CAPU.L vs. VUSA.L
Compare and contrast key facts about Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) and Vanguard S&P 500 UCITS ETF (VUSA.L).
CAPU.L and VUSA.L 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. VUSA.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on May 22, 2012. Both CAPU.L and VUSA.L 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 VUSA.L.
Key characteristics
| CAPU.L | VUSA.L | |
|---|---|---|
| YTD Return | 6.30% | 10.99% |
| 1Y Return | 23.86% | 29.05% |
| 3Y Return (Ann) | 11.98% | 12.94% |
| 5Y Return (Ann) | 15.43% | 15.84% |
| Sharpe Ratio | 2.22 | 2.68 |
| Daily Std Dev | 10.69% | 10.83% |
| Max Drawdown | -26.39% | -25.47% |
| Current Drawdown | -0.35% | 0.00% |
Correlation
The correlation between CAPU.L and VUSA.L is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
CAPU.L vs. VUSA.L - Performance Comparison
In the year-to-date period, CAPU.L achieves a 6.30% return, which is significantly lower than VUSA.L's 10.99% 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. VUSA.L - Expense Ratio Comparison
CAPU.L has a 0.65% expense ratio, which is higher than VUSA.L's 0.07% expense ratio.
Risk-Adjusted Performance
CAPU.L vs. VUSA.L - 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 S&P 500 UCITS ETF (VUSA.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.
Dividends
CAPU.L vs. VUSA.L - Dividend Comparison
CAPU.L has not paid dividends to shareholders, while VUSA.L's dividend yield for the trailing twelve months is around 1.42%.
| 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% |
VUSA.L Vanguard S&P 500 UCITS ETF | 1.42% | 1.56% | 1.73% | 1.45% | 1.83% | 1.90% | 2.26% | 2.09% | 2.10% | 2.65% | 2.44% | 2.55% |
Drawdowns
CAPU.L vs. VUSA.L - Drawdown Comparison
The maximum CAPU.L drawdown since its inception was -26.39%, roughly equal to the maximum VUSA.L drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for CAPU.L and VUSA.L. For additional features, visit the drawdowns tool.
Volatility
CAPU.L vs. VUSA.L - Volatility Comparison
The current volatility for Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) is 4.46%, while Vanguard S&P 500 UCITS ETF (VUSA.L) has a volatility of 4.93%. This indicates that CAPU.L experiences smaller price fluctuations and is considered to be less risky than VUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.