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

CSUS.L vs. SCHB

Last updated Jun 5, 2026

CSUS.L (iShares VII plc - iShares MSCI USA ETF USD Acc) and SCHB (Schwab U.S. Broad Market ETF) are both Large Cap Blend Equities funds - CSUS.L tracks the Russell 1000 TR USD while SCHB tracks the Dow Jones U.S. Broad Stock Market Index. Both are passively managed. Over the past 10 years, CSUS.L returned 15.12%/yr vs 15.02%/yr for SCHB. At a 0.49 correlation, their price movements are largely independent. CSUS.L charges 0.33%/yr vs 0.03%/yr for SCHB.

Performance

CSUS.L vs. SCHB - 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 Schwab U.S. Broad Market ETF (SCHB). 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.L achieves a 10.32% return, which is significantly lower than SCHB's 11.78% return. Both investments have delivered pretty close results over the past 10 years, with CSUS.L having a 15.12% annualized return and SCHB not far behind at 15.02%.

CSUS.L

1D
0.06%
1M
4.70%
YTD
10.32%
6M
10.98%
1Y
27.52%
3Y*
22.49%
5Y*
13.29%
10Y*
15.12%

SCHB

1D
0.45%
1M
4.65%
YTD
11.78%
6M
11.45%
1Y
28.80%
3Y*
22.39%
5Y*
12.86%
10Y*
15.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSUS.L vs. SCHB - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CSUS.L
iShares VII plc - iShares MSCI USA ETF USD Acc		10.32%17.22%25.83%26.72%-20.46%28.02%20.30%30.38%-5.82%21.66%
SCHB
Schwab U.S. Broad Market ETF		11.78%16.94%23.93%26.16%-19.46%25.84%20.76%30.79%-5.43%21.20%

Correlation

The correlation between CSUS.L and SCHB is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.66

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

0.75

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

0.66

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

0.60

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2010

0.49

The correlation between CSUS.L and SCHB shifts across timeframes, from 0.49 (all time) to 0.75 (3 years), reflecting how their relationship changes across market environments.

CSUS.L vs. SCHB - Sectors Allocation Comparison

Sectors
CSUS.L
SCHB

Technology

35.4%
34.4%

Financial Services

11.6%
12.2%

Communication Services

11.3%
10.1%

Consumer Cyclical

10.2%
10.1%

Healthcare

8.6%
8.9%

Industrials

8.5%
9.4%

Consumer Defensive

4.8%
4.6%

Energy

3.6%
3.7%

Utilities

2.3%
2.3%

Real Estate

1.9%
2.4%

Basic Materials

1.8%
2.0%

Technology

CSUS.L
35.4%
SCHB
34.4%

Financial Services

CSUS.L
11.6%
SCHB
12.2%

Communication Services

CSUS.L
11.3%
SCHB
10.1%

Consumer Cyclical

CSUS.L
10.2%
SCHB
10.1%

Healthcare

CSUS.L
8.6%
SCHB
8.9%

Industrials

CSUS.L
8.5%
SCHB
9.4%

Consumer Defensive

CSUS.L
4.8%
SCHB
4.6%

Energy

CSUS.L
3.6%
SCHB
3.7%

Utilities

CSUS.L
2.3%
SCHB
2.3%

Real Estate

CSUS.L
1.9%
SCHB
2.4%

Basic Materials

CSUS.L
1.8%
SCHB
2.0%

Compare stocks, funds, or ETFs

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iShares VII plc - iShares MSCI USA ETF USD Acc

Schwab U.S. Broad Market ETF

Often compared with CSUS.L:
CSUS.L vs. VTICSUS.L vs. XD9D.DECSUS.L vs. SPYCSUS.L vs. AVUVCSUS.L vs. VXUSCSUS.L vs. ITOTCSUS.L vs. VOO
Often compared with SCHB:
SCHB vs. VTISCHB vs. SCHGSCHB vs. SCHXSCHB vs. VOOSCHB vs. SCHDSCHB vs. SWTSXSCHB vs. SPY

Return for Risk

CSUS.L vs. SCHB — 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: 7373
Overall Rank
CSUS.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CSUS.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
CSUS.L Omega Ratio Rank: 7373
Omega Ratio Rank
CSUS.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
CSUS.L Martin Ratio Rank: 7575
Martin Ratio Rank
SCHB
SCHB Risk / Return Rank: 7373
Overall Rank
SCHB Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SCHB Sortino Ratio Rank: 7373
Sortino Ratio Rank
SCHB Omega Ratio Rank: 7373
Omega Ratio Rank
SCHB Calmar Ratio Rank: 6666
Calmar Ratio Rank
SCHB Martin Ratio Rank: 7878
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. SCHB - 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 Schwab U.S. Broad Market ETF (SCHB). 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.LSCHBDifference
Sharpe ratioReturn per unit of total volatility
2.32
2.39

-0.07

Sortino ratioReturn per unit of downside risk
3.39
3.25

+0.14

Omega ratioGain probability vs. loss probability

1.42

1.43

-0.01

Calmar ratioReturn relative to maximum drawdown

3.30

3.25

+0.05

Martin ratioReturn relative to average drawdown

13.91

14.90

-0.99

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.L vs. SCHB - Sharpe Ratio Comparison

The current CSUS.L Sharpe Ratio is 2.32, which is comparable to the SCHB Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of CSUS.L and SCHB, 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.LSCHBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

2.39

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.75

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

0.82

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

0.83

+0.29

Drawdowns

CSUS.L vs. SCHB - Drawdown Comparison

The maximum CSUS.L drawdown since its inception was -34.38%, roughly equal to the maximum SCHB drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for CSUS.L and SCHB.

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Drawdown Indicators

CSUS.LSCHBDifference

Max Drawdown

Largest peak-to-trough decline

-34.38%

-35.27%

+0.89%

Max Drawdown (1Y)

Largest decline over 1 year

-8.31%

-8.91%

+0.60%

Max Drawdown (3Y)

Largest decline over 3 years

-18.85%

-19.34%

+0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-25.44%

-25.41%

-0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-34.38%

-35.27%

+0.89%

Current Drawdown

Current decline from peak

-0.47%

-0.27%

-0.20%

Average Drawdown

Average peak-to-trough decline

-4.13%

-4.11%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

1.94%

+0.03%

Volatility

CSUS.L vs. SCHB - Volatility Comparison

iShares VII plc - iShares MSCI USA ETF USD Acc (CSUS.L) has a higher volatility of 3.25% compared to Schwab U.S. Broad Market ETF (SCHB) at 2.97%. This indicates that CSUS.L's price experiences larger fluctuations and is considered to be riskier than SCHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CSUS.LSCHBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

2.97%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

8.62%

9.14%

-0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

11.80%

12.11%

-0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.74%

17.24%

-0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.14%

18.31%

-1.17%

CSUS.L vs. SCHB - Expense Ratio Comparison

CSUS.L has a 0.33% expense ratio, which is higher than SCHB's 0.03% expense ratio.

Dividends

CSUS.L vs. SCHB - Dividend Comparison

CSUS.L has not paid dividends to shareholders, while SCHB's dividend yield for the trailing twelve months is around 1.01%.

PositionTTM20252024202320222021202020192018201720162015
CSUS.L
iShares VII plc - iShares MSCI USA 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%
SCHB
Schwab U.S. Broad Market ETF		1.01%1.11%1.24%1.40%1.61%1.21%1.63%1.80%2.00%1.65%1.86%2.00%

Frequently Asked Questions

CSUS.L and SCHB have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SCHB is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCHB is cheaper with a 0.03% expense ratio, compared with 0.33% for CSUS.L.

CSUS.L tracks Russell 1000 TR USD, while SCHB tracks Dow Jones U.S. Broad Stock Market Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.33% for CSUS.L and 0.03% for SCHB.

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