High-entropy alloys (HEAs) and high-entropy metal-sublattice ceramics (HESCs) have recently gained particular attraction in the field of materials research due to their promising properties, such as high hardness, high strength, and thermal stability. Especially oxides are of great interest as they can serve as oxidation protection coatings at high temperatures. A very common oxidation-protection coating is α-Al2O3, usually synthesised by chemical vapour deposition as very high temperatures are required to form the stable α form. Another interesting oxide for use at high temperatures is HfO2 as it exhibits the highest melting point within the group of oxides besides Thorium oxide. As HfO2 crystallises, similar to ZrO2, in three different crystal structures, the desired cubic high-temperature modification is hard to stabilise. Within this work we report on the phase formation and mechanical properties of (Gd,Hf,Sc,Ti,Zr) oxide coatings. High-entropy metal sublattice oxides were synthesised using reactive magnetron sputtering utilising a single equiatomic target consisting of Gd, Hf, Sc, Ti, and Zr. For synthesis of oxide coatings different O2/(Ar+O2) flow ratios were used to investigate the influence of reactive gas flow on the structure and mechanical properties. X-ray diffraction analysis show that the coatings crystallise in a single-phase fcc structure. Nanoindentation measurements revealed hardness values of ~20 GPa and an indentation modulus of ~ 250 GPa. Furthermore, transmission electron microscopy investigations were done to get more detailed information about the growth morphology and crystal structure of the oxide coatings. To investigate the structural stability at elevated temperatures, vacuum annealing treatments and subsequent XRD and nanoindentation measurements were done.