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

Performance

CSUS.AS vs. INAA.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 MSCI North America UCITS ETF (INAA.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with CSUS.AS having a 11.31% return and INAA.AS slightly lower at 11.24%. Both investments have delivered pretty close results over the past 10 years, with CSUS.AS having a 14.77% annualized return and INAA.AS not far behind at 14.24%.


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%

INAA.AS

1D
-0.06%
1M
5.16%
YTD
11.24%
6M
11.07%
1Y
24.92%
3Y*
18.57%
5Y*
13.87%
10Y*
14.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSUS.AS vs. INAA.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%
INAA.AS
iShares MSCI North America UCITS ETF
11.24%4.00%32.96%20.94%-14.85%37.53%9.22%32.33%-1.61%6.00%

Correlation

The correlation between CSUS.AS and INAA.AS is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

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

0.95

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

0.97

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

0.97

The correlation between CSUS.AS and INAA.AS has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

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Return for Risk

CSUS.AS vs. INAA.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

INAA.AS
INAA.AS Risk / Return Rank: 6767
Overall Rank
INAA.AS Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
INAA.AS Sortino Ratio Rank: 6565
Sortino Ratio Rank
INAA.AS Omega Ratio Rank: 7070
Omega Ratio Rank
INAA.AS Calmar Ratio Rank: 6969
Calmar Ratio Rank
INAA.AS Martin Ratio Rank: 6767
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. INAA.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 MSCI North America UCITS ETF (INAA.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.ASINAA.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.42

1.41

+0.01

Calmar ratioReturn relative to maximum drawdown

3.42

3.39

+0.02

Martin ratioReturn relative to average drawdown

11.97

12.06

-0.09

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

The current CSUS.AS Sharpe Ratio is 2.24, which is comparable to the INAA.AS Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of CSUS.AS and INAA.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.ASINAA.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

2.18

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.89

+0.02

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

0.63

+0.27

Drawdowns

CSUS.AS vs. INAA.AS - Drawdown Comparison

The maximum CSUS.AS drawdown since its inception was -34.08%, smaller than the maximum INAA.AS drawdown of -51.35%. Use the drawdown chart below to compare losses from any high point for CSUS.AS and INAA.AS.


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Drawdown Indicators


CSUS.ASINAA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-34.08%

-51.35%

+17.27%

Max Drawdown (1Y)

Largest decline over 1 year

-7.34%

-7.25%

-0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-23.49%

-23.43%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-23.49%

-23.43%

-0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-34.08%

-34.42%

+0.34%

Current Drawdown

Current decline from peak

-0.33%

-0.40%

+0.07%

Average Drawdown

Average peak-to-trough decline

-4.41%

-8.31%

+3.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

2.05%

+0.06%

Volatility

CSUS.AS vs. INAA.AS - Volatility Comparison

iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS) and iShares MSCI North America UCITS ETF (INAA.AS) have volatilities of 2.74% and 2.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSUS.ASINAA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.74%

2.67%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

7.44%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

11.23%

11.30%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.48%

15.31%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

16.17%

+0.06%

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

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


Dividends

CSUS.AS vs. INAA.AS - Dividend Comparison

CSUS.AS has not paid dividends to shareholders, while INAA.AS's dividend yield for the trailing twelve months is around 0.52%.


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%
INAA.AS
iShares MSCI North America UCITS ETF
0.52%0.59%0.69%0.92%1.08%0.62%0.94%1.10%1.21%1.18%1.25%1.39%

Frequently Asked Questions


With a correlation of 0.97, CSUS.AS and INAA.AS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 INAA.AS.

Both ETFs track Russell 1000 TR USD. Their fees differ too: 0.33% for CSUS.AS and 0.40% for INAA.AS.

Portfolio Optimizer

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