CAPU.L vs. SPY
Compare and contrast key facts about Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) and SPDR S&P 500 ETF (SPY).
CAPU.L and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CAPU.L is a passively managed fund by Natixis that tracks the performance of the Russell 1000 TR USD. It was launched on Jun 22, 2015. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both CAPU.L and SPY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CAPU.L or SPY.
Key characteristics
| CAPU.L | SPY | |
|---|---|---|
| YTD Return | 7.41% | 18.37% |
| 1Y Return | 11.16% | 26.96% |
| 3Y Return (Ann) | 10.18% | 9.40% |
| 5Y Return (Ann) | 12.98% | 15.01% |
| Sharpe Ratio | 1.04 | 2.14 |
| Daily Std Dev | 10.98% | 12.67% |
| Max Drawdown | -26.39% | -55.19% |
| Current Drawdown | -1.73% | -1.02% |
Correlation
The correlation between CAPU.L and SPY is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CAPU.L vs. SPY - Performance Comparison
In the year-to-date period, CAPU.L achieves a 7.41% return, which is significantly lower than SPY's 18.37% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CAPU.L vs. SPY - Expense Ratio Comparison
CAPU.L has a 0.65% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
CAPU.L vs. SPY - Risk-Adjusted Performance 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 SPDR S&P 500 ETF (SPY). 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.
Dividends
CAPU.L vs. SPY - Dividend Comparison
CAPU.L has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.22%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY SPDR S&P 500 ETF | 0.94% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
CAPU.L vs. SPY - Drawdown Comparison
The maximum CAPU.L drawdown since its inception was -26.39%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CAPU.L and SPY. For additional features, visit the drawdowns tool.
Volatility
CAPU.L vs. SPY - Volatility Comparison
The current volatility for Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) is 3.68%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.91%. This indicates that CAPU.L experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.