AW16.DE vs. USCP.DE
AW16.DE (UBS ETF (IE) MSCI USA Climate Paris Aligned UCITS ETF (USD) Acc) and USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) are both Large Cap Blend Equities funds - AW16.DE tracks the MSCI USA Climate Paris Aligned while USCP.DE tracks the Shiller Barclays CAPE® US Sector Value. Both are passively managed. Over the past 5 years, AW16.DE returned 13.34%/yr vs 9.75%/yr for USCP.DE. Their correlation of 0.83 suggests significant overlap in exposure. AW16.DE charges 0.09%/yr vs 0.65%/yr for USCP.DE.
Performance
AW16.DE vs. USCP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AW16.DE achieves a 11.61% return, which is significantly higher than USCP.DE's 1.13% return.
AW16.DE
- 1D
- -0.06%
- 1M
- 7.15%
- YTD
- 11.61%
- 6M
- 10.64%
- 1Y
- 23.54%
- 3Y*
- 17.62%
- 5Y*
- 13.34%
- 10Y*
- —
USCP.DE
- 1D
- 1.28%
- 1M
- -0.01%
- YTD
- 1.13%
- 6M
- 1.02%
- 1Y
- 5.41%
- 3Y*
- 9.33%
- 5Y*
- 9.75%
- 10Y*
- 13.23%
AW16.DE vs. USCP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AW16.DE UBS ETF (IE) MSCI USA Climate Paris Aligned UCITS ETF (USD) Acc | 11.61% | 0.95% | 31.99% | 25.24% | -19.63% | 26.52% |
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | 1.13% | -3.26% | 22.70% | 25.56% | -10.80% | 22.51% |
Correlation
The correlation between AW16.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 | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2021 | 0.83 |
Over the past year, the correlation between AW16.DE and USCP.DE has dropped to 0.52 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
AW16.DE vs. USCP.DE — Risk / Return Rank
AW16.DE
USCP.DE
AW16.DE vs. USCP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Climate Paris Aligned UCITS ETF (USD) Acc (AW16.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.
| AW16.DE | USCP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.09 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | 0.72 | +0.36 |
| Martin ratioReturn relative to average drawdown | 2.02 | 2.18 | -0.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AW16.DE | USCP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.51 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.67 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.74 | -0.05 |
Drawdowns
AW16.DE vs. USCP.DE - Drawdown Comparison
The maximum AW16.DE drawdown since its inception was -24.99%, smaller than the maximum USCP.DE drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for AW16.DE and USCP.DE.
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Drawdown Indicators
| AW16.DE | USCP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.99% | -34.80% | +9.81% |
Max Drawdown (1Y)Largest decline over 1 year | -21.98% | -7.04% | -14.94% |
Max Drawdown (3Y)Largest decline over 3 years | -24.99% | -19.22% | -5.77% |
Max Drawdown (5Y)Largest decline over 5 years | -24.99% | -19.22% | -5.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.80% | — |
Current DrawdownCurrent decline from peak | -4.05% | -7.42% | +3.37% |
Average DrawdownAverage peak-to-trough decline | -7.89% | -4.90% | -2.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.75% | 2.34% | +9.41% |
Volatility
AW16.DE vs. USCP.DE - Volatility Comparison
UBS ETF (IE) MSCI USA Climate Paris Aligned UCITS ETF (USD) Acc (AW16.DE) has a higher volatility of 3.38% compared to Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) at 3.16%. This indicates that AW16.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
| AW16.DE | USCP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 3.16% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 8.77% | 7.23% | +1.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.18% | 10.00% | +15.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.01% | 14.46% | +4.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.82% | 16.11% | +2.71% |
AW16.DE vs. USCP.DE - Expense Ratio Comparison
AW16.DE has a 0.09% expense ratio, which is lower than USCP.DE's 0.65% expense ratio.
Dividends
AW16.DE vs. USCP.DE - Dividend Comparison
Neither AW16.DE nor USCP.DE has paid dividends to shareholders.
Frequently Asked Questions
AW16.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, AW16.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AW16.DE is cheaper with a 0.09% expense ratio, compared with 0.65% for USCP.DE.
AW16.DE tracks MSCI USA Climate Paris Aligned, while USCP.DE tracks Shiller Barclays CAPE® US Sector Value. They also come from different issuers: UBS and Natixis. Their fees differ too: 0.09% for AW16.DE and 0.65% for USCP.DE.
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