CAPU.L vs. USDV.L
CAPU.L (Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust) and USDV.L (SPDR S&P US Dividend Aristocrats UCITS ETF Dis) are both Large Cap Blend Equities funds - CAPU.L tracks the Russell 1000 TR USD while USDV.L tracks the S&P High Yield Dividend Aristocrats Index. Both are passively managed. Over the past 10 years, CAPU.L returned 14.30%/yr vs 9.84%/yr for USDV.L. A 0.80 correlation means they provide meaningful diversification when combined. CAPU.L charges 0.65%/yr vs 0.35%/yr for USDV.L.
Performance
CAPU.L vs. USDV.L - Performance Comparison
Loading charts...
Different Trading Currencies
CAPU.L is traded in GBp, while USDV.L is traded in GBP. To make them comparable, the USDV.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 0.18% return, which is significantly lower than USDV.L's 7.22% return. Over the past 10 years, CAPU.L has outperformed USDV.L with an annualized return of 14.30%, while USDV.L has yielded a comparatively lower 9.84% annualized return.
CAPU.L
- 1D
- 1.36%
- 1M
- 0.71%
- YTD
- 0.18%
- 6M
- 1.00%
- 1Y
- 7.97%
- 3Y*
- 9.40%
- 5Y*
- 9.85%
- 10Y*
- 14.30%
USDV.L
- 1D
- 0.13%
- 1M
- 1.76%
- YTD
- 7.22%
- 6M
- 7.16%
- 1Y
- 14.02%
- 3Y*
- 6.93%
- 5Y*
- 6.79%
- 10Y*
- 9.84%
CAPU.L vs. USDV.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 | 0.18% | 1.73% | 17.90% | 21.81% | -5.24% | 29.62% | 14.24% | 26.06% | 1.32% | 9.38% |
USDV.L SPDR S&P US Dividend Aristocrats UCITS ETF Dis | 7.22% | 1.15% | 9.34% | -3.52% | 11.58% | 26.74% | -2.72% | 19.69% | 1.49% | 6.73% |
Correlation
The correlation between CAPU.L and USDV.L is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
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 | 0.80 |
The correlation between CAPU.L and USDV.L shifts across timeframes, from 0.68 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CAPU.L vs. USDV.L — Risk / Return Rank
CAPU.L
USDV.L
CAPU.L vs. USDV.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 SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.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 | USDV.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.25 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.02 | 2.12 | -1.09 |
| Martin ratioReturn relative to average drawdown | 3.06 | 5.42 | -2.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CAPU.L | USDV.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.44 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.53 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | 0.64 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.84 | +0.06 |
Drawdowns
CAPU.L vs. USDV.L - Drawdown Comparison
The maximum CAPU.L drawdown since its inception was -26.39%, smaller than the maximum USDV.L drawdown of -27.80%. Use the drawdown chart below to compare losses from any high point for CAPU.L and USDV.L.
Loading charts...
Drawdown Indicators
| CAPU.L | USDV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.39% | -27.80% | +1.41% |
Max Drawdown (1Y)Largest decline over 1 year | -7.76% | -6.60% | -1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -15.35% | -16.30% | +0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -15.35% | -16.30% | +0.95% |
Max Drawdown (10Y)Largest decline over 10 years | -26.39% | -27.80% | +1.41% |
Current DrawdownCurrent decline from peak | -4.14% | -3.68% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -3.57% | -4.14% | +0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.58% | +0.02% |
Volatility
CAPU.L vs. USDV.L - Volatility Comparison
Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) has a higher volatility of 3.36% compared to SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L) at 2.53%. This indicates that CAPU.L's price experiences larger fluctuations and is considered to be riskier than USDV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CAPU.L | USDV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 2.53% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 7.17% | 7.19% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.32% | 9.69% | -0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.58% | 12.78% | +0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.60% | 15.33% | +0.27% |
CAPU.L vs. USDV.L - Expense Ratio Comparison
CAPU.L has a 0.65% expense ratio, which is higher than USDV.L's 0.35% expense ratio.
Dividends
CAPU.L vs. USDV.L - Dividend Comparison
CAPU.L has not paid dividends to shareholders, while USDV.L's dividend yield for the trailing twelve months is around 2.04%.
| 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% |
USDV.L SPDR S&P US Dividend Aristocrats UCITS ETF Dis | 2.04% | 2.20% | 1.99% | 2.29% | 2.11% | 2.12% | 2.57% | 2.65% | 2.19% | 3.07% | 1.65% | 2.00% |
Frequently Asked Questions
CAPU.L and USDV.L have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, USDV.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
USDV.L is cheaper with a 0.35% expense ratio, compared with 0.65% for CAPU.L.
CAPU.L tracks Russell 1000 TR USD, while USDV.L tracks S&P High Yield Dividend Aristocrats Index. They also come from different issuers: Natixis and State Street. Their fees differ too: 0.65% for CAPU.L and 0.35% for USDV.L.
Find the right allocation for CAPU.L and USDV.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer