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CSUS.AS vs. DGRO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSUS.AS vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

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CSUS.AS vs. DGRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSUS.AS
iShares MSCI USA UCITS ETF USD (Acc)
-3.31%4.04%33.96%22.33%-15.27%37.95%10.18%32.81%-0.73%6.52%
DGRO
iShares Core Dividend Growth ETF
3.16%1.96%24.32%7.16%-2.20%36.12%0.47%32.80%2.20%7.88%
Different Trading Currencies

CSUS.AS is traded in EUR, while DGRO is traded in USD. To make them comparable, the DGRO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CSUS.AS achieves a -3.31% return, which is significantly lower than DGRO's 3.18% return. Over the past 10 years, CSUS.AS has outperformed DGRO with an annualized return of 13.48%, while DGRO has yielded a comparatively lower 12.64% annualized return.


CSUS.AS

1D
1.80%
1M
-2.91%
YTD
-3.31%
6M
-0.34%
1Y
10.04%
3Y*
16.15%
5Y*
11.56%
10Y*
13.48%

DGRO

1D
0.00%
1M
-3.44%
YTD
3.18%
6M
5.37%
1Y
8.66%
3Y*
12.16%
5Y*
10.54%
10Y*
12.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSUS.AS vs. DGRO - Expense Ratio Comparison

CSUS.AS has a 0.33% expense ratio, which is higher than DGRO's 0.08% expense ratio.


Return for Risk

CSUS.AS vs. DGRO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSUS.AS
CSUS.AS Risk / Return Rank: 5252
Overall Rank
CSUS.AS Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CSUS.AS Sortino Ratio Rank: 2828
Sortino Ratio Rank
CSUS.AS Omega Ratio Rank: 3131
Omega Ratio Rank
CSUS.AS Calmar Ratio Rank: 8787
Calmar Ratio Rank
CSUS.AS Martin Ratio Rank: 8383
Martin Ratio Rank

DGRO
DGRO Risk / Return Rank: 6363
Overall Rank
DGRO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 6363
Sortino Ratio Rank
DGRO Omega Ratio Rank: 6666
Omega Ratio Rank
DGRO Calmar Ratio Rank: 5656
Calmar Ratio Rank
DGRO Martin Ratio Rank: 6565
Martin Ratio Rank
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.

CSUS.AS vs. DGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS) and iShares Core Dividend Growth ETF (DGRO). 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.


CSUS.ASDGRODifference

Sharpe ratio

Return per unit of total volatility

0.57

0.52

+0.05

Sortino ratio

Return per unit of downside risk

0.88

0.80

+0.08

Omega ratio

Gain probability vs. loss probability

1.13

1.12

+0.01

Calmar ratio

Return relative to maximum drawdown

2.93

0.65

+2.28

Martin ratio

Return relative to average drawdown

10.06

2.40

+7.66

CSUS.AS vs. DGRO - Sharpe Ratio Comparison

The current CSUS.AS Sharpe Ratio is 0.57, which is comparable to the DGRO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of CSUS.AS and DGRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CSUS.ASDGRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.52

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.76

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.73

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.76

+0.07

Correlation

The correlation between CSUS.AS and DGRO is 0.55, 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

CSUS.AS vs. DGRO - Dividend Comparison

CSUS.AS has not paid dividends to shareholders, while DGRO's dividend yield for the trailing twelve months is around 2.10%.


TTM20252024202320222021202020192018201720162015
CSUS.AS
iShares MSCI USA UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DGRO
iShares Core Dividend Growth ETF
2.10%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%

Drawdowns

CSUS.AS vs. DGRO - Drawdown Comparison

The maximum CSUS.AS drawdown since its inception was -34.08%, roughly equal to the maximum DGRO drawdown of -34.35%. Use the drawdown chart below to compare losses from any high point for CSUS.AS and DGRO.


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Drawdown Indicators


CSUS.ASDGRODifference

Max Drawdown

Largest peak-to-trough decline

-34.08%

-35.10%

+1.02%

Max Drawdown (1Y)

Largest decline over 1 year

-13.33%

-10.92%

-2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-23.49%

-19.31%

-4.18%

Max Drawdown (10Y)

Largest decline over 10 years

-34.08%

-35.10%

+1.02%

Current Drawdown

Current decline from peak

-5.40%

-4.70%

-0.70%

Average Drawdown

Average peak-to-trough decline

-4.46%

-3.48%

-0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

2.37%

-0.23%

Volatility

CSUS.AS vs. DGRO - Volatility Comparison

iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS) has a higher volatility of 3.68% compared to iShares Core Dividend Growth ETF (DGRO) at 2.91%. This indicates that CSUS.AS's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSUS.ASDGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

2.91%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

8.65%

7.76%

+0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

17.40%

16.83%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.51%

13.96%

+1.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.27%

17.36%

-1.09%