CAPU.L vs. IFSU.L
CAPU.L (Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust) and IFSU.L (iShares Edge MSCI USA Multifactor UCITS) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from Natixis and iShares respectively. Both are passively managed. Over the past 10 years, CAPU.L returned 13.15%/yr vs 12.26%/yr for IFSU.L. A 0.78 correlation means they provide meaningful diversification when combined. CAPU.L charges 0.65%/yr vs 0.35%/yr for IFSU.L.
Performance
CAPU.L vs. IFSU.L - Performance Comparison
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Different Trading Currencies
CAPU.L is traded in GBp, while IFSU.L is traded in USD. To make them comparable, the IFSU.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, CAPU.L achieves a 2.79% return, which is significantly lower than IFSU.L's 12.35% return. Over the past 10 years, CAPU.L has outperformed IFSU.L with an annualized return of 13.15%, while IFSU.L has yielded a comparatively lower 12.26% annualized return.
CAPU.L
- 1D
- -0.71%
- 1M
- 1.55%
- 6M
- 1.52%
- YTD
- 2.79%
- 1Y
- 7.37%
- 3Y*
- 10.43%
- 5Y*
- 9.48%
- 10Y*
- 13.15%
IFSU.L
- 1D
- -0.98%
- 1M
- 0.04%
- 6M
- 12.78%
- YTD
- 12.35%
- 1Y
- 23.07%
- 3Y*
- 18.31%
- 5Y*
- 12.23%
- 10Y*
- 12.26%
CAPU.L vs. IFSU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAPU.L Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust | 2.79% | 1.73% | 17.90% | 21.81% | -5.24% | 29.62% | 14.24% | 26.06% | 0.66% | 10.10% |
IFSU.L iShares Edge MSCI USA Multifactor UCITS | 12.35% | 9.52% | 24.66% | 11.86% | -6.31% | 26.43% | 7.16% | 20.51% | -5.48% | 10.23% |
Correlation
The correlation between CAPU.L and IFSU.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2015 | 0.78 |
Over the past year, the correlation between CAPU.L and IFSU.L has dropped to 0.46 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
CAPU.L vs. IFSU.L — Risk / Return Rank
CAPU.L
IFSU.L
CAPU.L vs. IFSU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) and iShares Edge MSCI USA Multifactor UCITS (IFSU.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.
| CAPU.L | IFSU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.30 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 2.93 | -1.98 |
| Martin ratioReturn relative to average drawdown | 2.67 | 8.34 | -5.67 |
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Drawdowns
CAPU.L vs. IFSU.L - Drawdown Comparison
The maximum CAPU.L drawdown since its inception was -42.89%, which is greater than IFSU.L's maximum drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for CAPU.L and IFSU.L.
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Drawdown Indicators
| CAPU.L | IFSU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.89% | -28.19% | -14.70% |
Max Drawdown (1Y)Largest decline over 1 year | -7.76% | -7.84% | +0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -20.13% | -20.45% | +0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -20.13% | -20.45% | +0.32% |
Max Drawdown (10Y)Largest decline over 10 years | -26.39% | -28.19% | +1.80% |
Current DrawdownCurrent decline from peak | -1.64% | -1.06% | -0.58% |
Average DrawdownAverage peak-to-trough decline | -9.81% | -3.83% | -5.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 2.76% | 0.00% |
Volatility
CAPU.L vs. IFSU.L - Volatility Comparison
The current volatility for Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) is 2.69%, while iShares Edge MSCI USA Multifactor UCITS (IFSU.L) has a volatility of 3.15%. This indicates that CAPU.L experiences smaller price fluctuations and is considered to be less risky than IFSU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAPU.L | IFSU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 3.15% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 7.22% | 9.92% | -2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.28% | 13.29% | -4.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.40% | 15.79% | +3.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.26% | 16.66% | +4.60% |
CAPU.L vs. IFSU.L - Expense Ratio Comparison
CAPU.L has a 0.65% expense ratio, which is higher than IFSU.L's 0.35% expense ratio.
Dividends
CAPU.L vs. IFSU.L - Dividend Comparison
Neither CAPU.L nor IFSU.L has paid dividends to shareholders.
Frequently Asked Questions
CAPU.L and IFSU.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IFSU.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IFSU.L is cheaper with a 0.35% expense ratio, compared with 0.65% for CAPU.L.
Both ETFs track Russell 1000 TR USD. They also come from different issuers: Natixis and iShares. Their fees differ too: 0.65% for CAPU.L and 0.35% for IFSU.L.
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