VALD.DE vs. 5HEU.DE
VALD.DE (BNP Paribas Easy ESG Value Europe UCITS ETF) and 5HEU.DE (Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR)) are both Europe Equities funds - VALD.DE tracks the BNP Paribas Value Europe ESG while 5HEU.DE tracks the Ossiam ESG Shiller Barclays CAPE® Europe Sector. Both are passively managed. A 0.73 correlation means they provide meaningful diversification when combined. VALD.DE charges 0.30%/yr vs 0.75%/yr for 5HEU.DE.
Performance
VALD.DE vs. 5HEU.DE - Performance Comparison
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Returns By Period
VALD.DE
- 1D
- 0.88%
- 1M
- 1.88%
- YTD
- 10.40%
- 6M
- 13.48%
- 1Y
- 18.73%
- 3Y*
- 16.67%
- 5Y*
- 7.81%
- 10Y*
- —
5HEU.DE
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VALD.DE vs. 5HEU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VALD.DE BNP Paribas Easy ESG Value Europe UCITS ETF | 10.40% | 23.55% | 9.24% | 14.99% | -18.79% |
5HEU.DE Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR) | 0.00% | 4.88% | -2.91% | 6.26% | -6.49% |
Correlation
The correlation between VALD.DE and 5HEU.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 | 0.70 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2022 | 0.73 |
Over the past year, the correlation between VALD.DE and 5HEU.DE has dropped to 0.46 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.
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Return for Risk
VALD.DE vs. 5HEU.DE — Risk / Return Rank
VALD.DE
5HEU.DE
VALD.DE vs. 5HEU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy ESG Value Europe UCITS ETF (VALD.DE) and Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR) (5HEU.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.
| VALD.DE | 5HEU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.30 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.47 | — | — |
| Martin ratioReturn relative to average drawdown | 8.35 | — | — |
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
| VALD.DE | 5HEU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | — | — |
Drawdowns
VALD.DE vs. 5HEU.DE - Drawdown Comparison
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Drawdown Indicators
| VALD.DE | 5HEU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.02% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -7.54% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -14.17% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -31.14% | — | — |
Current DrawdownCurrent decline from peak | -0.96% | — | — |
Average DrawdownAverage peak-to-trough decline | -8.18% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | — | — |
Volatility
VALD.DE vs. 5HEU.DE - Volatility Comparison
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Volatility by Period
| VALD.DE | 5HEU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.80% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.29% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.54% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.41% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.89% | — | — |
VALD.DE vs. 5HEU.DE - Expense Ratio Comparison
VALD.DE has a 0.30% expense ratio, which is lower than 5HEU.DE's 0.75% expense ratio.
Dividends
VALD.DE vs. 5HEU.DE - Dividend Comparison
VALD.DE's dividend yield for the trailing twelve months is around 3.00%, while 5HEU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
5HEU.DE Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VALD.DE BNP Paribas Easy ESG Value Europe UCITS ETF | 3.00% | 3.36% | 3.35% | 3.36% | 3.99% | 2.17% | 5.02% | 4.92% | 4.84% |
Frequently Asked Questions
VALD.DE and 5HEU.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, VALD.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VALD.DE is cheaper with a 0.30% expense ratio, compared with 0.75% for 5HEU.DE.
VALD.DE tracks BNP Paribas Value Europe ESG, while 5HEU.DE tracks Ossiam ESG Shiller Barclays CAPE® Europe Sector. They also come from different issuers: BNP Paribas and Natixis. Their fees differ too: 0.30% for VALD.DE and 0.75% for 5HEU.DE.
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