A high entropy metal sublattice diboride (HESB) consisting of (Hf,Ta,V,W,Zr) has been synthesised by DC magnetron sputtering at different substrate temperatures. The stress evolution of the different coatings as well as recovery processes have been investigated by curvature measurements using a K-MOS thermal scan wafer curvature. The results show that all the coatings exhibit compressive residual stresses after deposition with a decreasing tendency for coatings deposited at higher substrate temperatures. The obtained results show that the HESB exhibits a lower thermal expansion coefficient than the used sapphire substrates leading to a decrease of compressive stresses when heating the samples. To investigate ongoing recovery processes the samples were held at a target temperature of 900 °C for 2 hours and subsequently investigated by XRD and nanoindentation.