UC95.L vs. 5HEP.L
UC95.L (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) and 5HEP.L (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD)) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from UBS and Natixis respectively. Both are passively managed. Over the past 5 years, UC95.L returned 6.97%/yr vs 3.50%/yr for 5HEP.L. A 0.77 correlation means they provide meaningful diversification when combined. UC95.L charges 0.25%/yr vs 0.75%/yr for 5HEP.L.
Performance
UC95.L vs. 5HEP.L - Performance Comparison
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Returns By Period
In the year-to-date period, UC95.L achieves a -0.22% return, which is significantly higher than 5HEP.L's -0.99% return.
UC95.L
- 1D
- 0.03%
- 1M
- -0.38%
- YTD
- -0.22%
- 6M
- 0.15%
- 1Y
- 1.00%
- 3Y*
- 5.98%
- 5Y*
- 6.97%
- 10Y*
- 9.83%
5HEP.L
- 1D
- 1.36%
- 1M
- 0.44%
- YTD
- -0.99%
- 6M
- 1.11%
- 1Y
- 6.57%
- 3Y*
- 1.62%
- 5Y*
- 3.50%
- 10Y*
- —
UC95.L vs. 5HEP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
UC95.L UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | -0.22% | -0.82% | 15.46% | 0.42% | 4.20% | 26.08% | 0.43% | 24.54% | 2.92% |
5HEP.L Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) | -0.99% | -2.61% | 5.42% | 9.48% | -6.21% | 23.62% | 19.82% | 26.14% | -3.91% |
Correlation
The correlation between UC95.L and 5HEP.L is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2018 | 0.77 |
Over the past year, the correlation between UC95.L and 5HEP.L has dropped to 0.57 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.
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Return for Risk
UC95.L vs. 5HEP.L — Risk / Return Rank
UC95.L
5HEP.L
UC95.L vs. 5HEP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L) and Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HEP.L). 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.
| UC95.L | 5HEP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.11 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.11 | 0.84 | -0.73 |
| Martin ratioReturn relative to average drawdown | 0.30 | 2.12 | -1.82 |
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
| UC95.L | 5HEP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.10 | 0.63 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.25 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.51 | +0.28 |
Drawdowns
UC95.L vs. 5HEP.L - Drawdown Comparison
The maximum UC95.L drawdown since its inception was -28.11%, which is greater than 5HEP.L's maximum drawdown of -24.16%. Use the drawdown chart below to compare losses from any high point for UC95.L and 5HEP.L.
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Drawdown Indicators
| UC95.L | 5HEP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.11% | -24.16% | -3.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -7.77% | -1.15% |
Max Drawdown (3Y)Largest decline over 3 years | -10.14% | -19.08% | +8.94% |
Max Drawdown (5Y)Largest decline over 5 years | -11.32% | -19.08% | +7.76% |
Max Drawdown (10Y)Largest decline over 10 years | -28.11% | — | — |
Current DrawdownCurrent decline from peak | -7.45% | -8.21% | +0.76% |
Average DrawdownAverage peak-to-trough decline | -4.11% | -5.18% | +1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 3.09% | +0.17% |
Volatility
UC95.L vs. 5HEP.L - Volatility Comparison
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L) and Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HEP.L) have volatilities of 3.56% and 3.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UC95.L | 5HEP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 3.64% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 7.62% | 7.56% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.90% | 10.42% | -0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.91% | 13.91% | -2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.94% | 16.02% | -2.08% |
UC95.L vs. 5HEP.L - Expense Ratio Comparison
UC95.L has a 0.25% expense ratio, which is lower than 5HEP.L's 0.75% expense ratio.
Dividends
UC95.L vs. 5HEP.L - Dividend Comparison
UC95.L's dividend yield for the trailing twelve months is around 1.89%, while 5HEP.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
5HEP.L Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UC95.L UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 1.89% | 1.99% | 1.61% | 1.54% | 1.29% | 1.13% | 1.79% | 1.66% | 1.64% | 1.68% | 1.37% |
Frequently Asked Questions
UC95.L and 5HEP.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UC95.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UC95.L is cheaper with a 0.25% expense ratio, compared with 0.75% for 5HEP.L.
Both ETFs track Russell 1000 TR USD. They also come from different issuers: UBS and Natixis. Their fees differ too: 0.25% for UC95.L and 0.75% for 5HEP.L.
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