CSUS.AS vs. SXR4.DE
CSUS.AS (iShares MSCI USA UCITS ETF USD (Acc)) and SXR4.DE (iShares MSCI USA UCITS ETF (Acc)) are both Large Cap Blend Equities funds from iShares - CSUS.AS tracks the Russell 1000 TR USD while SXR4.DE tracks the MSCI USA. Both are passively managed. Over the past 10 years, CSUS.AS returned 14.77%/yr vs 14.76%/yr for SXR4.DE. With a 0.97 correlation, they move nearly in lockstep. CSUS.AS charges 0.33%/yr vs 0.07%/yr for SXR4.DE.
Performance
CSUS.AS vs. SXR4.DE - Performance Comparison
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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 SXR4.DE slightly lower at 11.29%. Both investments have delivered pretty close results over the past 10 years, with CSUS.AS having a 14.77% annualized return and SXR4.DE not far behind at 14.76%.
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%
SXR4.DE
- 1D
- -0.10%
- 1M
- 5.37%
- YTD
- 11.29%
- 6M
- 11.25%
- 1Y
- 25.25%
- 3Y*
- 19.00%
- 5Y*
- 14.32%
- 10Y*
- 14.76%
CSUS.AS vs. SXR4.DE - 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% |
SXR4.DE iShares MSCI USA UCITS ETF (Acc) | 11.29% | 4.62% | 32.33% | 23.44% | -15.85% | 38.32% | 9.25% | 34.28% | -1.46% | 6.54% |
Correlation
The correlation between CSUS.AS and SXR4.DE 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 | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2014 | 0.97 |
The correlation between CSUS.AS and SXR4.DE has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.
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Return for Risk
CSUS.AS vs. SXR4.DE — Risk / Return Rank
CSUS.AS
SXR4.DE
CSUS.AS vs. SXR4.DE - 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 USA UCITS ETF (Acc) (SXR4.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.
| CSUS.AS | SXR4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.40 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.42 | 3.42 | 0.00 |
| Martin ratioReturn relative to average drawdown | 11.97 | 11.92 | +0.05 |
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 | SXR4.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 2.15 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.92 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | 0.90 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.77 | +0.13 |
Drawdowns
CSUS.AS vs. SXR4.DE - Drawdown Comparison
The maximum CSUS.AS drawdown since its inception was -34.08%, roughly equal to the maximum SXR4.DE drawdown of -34.16%. Use the drawdown chart below to compare losses from any high point for CSUS.AS and SXR4.DE.
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Drawdown Indicators
| CSUS.AS | SXR4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.08% | -34.16% | +0.08% |
Max Drawdown (1Y)Largest decline over 1 year | -7.34% | -7.36% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -23.49% | -23.63% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -23.49% | -23.63% | +0.14% |
Max Drawdown (10Y)Largest decline over 10 years | -34.08% | -34.16% | +0.08% |
Current DrawdownCurrent decline from peak | -0.33% | -0.40% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -5.25% | +0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.11% | 0.00% |
Volatility
CSUS.AS vs. SXR4.DE - Volatility Comparison
iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS) and iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) have volatilities of 2.74% and 2.73%, 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.AS | SXR4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.74% | 2.73% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 7.58% | 7.68% | -0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.23% | 11.70% | -0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.48% | 15.42% | +0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 16.23% | 0.00% |
CSUS.AS vs. SXR4.DE - Expense Ratio Comparison
CSUS.AS has a 0.33% expense ratio, which is higher than SXR4.DE's 0.07% expense ratio.
Dividends
CSUS.AS vs. SXR4.DE - Dividend Comparison
Neither CSUS.AS nor SXR4.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.97, CSUS.AS and SXR4.DE 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, SXR4.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR4.DE is cheaper with a 0.07% expense ratio, compared with 0.33% for CSUS.AS.
CSUS.AS tracks Russell 1000 TR USD, while SXR4.DE tracks MSCI USA. Their fees differ too: 0.33% for CSUS.AS and 0.07% for SXR4.DE.
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