CAPU.L vs. XLG

Last updated Apr 3, 2026

Compare and contrast key facts about Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) and Invesco S&P 500 Top 50 ETF (XLG).

CAPU.L and XLG 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. XLG is a passively managed fund by Invesco that tracks the performance of the S&P 500 Top 50 Index. It was launched on May 4, 2005. Both CAPU.L and XLG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

CAPU.L vs. XLG - 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 Invesco S&P 500 Top 50 ETF (XLG). The values are adjusted to include any dividend payments, if applicable.

CAPU.L vs. XLG - 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	-1.58%	1.73%	17.90%	21.81%	-5.24%	29.62%	14.24%	26.06%	1.32%	9.38%
XLG Invesco S&P 500 Top 50 ETF	-5.48%	11.00%	35.83%	31.25%	-15.28%	32.01%	20.50%	27.02%	2.13%	12.40%

Different Trading Currencies

CAPU.L is traded in GBp, while XLG is traded in USD. To make them comparable, the XLG 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 -1.58% return, which is significantly higher than XLG's -5.48% return. Over the past 10 years, CAPU.L has underperformed XLG with an annualized return of 14.10%, while XLG has yielded a comparatively higher 16.61% annualized return.

CAPU.L

• 1D: 0.16%
• 1M: -4.85%
• YTD: -1.58%
• 6M: -0.60%
• 1Y: 2.75%
• 3Y*: 10.35%
• 5Y*: 10.32%
• 10Y*: 14.10%

XLG

• 1D: 0.57%
• 1M: -2.39%
• YTD: -5.48%
• 6M: -3.07%
• 1Y: 16.92%
• 3Y*: 19.22%
• 5Y*: 14.97%
• 10Y*: 16.61%

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

CAPU.L vs. XLG - Expense Ratio Comparison

CAPU.L has a 0.65% expense ratio, which is higher than XLG's 0.20% expense ratio.

CAPU.L

Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust

XLG

Invesco S&P 500 Top 50 ETF

Return for Risk

CAPU.L vs. XLG — 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: 17
CAPU.L Sortino Ratio Rank: 15
CAPU.L Omega Ratio Rank: 15
CAPU.L Calmar Ratio Rank: 25
CAPU.L Martin Ratio Rank: 29

XLG

XLG Risk / Return Rank: 51
XLG Sharpe Ratio Rank: 49
XLG Sortino Ratio Rank: 53
XLG Omega Ratio Rank: 54
XLG Calmar Ratio Rank: 53
XLG Martin Ratio Rank: 48

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. XLG - 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 Invesco S&P 500 Top 50 ETF (XLG). 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	XLG	Difference
Sharpe ratio Return per unit of total volatility	0.22	0.83	-0.61
Sortino ratio Return per unit of downside risk	0.38	1.30	-0.92
Omega ratio Gain probability vs. loss probability	1.05	1.19	-0.14
Calmar ratio Return relative to maximum drawdown	0.76	1.33	-0.57
Martin ratio Return relative to average drawdown	3.00	3.80	-0.80
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. XLG - Sharpe Ratio Comparison

The current CAPU.L Sharpe Ratio is 0.22, which is lower than the XLG Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of CAPU.L and XLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CAPU.L	XLG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.22	0.83	-0.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.85	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.90	0.87	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.90	0.69	+0.20

Correlation

The correlation between CAPU.L and XLG is 0.51, 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.

Dividends

CAPU.L vs. XLG - Dividend Comparison

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

	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%
XLG Invesco S&P 500 Top 50 ETF	0.70%	0.64%	0.72%	0.97%	1.34%	0.94%	1.25%	1.58%	2.00%	1.85%	2.00%	2.09%

Drawdowns

CAPU.L vs. XLG - Drawdown Comparison

The maximum CAPU.L drawdown since its inception was -26.39%, smaller than the maximum XLG drawdown of -30.88%. Use the drawdown chart below to compare losses from any high point for CAPU.L and XLG.

Drawdown Indicators

	CAPU.L	XLG	Difference
Max Drawdown Largest peak-to-trough decline	-26.39%	-52.39%	+26.00%
Max Drawdown (1Y) Largest decline over 1 year	-7.76%	-12.41%	+4.65%
Max Drawdown (5Y) Largest decline over 5 years	-15.35%	-28.02%	+12.67%
Max Drawdown (10Y) Largest decline over 10 years	-26.39%	-30.46%	+4.07%
Current Drawdown Current decline from peak	-5.82%	-8.96%	+3.14%
Average Drawdown Average peak-to-trough decline	-3.55%	-7.69%	+4.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	3.58%	-1.62%

Volatility

CAPU.L vs. XLG - Volatility Comparison

The current volatility for Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) is 3.47%, while Invesco S&P 500 Top 50 ETF (XLG) has a volatility of 4.93%. This indicates that CAPU.L experiences smaller price fluctuations and is considered to be less risky than XLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CAPU.L	XLG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.47%	4.93%	-1.46%
Volatility (6M) Calculated over the trailing 6-month period	6.80%	10.64%	-3.84%
Volatility (1Y) Calculated over the trailing 1-year period	12.32%	20.52%	-8.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.63%	17.78%	-4.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.63%	19.09%	-3.46%