CAPS.L vs. SUUS.L
CAPS.L (First Trust Capital Strength UCITS ETF Acc) and SUUS.L (iShares MSCI USA SRI UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from First Trust and iShares respectively. Both are passively managed. Over the past 5 years, CAPS.L returned 6.55%/yr vs 12.15%/yr for SUUS.L. A 0.62 correlation means they provide meaningful diversification when combined. CAPS.L charges 0.60%/yr vs 0.20%/yr for SUUS.L.
Performance
CAPS.L vs. SUUS.L - Performance Comparison
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Returns By Period
In the year-to-date period, CAPS.L achieves a 2.62% return, which is significantly lower than SUUS.L's 16.16% return.
CAPS.L
- 1D
- 0.00%
- 1M
- 1.04%
- YTD
- 2.62%
- 6M
- 2.86%
- 1Y
- 8.05%
- 3Y*
- 7.84%
- 5Y*
- 6.55%
- 10Y*
- —
SUUS.L
- 1D
- 1.07%
- 1M
- 4.37%
- YTD
- 16.16%
- 6M
- 16.42%
- 1Y
- 27.49%
- 3Y*
- 15.37%
- 5Y*
- 12.15%
- 10Y*
- —
CAPS.L vs. SUUS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CAPS.L First Trust Capital Strength UCITS ETF Acc | 2.62% | -0.65% | 12.99% | 2.23% | 0.52% | -6.71% | 11.84% |
SUUS.L iShares MSCI USA SRI UCITS ETF USD (Acc) | 16.16% | 3.44% | 15.85% | 17.58% | -8.97% | 32.89% | 17.08% |
Correlation
The correlation between CAPS.L and SUUS.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2020 | 0.62 |
Over the past year, the correlation between CAPS.L and SUUS.L has dropped to 0.31 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
CAPS.L vs. SUUS.L — Risk / Return Rank
CAPS.L
SUUS.L
CAPS.L vs. SUUS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Capital Strength UCITS ETF Acc (CAPS.L) and iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L). 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.
| CAPS.L | SUUS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.28 | ||
| Sortino ratioReturn per unit of downside risk | +136.54 | ||
| Omega ratioGain probability vs. loss probability | 78.23 | 1.41 | +76.82 |
| Calmar ratioReturn relative to maximum drawdown | 0.08 | 3.79 | -3.71 |
| Martin ratioReturn relative to average drawdown | 0.32 | 12.88 | -12.56 |
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Drawdowns
CAPS.L vs. SUUS.L - Drawdown Comparison
The maximum CAPS.L drawdown since its inception was -99.07%, which is greater than SUUS.L's maximum drawdown of -25.46%. Use the drawdown chart below to compare losses from any high point for CAPS.L and SUUS.L.
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Drawdown Indicators
| CAPS.L | SUUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.07% | -25.46% | -73.61% |
Max Drawdown (1Y)Largest decline over 1 year | -99.02% | -7.22% | -91.80% |
Max Drawdown (3Y)Largest decline over 3 years | -99.07% | -21.62% | -77.45% |
Max Drawdown (5Y)Largest decline over 5 years | -99.07% | -21.62% | -77.45% |
Current DrawdownCurrent decline from peak | -4.00% | -0.86% | -3.14% |
Average DrawdownAverage peak-to-trough decline | -13.00% | -6.37% | -6.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.17% | 2.13% | +23.04% |
Volatility
CAPS.L vs. SUUS.L - Volatility Comparison
The current volatility for First Trust Capital Strength UCITS ETF Acc (CAPS.L) is 3.04%, while iShares MSCI USA SRI UCITS ETF USD (Acc) (SUUS.L) has a volatility of 4.03%. This indicates that CAPS.L experiences smaller price fluctuations and is considered to be less risky than SUUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAPS.L | SUUS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 4.03% | -0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 7.41% | 9.13% | -1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 13,922.66% | 11.99% | +13,910.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6,238.45% | 20.18% | +6,218.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5,503.51% | 20.01% | +5,483.50% |
CAPS.L vs. SUUS.L - Expense Ratio Comparison
CAPS.L has a 0.60% expense ratio, which is higher than SUUS.L's 0.20% expense ratio.
Dividends
CAPS.L vs. SUUS.L - Dividend Comparison
Neither CAPS.L nor SUUS.L has paid dividends to shareholders.
Frequently Asked Questions
CAPS.L and SUUS.L have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SUUS.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SUUS.L is cheaper with a 0.20% expense ratio, compared with 0.60% for CAPS.L.
Both ETFs track Russell 1000 TR USD. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.60% for CAPS.L and 0.20% for SUUS.L.
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