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

CSUS.L vs. USDV.L

Last updated Jun 26, 2026

CSUS.L (iShares VII plc - iShares MSCI USA ETF USD Acc) and USDV.L (SPDR S&P US Dividend Aristocrats UCITS ETF Dis) are both Large Cap Blend Equities funds - CSUS.L tracks the Russell 1000 TR USD while USDV.L tracks the S&P High Yield Dividend Aristocrats Index. Both are passively managed. Over the past 10 years, CSUS.L returned 15.32%/yr vs 9.39%/yr for USDV.L. A 0.68 correlation means they provide meaningful diversification when combined. CSUS.L charges 0.33%/yr vs 0.35%/yr for USDV.L.

Performance

CSUS.L vs. USDV.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 SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CSUS.L is traded in USD, while USDV.L is traded in GBP. To make them comparable, the USDV.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CSUS.L achieves a 7.31% return, which is significantly lower than USDV.L's 9.74% return. Over the past 10 years, CSUS.L has outperformed USDV.L with an annualized return of 15.32%, while USDV.L has yielded a comparatively lower 9.39% annualized return.

CSUS.L

1D
-0.69%
1M
-1.80%
YTD
7.31%
6M
7.00%
1Y
21.76%
3Y*
20.70%
5Y*
12.24%
10Y*
15.32%

USDV.L

1D
0.54%
1M
2.04%
YTD
9.74%
6M
10.27%
1Y
15.83%
3Y*
10.71%
5Y*
6.74%
10Y*
9.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
CSUS.L
iShares VII plc - iShares MSCI USA ETF USD Acc		7.31%17.22%25.29%27.68%-20.12%27.06%20.30%30.38%-5.82%21.41%
USDV.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis		9.74%8.78%7.52%1.58%-0.37%25.59%0.26%23.70%-4.23%15.39%

Correlation

The correlation between CSUS.L and USDV.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.26

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

0.40

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

0.56

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

0.62

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2011

0.68

Over the past year, the correlation between CSUS.L and USDV.L has dropped to 0.26 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

CSUS.L vs. USDV.L - Sectors Allocation Comparison

Sectors
CSUS.L
USDV.L

Technology

38.5%
12.1%

Financial Services

11.5%
12.0%

Communication Services

10.2%
2.6%

Consumer Cyclical

9.6%
5.1%

Industrials

8.6%
17.3%

Healthcare

8.5%
7.5%

Consumer Defensive

4.5%
16.3%

Energy

3.1%
3.1%

Utilities

2.1%
14.2%

Basic Materials

1.8%
5.4%

Real Estate

1.8%
4.5%

Technology

CSUS.L
38.5%
USDV.L
12.1%

Financial Services

CSUS.L
11.5%
USDV.L
12.0%

Communication Services

CSUS.L
10.2%
USDV.L
2.6%

Consumer Cyclical

CSUS.L
9.6%
USDV.L
5.1%

Industrials

CSUS.L
8.6%
USDV.L
17.3%

Healthcare

CSUS.L
8.5%
USDV.L
7.5%

Consumer Defensive

CSUS.L
4.5%
USDV.L
16.3%

Energy

CSUS.L
3.1%
USDV.L
3.1%

Utilities

CSUS.L
2.1%
USDV.L
14.2%

Basic Materials

CSUS.L
1.8%
USDV.L
5.4%

Real Estate

CSUS.L
1.8%
USDV.L
4.5%

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iShares VII plc - iShares MSCI USA ETF USD Acc

SPDR S&P US Dividend Aristocrats UCITS ETF Dis

Often compared with CSUS.L:
CSUS.L vs. VTICSUS.L vs. XD9D.DECSUS.L vs. SPYCSUS.L vs. AVUVCSUS.L vs. VOOCSUS.L vs. VXUSCSUS.L vs. ITOT
Often compared with USDV.L:
USDV.L vs. SCHDUSDV.L vs. UDVD.LUSDV.L vs. SPYUSDV.L vs. VOOUSDV.L vs. XUHY.LUSDV.L vs. QDIVUSDV.L vs. VUAA.L

Return for Risk

CSUS.L vs. USDV.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: 6161
Sharpe Ratio Rank
CSUS.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
CSUS.L Omega Ratio Rank: 5959
Omega Ratio Rank
CSUS.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
CSUS.L Martin Ratio Rank: 6666
Martin Ratio Rank
USDV.L
USDV.L Risk / Return Rank: 6969
Overall Rank
USDV.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
USDV.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
USDV.L Omega Ratio Rank: 7171
Omega Ratio Rank
USDV.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
USDV.L Martin Ratio Rank: 5151
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. USDV.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 SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.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.LUSDV.LDifference
Sharpe ratioReturn per unit of total volatility
1.78
1.63

+0.15

Sortino ratioReturn per unit of downside risk
2.66
2.45

+0.21

Omega ratioGain probability vs. loss probability

1.32

1.28

+0.04

Calmar ratioReturn relative to maximum drawdown

2.61

2.26

+0.34

Martin ratioReturn relative to average drawdown

10.53

5.57

+4.96

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

The current CSUS.L Sharpe Ratio is 1.78, which is comparable to the USDV.L Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of CSUS.L and USDV.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. USDV.L - Drawdown Comparison

The maximum CSUS.L drawdown since its inception was -34.38%, smaller than the maximum USDV.L drawdown of -38.11%. Use the drawdown chart below to compare losses from any high point for CSUS.L and USDV.L.

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Drawdown Indicators

CSUS.LUSDV.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.38%

-38.11%

+3.73%

Max Drawdown (1Y)

Largest decline over 1 year

-8.31%

-6.96%

-1.35%

Max Drawdown (3Y)

Largest decline over 3 years

-18.85%

-15.12%

-3.73%

Max Drawdown (5Y)

Largest decline over 5 years

-25.44%

-15.12%

-10.32%

Max Drawdown (10Y)

Largest decline over 10 years

-34.38%

-35.73%

+1.35%

Current Drawdown

Current decline from peak

-3.18%

-1.25%

-1.93%

Average Drawdown

Average peak-to-trough decline

-3.91%

-6.61%

+2.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

2.84%

-0.78%

Volatility

CSUS.L vs. USDV.L - Volatility Comparison

iShares VII plc - iShares MSCI USA ETF USD Acc (CSUS.L) has a higher volatility of 3.96% compared to SPDR S&P US Dividend Aristocrats UCITS ETF Dis (USDV.L) at 2.48%. This indicates that CSUS.L's price experiences larger fluctuations and is considered to be riskier than USDV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CSUS.LUSDV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

2.48%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

9.26%

6.87%

+2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

12.15%

9.68%

+2.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.33%

13.82%

+2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.42%

15.74%

+0.68%

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

CSUS.L has a 0.33% expense ratio, which is lower than USDV.L's 0.35% expense ratio.

Dividends

CSUS.L vs. USDV.L - Dividend Comparison

CSUS.L has not paid dividends to shareholders, while USDV.L's dividend yield for the trailing twelve months is around 2.01%.

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%
USDV.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis		2.01%2.20%1.99%2.28%2.11%2.13%2.57%2.07%2.19%1.85%1.65%2.00%

Frequently Asked Questions

CSUS.L and USDV.L have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

CSUS.L is cheaper with a 0.33% expense ratio, compared with 0.35% for USDV.L.

CSUS.L tracks Russell 1000 TR USD, while USDV.L tracks S&P High Yield Dividend Aristocrats Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.33% for CSUS.L and 0.35% for USDV.L.

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