CSUS.AS vs. EFA
CSUS.AS (iShares MSCI USA UCITS ETF USD (Acc)) and EFA (iShares MSCI EAFE ETF) are both exchange-traded funds - CSUS.AS is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while EFA is a Foreign Large Cap Equities fund tracking the MSCI EAFE Index (Net). Both are passively managed. Over the past 10 years, CSUS.AS returned 14.77%/yr vs 8.90%/yr for EFA. A 0.52 correlation means they provide meaningful diversification when combined. CSUS.AS charges 0.33%/yr vs 0.32%/yr for EFA.
Performance
CSUS.AS vs. EFA - Performance Comparison
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Different Trading Currencies
CSUS.AS is traded in EUR, while EFA is traded in USD. To make them comparable, the EFA 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 11.31% return, which is significantly higher than EFA's 10.53% return. Over the past 10 years, CSUS.AS has outperformed EFA with an annualized return of 14.77%, while EFA has yielded a comparatively lower 8.90% annualized return.
CSUS.AS
- 1D
- -0.02%
- 1M
- 5.45%
- YTD
- 11.31%
- 6M
- 11.33%
- 1Y
- 25.43%
- 3Y*
- 19.05%
- 5Y*
- 14.34%
- 10Y*
- 14.77%
EFA
- 1D
- 0.66%
- 1M
- 3.54%
- YTD
- 10.53%
- 6M
- 11.82%
- 1Y
- 19.44%
- 3Y*
- 13.86%
- 5Y*
- 9.47%
- 10Y*
- 8.90%
CSUS.AS vs. EFA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSUS.AS iShares MSCI USA UCITS ETF USD (Acc) | 11.31% | 4.04% | 33.96% | 22.33% | -15.27% | 37.95% | 10.18% | 32.81% | -0.73% | 6.52% |
EFA iShares MSCI EAFE ETF | 10.53% | 15.94% | 10.32% | 14.81% | -9.08% | 19.78% | -1.27% | 24.80% | -9.78% | 9.70% |
Correlation
The correlation between CSUS.AS and EFA is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2014 | 0.52 |
The correlation between CSUS.AS and EFA shifts across timeframes, from 0.40 (3 years) to 0.52 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CSUS.AS vs. EFA — Risk / Return Rank
CSUS.AS
EFA
CSUS.AS vs. EFA - 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 MSCI EAFE ETF (EFA). 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.AS | EFA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.28 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.42 | 2.03 | +1.38 |
| Martin ratioReturn relative to average drawdown | 11.97 | 8.12 | +3.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSUS.AS | EFA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 1.48 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.68 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | 0.56 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.29 | +0.61 |
Drawdowns
CSUS.AS vs. EFA - Drawdown Comparison
The maximum CSUS.AS drawdown since its inception was -34.08%, smaller than the maximum EFA drawdown of -55.58%. Use the drawdown chart below to compare losses from any high point for CSUS.AS and EFA.
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Drawdown Indicators
| CSUS.AS | EFA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.08% | -55.58% | +21.50% |
Max Drawdown (1Y)Largest decline over 1 year | -7.34% | -9.60% | +2.26% |
Max Drawdown (3Y)Largest decline over 3 years | -23.49% | -15.70% | -7.79% |
Max Drawdown (5Y)Largest decline over 5 years | -23.49% | -17.18% | -6.31% |
Max Drawdown (10Y)Largest decline over 10 years | -34.08% | -33.89% | -0.19% |
Current DrawdownCurrent decline from peak | -0.33% | -0.03% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -11.02% | +6.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.40% | -0.29% |
Volatility
CSUS.AS vs. EFA - Volatility Comparison
The current volatility for iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS) is 2.74%, while iShares MSCI EAFE ETF (EFA) has a volatility of 3.97%. This indicates that CSUS.AS experiences smaller price fluctuations and is considered to be less risky than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSUS.AS | EFA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.74% | 3.97% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 7.58% | 10.82% | -3.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.23% | 13.18% | -1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.48% | 13.98% | +1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 15.99% | +0.24% |
CSUS.AS vs. EFA - Expense Ratio Comparison
CSUS.AS has a 0.33% expense ratio, which is higher than EFA's 0.32% expense ratio.
Dividends
CSUS.AS vs. EFA - Dividend Comparison
CSUS.AS has not paid dividends to shareholders, while EFA's dividend yield for the trailing twelve months is around 3.09%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EFA iShares MSCI EAFE ETF | 3.09% | 3.38% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% |
Frequently Asked Questions
CSUS.AS and EFA have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EFA is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EFA is cheaper with a 0.32% expense ratio, compared with 0.33% for CSUS.AS.
CSUS.AS is categorized as Large Cap Blend Equities, while EFA is Foreign Large Cap Equities. CSUS.AS tracks Russell 1000 TR USD, while EFA tracks MSCI EAFE Index (Net). Their fees differ too: 0.33% for CSUS.AS and 0.32% for EFA.
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