CAPU.L vs. VTV
Compare and contrast key facts about Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) and Vanguard Value ETF (VTV).
CAPU.L and VTV 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. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004. Both CAPU.L and VTV 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 VTV.
Key characteristics
| CAPU.L | VTV | |
|---|---|---|
| YTD Return | 7.41% | 16.12% |
| 1Y Return | 11.16% | 21.72% |
| 3Y Return (Ann) | 10.18% | 10.26% |
| 5Y Return (Ann) | 12.98% | 11.57% |
| Sharpe Ratio | 1.04 | 2.17 |
| Daily Std Dev | 10.98% | 10.63% |
| Max Drawdown | -26.39% | -59.27% |
| Current Drawdown | -1.73% | -0.82% |
Correlation
The correlation between CAPU.L and VTV is 0.54, 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. VTV - Performance Comparison
In the year-to-date period, CAPU.L achieves a 7.41% return, which is significantly lower than VTV's 16.12% 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. VTV - Expense Ratio Comparison
CAPU.L has a 0.65% expense ratio, which is higher than VTV's 0.04% expense ratio.
Risk-Adjusted Performance
CAPU.L vs. VTV - 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 Vanguard Value ETF (VTV). 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. VTV - Dividend Comparison
CAPU.L has not paid dividends to shareholders, while VTV's dividend yield for the trailing twelve months is around 2.30%.
| 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% |
VTV Vanguard Value ETF | 2.30% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
CAPU.L vs. VTV - Drawdown Comparison
The maximum CAPU.L drawdown since its inception was -26.39%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for CAPU.L and VTV. For additional features, visit the drawdowns tool.
Volatility
CAPU.L vs. VTV - Volatility Comparison
Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) has a higher volatility of 3.68% compared to Vanguard Value ETF (VTV) at 2.94%. This indicates that CAPU.L's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.