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CSUS.L vs. LGUS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSUS.L vs. LGUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares VII plc - iShares MSCI USA ETF USD Acc (CSUS.L) and L&G US Equity UCITS ETF USD (Acc) (LGUS.L). 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 investments are quite close, with CSUS.L having a 8.92% return and LGUS.L slightly higher at 9.01%.


CSUS.L

1D
-1.33%
1M
-0.50%
6M
7.87%
YTD
8.92%
1Y
19.61%
3Y*
19.41%
5Y*
12.24%
10Y*
14.58%

LGUS.L

1D
-1.30%
1M
-0.36%
6M
8.07%
YTD
9.01%
1Y
19.79%
3Y*
19.73%
5Y*
12.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSUS.L vs. LGUS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CSUS.L
iShares VII plc - iShares MSCI USA ETF USD Acc
8.92%17.22%25.29%27.68%-20.12%27.06%20.30%30.38%-10.45%
LGUS.L
L&G US Equity UCITS ETF USD (Acc)
9.01%17.98%25.09%28.66%-20.46%27.91%21.16%30.91%-9.25%

Correlation

The correlation between CSUS.L and LGUS.L is 0.98 - 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

0.98

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

0.96

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

0.97

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2018

0.97

The correlation between CSUS.L and LGUS.L has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

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Return for Risk

CSUS.L vs. LGUS.L — Risk / Return Rank

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

CSUS.L
CSUS.L Risk / Return Rank: 6363
Overall Rank
CSUS.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
CSUS.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
CSUS.L Omega Ratio Rank: 6060
Omega Ratio Rank
CSUS.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
CSUS.L Martin Ratio Rank: 6868
Martin Ratio Rank

LGUS.L
LGUS.L Risk / Return Rank: 6565
Overall Rank
LGUS.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
LGUS.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
LGUS.L Omega Ratio Rank: 6161
Omega Ratio Rank
LGUS.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
LGUS.L 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.L vs. LGUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares VII plc - iShares MSCI USA ETF USD Acc (CSUS.L) and L&G US Equity UCITS ETF USD (Acc) (LGUS.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CSUS.LLGUS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.29

1.28

+0.01

Calmar ratioReturn relative to maximum drawdown

2.35

2.30

+0.05

Martin ratioReturn relative to average drawdown

9.33

8.84

+0.49

CSUS.L vs. LGUS.L - Sharpe Ratio Comparison

The current CSUS.L Sharpe Ratio is 1.60, which is comparable to the LGUS.L Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of CSUS.L and LGUS.L, 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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Drawdowns

CSUS.L vs. LGUS.L - Drawdown Comparison

The maximum CSUS.L drawdown since its inception was -34.38%, roughly equal to the maximum LGUS.L drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for CSUS.L and LGUS.L.


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Drawdown Indicators


CSUS.LLGUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.38%

-34.26%

-0.12%

Max Drawdown (1Y)

Largest decline over 1 year

-8.31%

-8.58%

+0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-18.85%

-19.46%

+0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-25.44%

-25.64%

+0.20%

Max Drawdown (10Y)

Largest decline over 10 years

-34.38%

Current Drawdown

Current decline from peak

-1.74%

-1.69%

-0.05%

Average Drawdown

Average peak-to-trough decline

-3.90%

-5.29%

+1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

2.23%

-0.13%

Volatility

CSUS.L vs. LGUS.L - Volatility Comparison

iShares VII plc - iShares MSCI USA ETF USD Acc (CSUS.L) and L&G US Equity UCITS ETF USD (Acc) (LGUS.L) have volatilities of 3.07% and 3.15%, 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.LLGUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

3.15%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

9.42%

9.50%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

12.25%

12.53%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.34%

16.52%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.38%

18.10%

-1.72%

CSUS.L vs. LGUS.L - Expense Ratio Comparison

CSUS.L has a 0.33% expense ratio, which is higher than LGUS.L's 0.05% expense ratio.


Dividends

CSUS.L vs. LGUS.L - Dividend Comparison

Neither CSUS.L nor LGUS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, CSUS.L and LGUS.L 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, LGUS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LGUS.L is cheaper with a 0.05% expense ratio, compared with 0.33% for CSUS.L.

CSUS.L tracks Russell 1000 TR USD, while LGUS.L tracks Solactive Core United States Large & Mid Cap Index NTR. They also come from different issuers: iShares and L&G. Their fees differ too: 0.33% for CSUS.L and 0.05% for LGUS.L.

Portfolio Optimizer

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