WTEF.DE vs. 5HEE.DE
WTEF.DE (WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc) and 5HEE.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR)) are both Large Cap Blend Equities funds - WTEF.DE tracks the WisdomTree US Efficient Core UCITS while 5HEE.DE tracks the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. Both are passively managed. Over the past year, WTEF.DE returned 20.91% vs 9.90% for 5HEE.DE. At a 0.50 correlation, their price movements are largely independent. WTEF.DE charges 0.20%/yr vs 0.75%/yr for 5HEE.DE.
Performance
WTEF.DE vs. 5HEE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WTEF.DE achieves a 11.76% return, which is significantly higher than 5HEE.DE's 4.85% return.
WTEF.DE
- 1D
- 0.00%
- 1M
- 1.97%
- 6M
- 11.04%
- YTD
- 11.76%
- 1Y
- 20.91%
- 3Y*
- —
- 5Y*
- —
- 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*
- —
WTEF.DE vs. 5HEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WTEF.DE WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc | 11.76% | 3.44% | 28.84% | 12.65% |
5HEE.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) | 4.85% | -7.39% | 10.30% | 11.65% |
Correlation
The correlation between WTEF.DE and 5HEE.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 (All Time) Calculated using the full available price history since Oct 27, 2023 | 0.50 |
The correlation between WTEF.DE and 5HEE.DE shifts across timeframes, from 0.36 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.
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
WTEF.DE vs. 5HEE.DE — Risk / Return Rank
WTEF.DE
5HEE.DE
WTEF.DE vs. 5HEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.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.
| WTEF.DE | 5HEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.16 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.42 | -0.36 |
| Martin ratioReturn relative to average drawdown | 1.87 | 3.42 | -1.55 |
Loading charts...
Drawdowns
WTEF.DE vs. 5HEE.DE - Drawdown Comparison
The maximum WTEF.DE drawdown since its inception was -22.39%, smaller than the maximum 5HEE.DE drawdown of -32.56%. Use the drawdown chart below to compare losses from any high point for WTEF.DE and 5HEE.DE.
Loading charts...
Drawdown Indicators
| WTEF.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.39% | -32.56% | +10.17% |
Max Drawdown (1Y)Largest decline over 1 year | -19.77% | -6.95% | -12.82% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.48% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.48% | — |
Current DrawdownCurrent decline from peak | -4.62% | -7.28% | +2.66% |
Average DrawdownAverage peak-to-trough decline | -6.11% | -6.27% | +0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.17% | 2.89% | +8.28% |
Volatility
WTEF.DE vs. 5HEE.DE - Volatility Comparison
The current volatility for WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) is 2.92%, while Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.DE) has a volatility of 4.31%. This indicates that WTEF.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
| WTEF.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 4.31% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 8.40% | +1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.67% | 11.13% | +14.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.82% | 14.99% | +4.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.82% | 16.92% | +2.90% |
WTEF.DE vs. 5HEE.DE - Expense Ratio Comparison
WTEF.DE has a 0.20% expense ratio, which is lower than 5HEE.DE's 0.75% expense ratio.
Dividends
WTEF.DE vs. 5HEE.DE - Dividend Comparison
Neither WTEF.DE nor 5HEE.DE has paid dividends to shareholders.
Frequently Asked Questions
WTEF.DE and 5HEE.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, WTEF.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTEF.DE is cheaper with a 0.20% expense ratio, compared with 0.75% for 5HEE.DE.
WTEF.DE tracks WisdomTree US Efficient Core UCITS, while 5HEE.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. They also come from different issuers: WisdomTree and Natixis. Their fees differ too: 0.20% for WTEF.DE and 0.75% for 5HEE.DE.
Find the right allocation for WTEF.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