Most rotary axes of precision five-axis machines use highly preloaded precision roller bearings. These enable a low error motion and maximum stiffness. As a drawback, the high preload increases frictional torque, causing significant frictional losses under rotation, resulting in thermally induced position and orientation errors. Due to the inherent kinematic limitation of five-axis machines, some resulting errors are not compensable. Therefore, hardware optimization is necessary to obtain the required stiffness but reduce thermally induced position and orientation errors due to axis rotation. A promising approach is the application of shallow recess hydrostatic bearings, where a thin fluid film separates the stationary and rotating component, improving heat transfer based on heat conduction via a thin film. This paper experimentally investigates two rotary axes integrated in two identical machines, one with precision roller bearings and one with shallow recess hydrostatic bearings. The application of the hydrostatic bearing shows a significant reduction of 78–95% in position and orientation errors relative to the roller bearing. Experiments further show the effectiveness of an additional active shaft cooling for a hydrostatic bearing, reducing errors by an additional 10–38%.