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Performance
Performance Chart
The chart shows the growth of an initial investment of £10,000 in iShares MSCI Canada UCITS ETF (USD Accumulating), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Different Benchmark Currency
CSCA.L is traded in GBp, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to GBp using the latest available exchange rates.
Returns By Period
iShares MSCI Canada UCITS ETF (USD Accumulating) (CSCA.L) has returned 1.60% so far this year and 32.05% over the past 12 months. Over the last ten years, CSCA.L has returned 11.54% per year, falling short of the S&P 500 Index benchmark, which averaged 12.98% annually.
iShares MSCI Canada UCITS ETF (USD Accumulating)
- 1D
- -0.16%
- 1M
- -4.94%
- YTD
- 1.60%
- 6M
- 10.40%
- 1Y
- 32.05%
- 3Y*
- 16.19%
- 5Y*
- 12.65%
- 10Y*
- 11.54%
Benchmark (S&P 500 Index)
- 1D
- 2.61%
- 1M
- -3.22%
- YTD
- -2.82%
- 6M
- -0.72%
- 1Y
- 13.66%
- 3Y*
- 14.01%
- 5Y*
- 11.18%
- 10Y*
- 12.98%
Monthly Returns
Based on dividend-adjusted daily data since Sep 15, 2010, CSCA.L's average daily return is +0.05%, while the average monthly return is +0.70%. At this rate, your investment would double in approximately 8.3 years.
Historically, 60% of months were positive and 40% were negative. The best month was Apr 2020 with a return of +10.4%, while the worst month was Mar 2020 at -17.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, CSCA.L closed higher 53% of trading days. The best single day was Mar 25, 2020 with a return of +9.0%, while the worst single day was Mar 12, 2020 at -10.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.85% | 7.78% | -4.94% | 1.60% | |||||||||
| 2025 | 5.20% | -3.51% | -3.46% | 0.61% | 5.34% | 1.26% | 4.52% | 2.70% | 3.82% | 3.08% | 3.32% | 2.03% | 27.37% |
| 2024 | 0.56% | 0.64% | 4.19% | -1.97% | 0.00% | -0.03% | 2.76% | 1.08% | 0.87% | 2.34% | 7.86% | -4.61% | 14.01% |
| 2023 | 5.91% | -2.45% | -1.91% | 1.01% | -4.05% | 3.37% | 2.62% | -2.75% | 1.05% | -5.76% | 5.41% | 5.95% | 7.76% |
| 2022 | -0.74% | 1.07% | 8.84% | -3.06% | -0.07% | -7.25% | 4.67% | 1.18% | -3.70% | 0.81% | 2.20% | -4.77% | -1.83% |
| 2021 | -1.95% | 3.12% | 6.10% | 4.35% | 3.45% | 1.42% | -0.68% | 1.99% | -0.46% | 5.71% | -1.01% | 0.86% | 24.99% |
Benchmark Metrics
iShares MSCI Canada UCITS ETF (USD Accumulating) has an annualized alpha of 6.77%, beta of 0.41, and R² of 0.15 versus S&P 500 Index. Calculated based on daily prices since September 16, 2010.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (71.55%) than losses (66.24%) — typical of diversified or defensive assets.
- Beta of 0.41 may look defensive, but with R² of 0.15 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R² of 0.15 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 6.77%
- Beta
- 0.41
- R²
- 0.15
- Upside Capture
- 71.55%
- Downside Capture
- 66.24%
Expense Ratio
CSCA.L has an expense ratio of 0.48%, placing it in the medium range.
Return for Risk
Risk / Return Rank
CSCA.L ranks 95 for risk / return — in the top 95% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares MSCI Canada UCITS ETF (USD Accumulating) (CSCA.L) and compare them to a chosen benchmark (S&P 500 Index).
| CSCA.L | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.45 | 0.73 | +1.71 |
Sortino ratioReturn per unit of downside risk | 3.22 | 1.14 | +2.08 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.18 | +0.31 |
Calmar ratioReturn relative to maximum drawdown | 3.60 | 1.24 | +2.36 |
Martin ratioReturn relative to average drawdown | 15.44 | 4.87 | +10.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore CSCA.L risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the iShares MSCI Canada UCITS ETF (USD Accumulating). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iShares MSCI Canada UCITS ETF (USD Accumulating) was 33.80%, occurring on Jan 20, 2016. Recovery took 123 trading sessions.
The current iShares MSCI Canada UCITS ETF (USD Accumulating) drawdown is 5.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.8% | Sep 9, 2014 | 283 | Jan 20, 2016 | 123 | Aug 8, 2016 | 406 |
| -33.68% | Feb 21, 2020 | 22 | Mar 23, 2020 | 158 | Dec 10, 2020 | 180 |
| -22.24% | Apr 15, 2011 | 39 | May 21, 2012 | 127 | Aug 26, 2014 | 166 |
| -17.3% | Aug 29, 2018 | 73 | Dec 24, 2018 | 91 | Jun 17, 2019 | 164 |
| -14.61% | Jan 10, 2018 | 48 | Mar 26, 2018 | 85 | Jul 31, 2018 | 133 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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