USUE.DE vs. 5HEE.DE
USUE.DE (UBS ETF (IE) MSCI USA Select Factor Mix 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 - USUE.DE tracks the MSCI USA Select Factor Mix while 5HEE.DE tracks the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. Both are passively managed. Over the past 5 years, USUE.DE returned 11.33%/yr vs 3.35%/yr for 5HEE.DE. A 0.78 correlation means they provide meaningful diversification when combined. USUE.DE charges 0.25%/yr vs 0.75%/yr for 5HEE.DE.
Performance
USUE.DE vs. 5HEE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, USUE.DE achieves a 16.18% return, which is significantly higher than 5HEE.DE's 4.85% return.
USUE.DE
- 1D
- -1.04%
- 1M
- 0.80%
- 6M
- 13.01%
- YTD
- 16.18%
- 1Y
- 24.25%
- 3Y*
- 16.85%
- 5Y*
- 11.33%
- 10Y*
- —
5HEE.DE
- 1D
- 0.63%
- 1M
- 2.85%
- 6M
- 2.05%
- YTD
- 4.85%
- 1Y
- 9.90%
- 3Y*
- 3.62%
- 5Y*
- 3.35%
- 10Y*
- —
USUE.DE vs. 5HEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
USUE.DE UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc | 16.18% | 0.99% | 25.07% | 12.96% | -8.61% | 35.62% | -6.54% | 32.71% | -12.55% |
5HEE.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) | 4.85% | -7.39% | 10.30% | 11.99% | -11.48% | 32.30% | 12.99% | 34.06% | -7.54% |
Correlation
The correlation between USUE.DE and 5HEE.DE is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2018 | 0.78 |
Over the past year, the correlation between USUE.DE and 5HEE.DE has dropped to 0.56 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
USUE.DE vs. 5HEE.DE — Risk / Return Rank
USUE.DE
5HEE.DE
USUE.DE vs. 5HEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.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.
| USUE.DE | 5HEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.24 | ||
| Sortino ratioReturn per unit of downside risk | +1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.16 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 4.94 | 1.42 | +3.52 |
| Martin ratioReturn relative to average drawdown | 16.68 | 3.42 | +13.26 |
Loading charts...
Drawdowns
USUE.DE vs. 5HEE.DE - Drawdown Comparison
The maximum USUE.DE drawdown since its inception was -39.26%, which is greater than 5HEE.DE's maximum drawdown of -32.56%. Use the drawdown chart below to compare losses from any high point for USUE.DE and 5HEE.DE.
Loading charts...
Drawdown Indicators
| USUE.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.26% | -32.56% | -6.70% |
Max Drawdown (1Y)Largest decline over 1 year | -4.89% | -6.95% | +2.06% |
Max Drawdown (3Y)Largest decline over 3 years | -20.79% | -22.48% | +1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -20.79% | -22.48% | +1.69% |
Current DrawdownCurrent decline from peak | -1.75% | -7.28% | +5.53% |
Average DrawdownAverage peak-to-trough decline | -5.59% | -6.27% | +0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 2.89% | -1.44% |
Volatility
USUE.DE vs. 5HEE.DE - Volatility Comparison
The current volatility for UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.DE) is 3.21%, while Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.DE) has a volatility of 4.31%. This indicates that USUE.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.
Loading charts...
Volatility by Period
| USUE.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 4.31% | -1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.97% | 8.40% | -0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.36% | 11.13% | +0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 14.99% | -0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.88% | 16.92% | -0.04% |
USUE.DE vs. 5HEE.DE - Expense Ratio Comparison
USUE.DE has a 0.25% expense ratio, which is lower than 5HEE.DE's 0.75% expense ratio.
Dividends
USUE.DE vs. 5HEE.DE - Dividend Comparison
Neither USUE.DE nor 5HEE.DE has paid dividends to shareholders.
Frequently Asked Questions
USUE.DE and 5HEE.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, USUE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
USUE.DE is cheaper with a 0.25% expense ratio, compared with 0.75% for 5HEE.DE.
USUE.DE tracks MSCI USA Select Factor Mix, while 5HEE.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. They also come from different issuers: UBS and Natixis. Their fees differ too: 0.25% for USUE.DE and 0.75% for 5HEE.DE.
Find the right allocation for USUE.DE and 5HEE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer