CBUC.DE vs. USCP.DE
CBUC.DE (iShares MSCI USA CTB Enhanced ESG UCITS ETF EUR Hedged (Acc)) and USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) are both Large Cap Blend Equities funds - CBUC.DE tracks the MSCI USA ESG Enhanced Focus CTB Index (EUR Hedged) while USCP.DE tracks the Shiller Barclays CAPE® US Sector Value. Both are passively managed. Over the past 5 years, CBUC.DE returned 8.29%/yr vs 9.71%/yr for USCP.DE. A 0.73 correlation means they provide meaningful diversification when combined.
Performance
CBUC.DE vs. USCP.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CBUC.DE achieves a 6.79% return, which is significantly higher than USCP.DE's 5.34% return.
CBUC.DE
- 1D
- -0.26%
- 1M
- -1.31%
- 6M
- 7.70%
- YTD
- 6.79%
- 1Y
- 15.98%
- 3Y*
- 16.38%
- 5Y*
- 8.29%
- 10Y*
- —
USCP.DE
- 1D
- 0.23%
- 1M
- 5.49%
- 6M
- 6.30%
- YTD
- 5.34%
- 1Y
- 9.18%
- 3Y*
- 9.98%
- 5Y*
- 9.71%
- 10Y*
- 13.41%
CBUC.DE vs. USCP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CBUC.DE iShares MSCI USA CTB Enhanced ESG UCITS ETF EUR Hedged (Acc) | 6.79% | 13.30% | 21.88% | 22.78% | -24.86% | 10.56% |
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | 5.34% | -3.26% | 22.70% | 25.56% | -10.80% | 15.95% |
Correlation
The correlation between CBUC.DE and USCP.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2021 | 0.73 |
Over the past year, the correlation between CBUC.DE and USCP.DE has dropped to 0.46 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.
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
CBUC.DE vs. USCP.DE — Risk / Return Rank
CBUC.DE
USCP.DE
CBUC.DE vs. USCP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA CTB Enhanced ESG UCITS ETF EUR Hedged (Acc) (CBUC.DE) and Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CBUC.DE | USCP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.16 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.30 | +0.30 |
| Martin ratioReturn relative to average drawdown | 6.23 | 3.85 | +2.38 |
Loading charts...
Drawdowns
CBUC.DE vs. USCP.DE - Drawdown Comparison
The maximum CBUC.DE drawdown since its inception was -29.01%, smaller than the maximum USCP.DE drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for CBUC.DE and USCP.DE.
Loading charts...
Drawdown Indicators
| CBUC.DE | USCP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.01% | -34.80% | +5.79% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -7.04% | -2.93% |
Max Drawdown (3Y)Largest decline over 3 years | -19.41% | -19.22% | -0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -29.01% | -19.22% | -9.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.80% | — |
Current DrawdownCurrent decline from peak | -1.31% | -3.57% | +2.26% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -4.88% | -3.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.38% | +0.18% |
Volatility
CBUC.DE vs. USCP.DE - Volatility Comparison
iShares MSCI USA CTB Enhanced ESG UCITS ETF EUR Hedged (Acc) (CBUC.DE) has a higher volatility of 4.78% compared to Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) at 2.85%. This indicates that CBUC.DE's price experiences larger fluctuations and is considered to be riskier than USCP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CBUC.DE | USCP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.78% | 2.85% | +1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 10.85% | 7.48% | +3.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.55% | 10.18% | +3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.93% | 14.48% | +2.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 16.10% | +0.80% |
Dividends
CBUC.DE vs. USCP.DE - Dividend Comparison
Neither CBUC.DE nor USCP.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUC.DE and USCP.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CBUC.DE tracks MSCI USA ESG Enhanced Focus CTB Index (EUR Hedged), while USCP.DE tracks Shiller Barclays CAPE® US Sector Value. They also come from different issuers: iShares and Natixis.
Find the right allocation for CBUC.DE and USCP.DE
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