CAPU.L vs. ISDU.L
CAPU.L (Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust) and ISDU.L (iShares MSCI USA Islamic UCITS ETF) are both Large Cap Blend Equities funds - CAPU.L tracks the Russell 1000 TR USD while ISDU.L tracks the MSCI USA Islamic Index. Both are passively managed. Over the past 10 years, CAPU.L returned 14.28%/yr vs 13.48%/yr for ISDU.L. A 0.79 correlation means they provide meaningful diversification when combined. CAPU.L charges 0.65%/yr vs 0.30%/yr for ISDU.L.
Performance
CAPU.L vs. ISDU.L - Performance Comparison
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Different Trading Currencies
CAPU.L is traded in GBp, while ISDU.L is traded in USD. To make them comparable, the ISDU.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 -1.17% return, which is significantly lower than ISDU.L's 24.08% return. Over the past 10 years, CAPU.L has outperformed ISDU.L with an annualized return of 14.28%, while ISDU.L has yielded a comparatively lower 13.48% annualized return.
CAPU.L
- 1D
- -0.02%
- 1M
- -0.95%
- YTD
- -1.17%
- 6M
- -0.95%
- 1Y
- 6.50%
- 3Y*
- 9.20%
- 5Y*
- 9.55%
- 10Y*
- 14.28%
ISDU.L
- 1D
- 1.09%
- 1M
- 14.48%
- YTD
- 24.08%
- 6M
- 24.22%
- 1Y
- 43.22%
- 3Y*
- 17.43%
- 5Y*
- 15.73%
- 10Y*
- 13.48%
CAPU.L vs. ISDU.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 | -1.17% | 1.73% | 17.90% | 21.81% | -5.24% | 29.62% | 14.24% | 26.06% | 1.32% | 9.38% |
ISDU.L iShares MSCI USA Islamic UCITS ETF | 24.08% | 8.03% | 11.27% | 19.55% | -1.43% | 30.82% | 3.71% | 16.03% | -0.47% | 4.17% |
Correlation
The correlation between CAPU.L and ISDU.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2015 | 0.79 |
Over the past year, the correlation between CAPU.L and ISDU.L has dropped to 0.47 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
CAPU.L vs. ISDU.L — Risk / Return Rank
CAPU.L
ISDU.L
CAPU.L vs. ISDU.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 MSCI USA Islamic UCITS ETF (ISDU.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.
| CAPU.L | ISDU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.60 | ||
| Sortino ratioReturn per unit of downside risk | -3.33 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.59 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | 7.35 | -6.52 |
| Martin ratioReturn relative to average drawdown | 2.51 | 22.91 | -20.40 |
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
| CAPU.L | ISDU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 3.30 | -2.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 1.01 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | 0.82 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.80 | +0.09 |
Drawdowns
CAPU.L vs. ISDU.L - Drawdown Comparison
The maximum CAPU.L drawdown since its inception was -26.39%, which is greater than ISDU.L's maximum drawdown of -24.76%. Use the drawdown chart below to compare losses from any high point for CAPU.L and ISDU.L.
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Drawdown Indicators
| CAPU.L | ISDU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.39% | -24.76% | -1.63% |
Max Drawdown (1Y)Largest decline over 1 year | -7.76% | -5.85% | -1.91% |
Max Drawdown (3Y)Largest decline over 3 years | -15.35% | -24.06% | +8.71% |
Max Drawdown (5Y)Largest decline over 5 years | -15.35% | -24.06% | +8.71% |
Max Drawdown (10Y)Largest decline over 10 years | -26.39% | -24.76% | -1.63% |
Current DrawdownCurrent decline from peak | -5.43% | 0.00% | -5.43% |
Average DrawdownAverage peak-to-trough decline | -3.57% | -3.88% | +0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 1.88% | +0.71% |
Volatility
CAPU.L vs. ISDU.L - Volatility Comparison
The current volatility for Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) is 3.07%, while iShares MSCI USA Islamic UCITS ETF (ISDU.L) has a volatility of 5.10%. This indicates that CAPU.L experiences smaller price fluctuations and is considered to be less risky than ISDU.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 | ISDU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 5.10% | -2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 7.04% | 9.92% | -2.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.26% | 13.13% | -3.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.57% | 15.64% | -2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.60% | 16.42% | -0.82% |
CAPU.L vs. ISDU.L - Expense Ratio Comparison
CAPU.L has a 0.65% expense ratio, which is higher than ISDU.L's 0.30% expense ratio.
Dividends
CAPU.L vs. ISDU.L - Dividend Comparison
CAPU.L has not paid dividends to shareholders, while ISDU.L's dividend yield for the trailing twelve months is around 0.61%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAPU.L Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ISDU.L iShares MSCI USA Islamic UCITS ETF | 0.61% | 0.74% | 0.90% | 1.10% | 1.52% | 1.01% | 1.39% | 1.37% | 1.49% | 1.38% | 1.34% | 1.43% |
Frequently Asked Questions
CAPU.L and ISDU.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ISDU.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ISDU.L is cheaper with a 0.30% expense ratio, compared with 0.65% for CAPU.L.
CAPU.L tracks Russell 1000 TR USD, while ISDU.L tracks MSCI USA Islamic Index. They also come from different issuers: Natixis and iShares. Their fees differ too: 0.65% for CAPU.L and 0.30% for ISDU.L.
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