3SUR.DE vs. USCP.DE
3SUR.DE (iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist)) and USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) are both Large Cap Blend Equities funds - 3SUR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels (EUR Hedged) Index while USCP.DE tracks the Shiller Barclays CAPE® US Sector Value. Both are passively managed. Over the past 5 years, 3SUR.DE returned 8.24%/yr vs 9.71%/yr for USCP.DE. A 0.77 correlation means they provide meaningful diversification when combined. 3SUR.DE charges 0.23%/yr vs 0.65%/yr for USCP.DE.
Performance
3SUR.DE vs. USCP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 3SUR.DE achieves a 13.80% return, which is significantly higher than USCP.DE's 5.34% return.
3SUR.DE
- 1D
- 0.54%
- 1M
- 1.52%
- 6M
- 14.74%
- YTD
- 13.80%
- 1Y
- 18.83%
- 3Y*
- 13.80%
- 5Y*
- 8.24%
- 10Y*
- —
USCP.DE
- 1D
- 0.23%
- 1M
- 5.49%
- 6M
- 6.30%
- YTD
- 5.34%
- 1Y
- 9.18%
- 3Y*
- 9.98%
- 5Y*
- 9.71%
- 10Y*
- 13.41%
3SUR.DE vs. USCP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
3SUR.DE iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) | 13.80% | 9.40% | 11.63% | 20.98% | -22.39% | 31.13% | 22.49% | 28.86% | -9.69% |
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | 5.34% | -3.26% | 22.70% | 25.56% | -10.80% | 38.73% | 7.54% | 33.98% | -6.65% |
Correlation
The correlation between 3SUR.DE and USCP.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 2018 | 0.77 |
Over the past year, the correlation between 3SUR.DE and USCP.DE has dropped to 0.52 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.
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Return for Risk
3SUR.DE vs. USCP.DE — Risk / Return Rank
3SUR.DE
USCP.DE
3SUR.DE vs. USCP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) (3SUR.DE) and Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 3SUR.DE | USCP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.16 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | 1.30 | +0.82 |
| Martin ratioReturn relative to average drawdown | 7.81 | 3.85 | +3.96 |
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Drawdowns
3SUR.DE vs. USCP.DE - Drawdown Comparison
The maximum 3SUR.DE drawdown since its inception was -33.43%, roughly equal to the maximum USCP.DE drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for 3SUR.DE and USCP.DE.
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Drawdown Indicators
| 3SUR.DE | USCP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -34.80% | +1.37% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -7.04% | -1.81% |
Max Drawdown (3Y)Largest decline over 3 years | -20.15% | -19.22% | -0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -27.69% | -19.22% | -8.47% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.80% | — |
Current DrawdownCurrent decline from peak | -0.84% | -3.57% | +2.73% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -4.88% | -1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 2.38% | +0.02% |
Volatility
3SUR.DE vs. USCP.DE - Volatility Comparison
iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) (3SUR.DE) has a higher volatility of 4.81% compared to Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) at 2.85%. This indicates that 3SUR.DE's price experiences larger fluctuations and is considered to be riskier than USCP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 3SUR.DE | USCP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 2.85% | +1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | 7.48% | +3.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.43% | 10.18% | +3.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.51% | 14.48% | +2.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.78% | 16.10% | +1.68% |
3SUR.DE vs. USCP.DE - Expense Ratio Comparison
3SUR.DE has a 0.23% expense ratio, which is lower than USCP.DE's 0.65% expense ratio.
Dividends
3SUR.DE vs. USCP.DE - Dividend Comparison
3SUR.DE's dividend yield for the trailing twelve months is around 0.88%, while USCP.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
3SUR.DE iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) | 0.88% | 0.91% | 1.11% | 1.24% | 1.42% | 0.94% | 0.95% | 1.19% | 0.60% |
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
3SUR.DE and USCP.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 3SUR.DE is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.
3SUR.DE is cheaper with a 0.23% expense ratio, compared with 0.65% for USCP.DE.
3SUR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels (EUR Hedged) Index, while USCP.DE tracks Shiller Barclays CAPE® US Sector Value. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.23% for 3SUR.DE and 0.65% for USCP.DE.
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