VMID.DE vs. 5HEU.DE
VMID.DE (Vanguard FTSE 250 UCITS ETF Distributing) and 5HEU.DE (Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR)) are both Europe Equities funds - VMID.DE tracks the FTSE 250 Ex Investment Trust TR GBP while 5HEU.DE tracks the Ossiam ESG Shiller Barclays CAPE® Europe Sector. Both are passively managed. A 0.62 correlation means they provide meaningful diversification when combined. VMID.DE charges 0.10%/yr vs 0.75%/yr for 5HEU.DE.
Performance
VMID.DE vs. 5HEU.DE - Performance Comparison
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Returns By Period
VMID.DE
- 1D
- 0.49%
- 1M
- 3.93%
- YTD
- 5.91%
- 6M
- 8.26%
- 1Y
- 11.06%
- 3Y*
- 10.20%
- 5Y*
- 3.22%
- 10Y*
- —
5HEU.DE
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VMID.DE vs. 5HEU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VMID.DE Vanguard FTSE 250 UCITS ETF Distributing | 5.91% | 8.64% | 11.29% | 10.54% | -16.94% |
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 VMID.DE and 5HEU.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2022 | 0.62 |
Over the past year, the correlation between VMID.DE and 5HEU.DE has dropped to 0.36 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
VMID.DE vs. 5HEU.DE — Risk / Return Rank
VMID.DE
5HEU.DE
VMID.DE vs. 5HEU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 250 UCITS ETF Distributing (VMID.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.
| VMID.DE | 5HEU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.15 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | — | — |
| Martin ratioReturn relative to average drawdown | 3.57 | — | — |
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
| VMID.DE | 5HEU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | — | — |
Drawdowns
VMID.DE vs. 5HEU.DE - Drawdown Comparison
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Drawdown Indicators
| VMID.DE | 5HEU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.58% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -18.34% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -32.26% | — | — |
Current DrawdownCurrent decline from peak | -1.19% | — | — |
Average DrawdownAverage peak-to-trough decline | -10.67% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | — | — |
Volatility
VMID.DE vs. 5HEU.DE - Volatility Comparison
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Volatility by Period
| VMID.DE | 5HEU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.53% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.71% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.54% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.80% | — | — |
VMID.DE vs. 5HEU.DE - Expense Ratio Comparison
VMID.DE has a 0.10% expense ratio, which is lower than 5HEU.DE's 0.75% expense ratio.
Dividends
VMID.DE vs. 5HEU.DE - Dividend Comparison
VMID.DE's dividend yield for the trailing twelve months is around 3.65%, while 5HEU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
VMID.DE Vanguard FTSE 250 UCITS ETF Distributing | 3.65% | 3.95% | 3.29% | 3.44% | 3.41% | 2.51% | 2.04% | 2.74% | 3.69% | 0.72% |
Frequently Asked Questions
VMID.DE and 5HEU.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VMID.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VMID.DE is cheaper with a 0.10% expense ratio, compared with 0.75% for 5HEU.DE.
VMID.DE tracks FTSE 250 Ex Investment Trust TR GBP, while 5HEU.DE tracks Ossiam ESG Shiller Barclays CAPE® Europe Sector. They also come from different issuers: Vanguard and Natixis. Their fees differ too: 0.10% for VMID.DE and 0.75% for 5HEU.DE.
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