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

CSUS.AS vs. IDVY.AS

Last updated Jun 5, 2026

CSUS.AS (iShares MSCI USA UCITS ETF USD (Acc)) and IDVY.AS (iShares Euro Dividend UCITS ETF) are both exchange-traded funds - CSUS.AS is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while IDVY.AS is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, CSUS.AS returned 14.77%/yr vs 7.33%/yr for IDVY.AS. A 0.56 correlation means they provide meaningful diversification when combined. CSUS.AS charges 0.33%/yr vs 0.40%/yr for IDVY.AS.

Performance

CSUS.AS vs. IDVY.AS - 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 Euro Dividend UCITS ETF (IDVY.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSUS.AS achieves a 11.31% return, which is significantly higher than IDVY.AS's 8.21% return. Over the past 10 years, CSUS.AS has outperformed IDVY.AS with an annualized return of 14.77%, while IDVY.AS has yielded a comparatively lower 7.33% 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%

IDVY.AS

1D
0.33%
1M
3.43%
YTD
8.21%
6M
11.08%
1Y
21.10%
3Y*
20.03%
5Y*
9.08%
10Y*
7.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSUS.AS vs. IDVY.AS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
IDVY.AS
iShares Euro Dividend UCITS ETF		8.21%41.92%8.62%4.42%-13.82%24.39%-17.87%20.43%-10.28%9.96%

Correlation

The correlation between CSUS.AS and IDVY.AS 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

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2014

0.56

The correlation between CSUS.AS and IDVY.AS shifts across timeframes, from 0.34 (3 years) to 0.56 (all time), reflecting how their relationship changes across market environments.

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iShares MSCI USA UCITS ETF USD (Acc)

iShares Euro Dividend UCITS ETF

Often compared with CSUS.AS:
CSUS.AS vs. TECW.LCSUS.AS vs. EDMU.DECSUS.AS vs. SXR7.DECSUS.AS vs. VUAA.LCSUS.AS vs. VOOCSUS.AS vs. DGROCSUS.AS vs. VUG
Often compared with IDVY.AS:
IDVY.AS vs. VHYL.ASIDVY.AS vs. SPYW.DEIDVY.AS vs. DIVIDVY.AS vs. SCHDIDVY.AS vs. HDVIDVY.AS vs. DECD.DEIDVY.AS vs. HPRD.L

Return for Risk

CSUS.AS vs. IDVY.AS — 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: 6969
Overall Rank
CSUS.AS Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CSUS.AS Sortino Ratio Rank: 6767
Sortino Ratio Rank
CSUS.AS Omega Ratio Rank: 7272
Omega Ratio Rank
CSUS.AS Calmar Ratio Rank: 7070
Calmar Ratio Rank
CSUS.AS Martin Ratio Rank: 6666
Martin Ratio Rank
IDVY.AS
IDVY.AS Risk / Return Rank: 5252
Overall Rank
IDVY.AS Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IDVY.AS Sortino Ratio Rank: 5252
Sortino Ratio Rank
IDVY.AS Omega Ratio Rank: 5454
Omega Ratio Rank
IDVY.AS Calmar Ratio Rank: 5454
Calmar Ratio Rank
IDVY.AS Martin Ratio Rank: 4949
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. IDVY.AS - 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 Euro Dividend UCITS ETF (IDVY.AS). 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.ASIDVY.ASDifference
Sharpe ratioReturn per unit of total volatility
2.24
1.77

+0.47

Sortino ratioReturn per unit of downside risk
3.03
2.47

+0.56

Omega ratioGain probability vs. loss probability

1.42

1.33

+0.09

Calmar ratioReturn relative to maximum drawdown

3.42

2.61

+0.80

Martin ratioReturn relative to average drawdown

11.97

8.13

+3.84

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CSUS.AS vs. IDVY.AS - Sharpe Ratio Comparison

The current CSUS.AS Sharpe Ratio is 2.24, which is comparable to the IDVY.AS Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of CSUS.AS and IDVY.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

CSUS.ASIDVY.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

1.77

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.60

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

0.42

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.23

+0.67

Drawdowns

CSUS.AS vs. IDVY.AS - Drawdown Comparison

The maximum CSUS.AS drawdown since its inception was -34.08%, smaller than the maximum IDVY.AS drawdown of -71.33%. Use the drawdown chart below to compare losses from any high point for CSUS.AS and IDVY.AS.

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Drawdown Indicators

CSUS.ASIDVY.ASDifference

Max Drawdown

Largest peak-to-trough decline

-34.08%

-71.33%

+37.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.34%

-7.97%

+0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-23.49%

-12.81%

-10.68%

Max Drawdown (5Y)

Largest decline over 5 years

-23.49%

-24.57%

+1.08%

Max Drawdown (10Y)

Largest decline over 10 years

-34.08%

-42.34%

+8.26%

Current Drawdown

Current decline from peak

-0.33%

-1.42%

+1.09%

Average Drawdown

Average peak-to-trough decline

-4.41%

-22.54%

+18.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

2.57%

-0.46%

Volatility

CSUS.AS vs. IDVY.AS - Volatility Comparison

The current volatility for iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS) is 2.74%, while iShares Euro Dividend UCITS ETF (IDVY.AS) has a volatility of 3.54%. This indicates that CSUS.AS experiences smaller price fluctuations and is considered to be less risky than IDVY.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CSUS.ASIDVY.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.74%

3.54%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

9.62%

-2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

11.23%

11.77%

-0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.48%

14.80%

+0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

17.26%

-1.03%

CSUS.AS vs. IDVY.AS - Expense Ratio Comparison

CSUS.AS has a 0.33% expense ratio, which is lower than IDVY.AS's 0.40% expense ratio.

Dividends

CSUS.AS vs. IDVY.AS - Dividend Comparison

CSUS.AS has not paid dividends to shareholders, while IDVY.AS's dividend yield for the trailing twelve months is around 3.99%.

PositionTTM20252024202320222021202020192018201720162015
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%
IDVY.AS
iShares Euro Dividend UCITS ETF		3.99%4.36%5.85%5.84%5.28%3.68%3.57%4.84%4.76%3.91%3.97%4.00%

Frequently Asked Questions

CSUS.AS and IDVY.AS 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, CSUS.AS is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSUS.AS is cheaper with a 0.33% expense ratio, compared with 0.40% for IDVY.AS.

CSUS.AS is categorized as Large Cap Blend Equities, while IDVY.AS is Europe Equities. CSUS.AS tracks Russell 1000 TR USD, while IDVY.AS tracks MSCI EMU NR EUR. Their fees differ too: 0.33% for CSUS.AS and 0.40% for IDVY.AS.

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