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iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (CUS1.L) Sharpe Ratio: 1.03

CUS1.L's Sharpe Ratio of 1.03 indicates that for each unit of volatility, it generates 1.03 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

CUS1.L Sharpe Ratio Rank

CUS1.L Sharpe Ratio Rank: 54.955
Average

CUS1.L ranks above 54.9% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

CUS1.L Sharpe Ratio Market Positioning

The chart shows CUS1.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.49 or lower
  • Yellow zone (middle 50%): 0.49 to 1.45
  • Green zone (top 25%): 1.45 or higher
  • Top 1%: 5.83+
  • Median: 0.98 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)'s Sharpe Ratio with other ETFs in the Small Cap Blend Equities category across multiple time periods, showing how CUS1.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 2, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
WLDS.LiShares MSCI World Small Cap UCITS ETF1.59
RTYS.LInvesco Russell 2000 UCITS ETF1.27
R2US.LSPDR Russell 2000 US Small Cap UCITS ETF1.27
RTWO.LL&G Russell 2000 US Small Cap Quality UCITS ETF USD Acc1.19
RS2G.LAmundi Russell 2000 UCITS ETF USD1.14
XRSG.LXtrackers Russell 2000 UCITS ETF 1C1.13
R2SC.LSPDR Russell 2000 US Small Cap UCITS ETF1.13
USML.LInvesco S&P SmallCap 600 UCITS ETF A1.05
RTWP.LL&G Russell 2000 US Small Cap UCITS ETF1.03
CUS1.LiShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)1.03

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows CUS1.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when CUS1.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore CUS1.L risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

CUS1.L Sortino Ratio