CAPU.L vs. MVEA.L
CAPU.L (Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust) and MVEA.L (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) 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 5 years, CAPU.L returned 9.55%/yr vs 7.01%/yr for MVEA.L. Their correlation of 0.80 suggests significant overlap in exposure. CAPU.L charges 0.65%/yr vs 0.20%/yr for MVEA.L.
Performance
CAPU.L vs. MVEA.L - Performance Comparison
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Different Trading Currencies
CAPU.L is traded in GBp, while MVEA.L is traded in GBP. To make them comparable, the MVEA.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 MVEA.L's 1.70% 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%
MVEA.L
- 1D
- 0.24%
- 1M
- 2.96%
- YTD
- 1.70%
- 6M
- 1.52%
- 1Y
- 3.80%
- 3Y*
- 7.09%
- 5Y*
- 7.01%
- 10Y*
- —
CAPU.L vs. MVEA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CAPU.L Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust | -1.17% | 1.73% | 17.90% | 21.81% | -5.24% | 29.62% | 8.54% |
MVEA.L iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 1.70% | -2.72% | 14.94% | 6.35% | -1.55% | 26.04% | 0.75% |
Correlation
The correlation between CAPU.L and MVEA.L is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2020 | 0.80 |
The correlation between CAPU.L and MVEA.L shifts across timeframes, from 0.62 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CAPU.L vs. MVEA.L — Risk / Return Rank
CAPU.L
MVEA.L
CAPU.L vs. MVEA.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 Minimum Volatility ESG UCITS ETF (MVEA.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 | MVEA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.08 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | 0.70 | +0.14 |
| Martin ratioReturn relative to average drawdown | 2.51 | 1.73 | +0.78 |
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 | MVEA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 0.44 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.60 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.62 | +0.27 |
Drawdowns
CAPU.L vs. MVEA.L - Drawdown Comparison
The maximum CAPU.L drawdown since its inception was -26.39%, which is greater than MVEA.L's maximum drawdown of -14.36%. Use the drawdown chart below to compare losses from any high point for CAPU.L and MVEA.L.
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Drawdown Indicators
| CAPU.L | MVEA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.39% | -14.36% | -12.03% |
Max Drawdown (1Y)Largest decline over 1 year | -7.76% | -5.43% | -2.33% |
Max Drawdown (3Y)Largest decline over 3 years | -15.35% | -14.36% | -0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -15.35% | -14.36% | -0.99% |
Max Drawdown (10Y)Largest decline over 10 years | -26.39% | — | — |
Current DrawdownCurrent decline from peak | -5.43% | -6.98% | +1.55% |
Average DrawdownAverage peak-to-trough decline | -3.57% | -4.43% | +0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.19% | +0.40% |
Volatility
CAPU.L vs. MVEA.L - Volatility Comparison
Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) has a higher volatility of 3.07% compared to iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L) at 2.88%. This indicates that CAPU.L's price experiences larger fluctuations and is considered to be riskier than MVEA.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 | MVEA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 2.88% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 7.04% | 6.11% | +0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.26% | 8.61% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.57% | 11.61% | +1.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.60% | 11.94% | +3.66% |
CAPU.L vs. MVEA.L - Expense Ratio Comparison
CAPU.L has a 0.65% expense ratio, which is higher than MVEA.L's 0.20% expense ratio.
Dividends
CAPU.L vs. MVEA.L - Dividend Comparison
Neither CAPU.L nor MVEA.L has paid dividends to shareholders.
Frequently Asked Questions
CAPU.L and MVEA.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MVEA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MVEA.L is cheaper with a 0.20% 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 0.20% for MVEA.L.
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