CAPU.L vs. SRIU.L

Last updated Jun 4, 2026

CAPU.L (Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust) and SRIU.L (UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from Natixis and UBS respectively. Both are passively managed. Over the past 5 years, CAPU.L returned 9.55%/yr vs 12.89%/yr for SRIU.L. A 0.65 correlation means they provide meaningful diversification when combined. CAPU.L charges 0.65%/yr vs 0.22%/yr for SRIU.L.

Performance

CAPU.L vs. SRIU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) and UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (SRIU.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CAPU.L achieves a -1.17% return, which is significantly lower than SRIU.L's 14.39% 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%

SRIU.L

• 1D: 0.59%
• 1M: 9.88%
• YTD: 14.39%
• 6M: 14.20%
• 1Y: 27.88%
• 3Y*: 17.30%
• 5Y*: 12.89%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CAPU.L vs. SRIU.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%	24.60%
SRIU.L UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis	14.39%	3.18%	21.24%	25.25%	-15.68%	31.46%	-7.21%

Correlation

The correlation between CAPU.L and SRIU.L is 0.56, 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	0.56
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (5Y) Calculated over the trailing 5-year period	0.62
Correlation (All Time) Calculated using the full available price history since May 14, 2020	0.65

The correlation between CAPU.L and SRIU.L shifts across timeframes, from 0.56 (1 year) to 0.72 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

CAPU.L vs. SRIU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CAPU.L

CAPU.L Risk / Return Rank: 20
CAPU.L Sharpe Ratio Rank: 21
CAPU.L Sortino Ratio Rank: 19
CAPU.L Omega Ratio Rank: 18
CAPU.L Calmar Ratio Rank: 20
CAPU.L Martin Ratio Rank: 21

SRIU.L

SRIU.L Risk / Return Rank: 66
SRIU.L Sharpe Ratio Rank: 71
SRIU.L Sortino Ratio Rank: 72
SRIU.L Omega Ratio Rank: 71
SRIU.L Calmar Ratio Rank: 59
SRIU.L Martin Ratio Rank: 55

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CAPU.L vs. SRIU.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 UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (SRIU.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	SRIU.L	Difference
Sharpe ratio: Return per unit of total volatility	0.70	2.31	-1.61
Sortino ratio: Return per unit of downside risk	1.02	3.22	-2.20
Omega ratio: Gain probability vs. loss probability	1.12	1.42	-0.30
Calmar ratio: Return relative to maximum drawdown	0.83	2.89	-2.05
Martin ratio: Return relative to average drawdown	2.51	9.38	-6.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CAPU.L vs. SRIU.L - Sharpe Ratio Comparison

The current CAPU.L Sharpe Ratio is 0.70, which is lower than the SRIU.L Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of CAPU.L and SRIU.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CAPU.L	SRIU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.70	2.31	-1.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.97	-0.26
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	0.65	+0.24

Drawdowns

CAPU.L vs. SRIU.L - Drawdown Comparison

The maximum CAPU.L drawdown since its inception was -26.39%, which is greater than SRIU.L's maximum drawdown of -24.84%. Use the drawdown chart below to compare losses from any high point for CAPU.L and SRIU.L.

Drawdown Indicators

	CAPU.L	SRIU.L	Difference
Max Drawdown Largest peak-to-trough decline	-26.39%	-24.84%	-1.55%
Max Drawdown (1Y) Largest decline over 1 year	-7.76%	-9.71%	+1.95%
Max Drawdown (3Y) Largest decline over 3 years	-15.35%	-22.56%	+7.21%
Max Drawdown (5Y) Largest decline over 5 years	-15.35%	-22.56%	+7.21%
Max Drawdown (10Y) Largest decline over 10 years	-26.39%	—	—
Current Drawdown Current decline from peak	-5.43%	0.00%	-5.43%
Average Drawdown Average peak-to-trough decline	-3.57%	-6.46%	+2.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.59%	2.98%	-0.39%

Volatility

CAPU.L vs. SRIU.L - Volatility Comparison

The current volatility for Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) is 3.07%, while UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (SRIU.L) has a volatility of 3.98%. This indicates that CAPU.L experiences smaller price fluctuations and is considered to be less risky than SRIU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CAPU.L	SRIU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.07%	3.98%	-0.91%
Volatility (6M) Calculated over the trailing 6-month period	7.04%	8.87%	-1.83%
Volatility (1Y) Calculated over the trailing 1-year period	9.26%	12.22%	-2.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.57%	17.44%	-3.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.60%	20.77%	-5.17%

CAPU.L vs. SRIU.L - Expense Ratio Comparison

CAPU.L has a 0.65% expense ratio, which is higher than SRIU.L's 0.22% expense ratio.

Dividends

CAPU.L vs. SRIU.L - Dividend Comparison

CAPU.L has not paid dividends to shareholders, while SRIU.L's dividend yield for the trailing twelve months is around 0.70%.

Position	TTM	2025	2024	2023	2022	2021	2020
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%
SRIU.L UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis	0.70%	0.98%	0.51%	0.94%	1.08%	0.80%	0.21%

Frequently Asked Questions

Can I hold both CAPU.L and SRIU.L in my portfolio?

CAPU.L and SRIU.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CAPU.L or SRIU.L?

On fees, SRIU.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CAPU.L or SRIU.L?

SRIU.L is cheaper with a 0.22% expense ratio, compared with 0.65% for CAPU.L.

What is the main difference between CAPU.L and SRIU.L?

Both ETFs track Russell 1000 TR USD. They also come from different issuers: Natixis and UBS. Their fees differ too: 0.65% for CAPU.L and 0.22% for SRIU.L.