0.20% |
Frequently Asked Questions
SLUS.DE and OUFE.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SLUS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SLUS.DE is cheaper with a 0.07% expense ratio, compared with 0.45% for OUFE.DE.
SLUS.DE tracks MSCI USA ESG Screened, while OUFE.DE tracks Ossiam US ESG Low Carbon Equity Factors. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.07% for SLUS.DE and 0.45% for OUFE.DE.
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