CU1.L vs. CAPS.L
CU1.L (iShares MSCI USA UCITS ETF USD (Acc)) and CAPS.L (First Trust Capital Strength UCITS ETF Acc) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from iShares and First Trust respectively. Both are passively managed. Over the past 5 years, CU1.L returned 14.49%/yr vs 6.26%/yr for CAPS.L. A 0.66 correlation means they provide meaningful diversification when combined. CU1.L charges 0.33%/yr vs 0.60%/yr for CAPS.L.
Performance
CU1.L vs. CAPS.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CU1.L achieves a 10.47% return, which is significantly higher than CAPS.L's -0.55% return.
CU1.L
- 1D
- -0.20%
- 1M
- 6.10%
- YTD
- 10.47%
- 6M
- 10.38%
- 1Y
- 28.76%
- 3Y*
- 19.44%
- 5Y*
- 14.49%
- 10Y*
- 16.03%
CAPS.L
- 1D
- 0.73%
- 1M
- -0.30%
- YTD
- -0.55%
- 6M
- -0.38%
- 1Y
- 3.20%
- 3Y*
- 6.55%
- 5Y*
- 6.26%
- 10Y*
- —
CU1.L vs. CAPS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CU1.L iShares MSCI USA UCITS ETF USD (Acc) | 10.47% | 9.22% | 27.38% | 20.66% | -10.62% | 19.00% |
CAPS.L First Trust Capital Strength UCITS ETF Acc | -0.55% | -0.65% | 12.99% | 2.23% | 0.10% | 19.38% |
Correlation
The correlation between CU1.L and CAPS.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2021 | 0.66 |
Over the past year, the correlation between CU1.L and CAPS.L has dropped to 0.33 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CU1.L vs. CAPS.L — Risk / Return Rank
CU1.L
CAPS.L
CU1.L vs. CAPS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF USD (Acc) (CU1.L) and First Trust Capital Strength UCITS ETF Acc (CAPS.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.
| CU1.L | CAPS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.38 | ||
| Sortino ratioReturn per unit of downside risk | +3.07 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.06 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 0.36 | +3.37 |
| Martin ratioReturn relative to average drawdown | 12.95 | 1.02 | +11.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CU1.L | CAPS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.70 | 0.33 | +2.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.33 | +0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 0.33 | +0.77 |
Drawdowns
CU1.L vs. CAPS.L - Drawdown Comparison
The maximum CU1.L drawdown since its inception was -25.87%, which is greater than CAPS.L's maximum drawdown of -22.86%. Use the drawdown chart below to compare losses from any high point for CU1.L and CAPS.L.
Loading charts...
Drawdown Indicators
| CU1.L | CAPS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.87% | -22.86% | -3.01% |
Max Drawdown (1Y)Largest decline over 1 year | -7.68% | -8.95% | +1.27% |
Max Drawdown (3Y)Largest decline over 3 years | -21.55% | -22.86% | +1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -21.55% | -22.86% | +1.31% |
Max Drawdown (10Y)Largest decline over 10 years | -25.87% | — | — |
Current DrawdownCurrent decline from peak | -0.20% | -16.47% | +16.27% |
Average DrawdownAverage peak-to-trough decline | -3.43% | -10.21% | +6.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 3.14% | -0.92% |
Volatility
CU1.L vs. CAPS.L - Volatility Comparison
The current volatility for iShares MSCI USA UCITS ETF USD (Acc) (CU1.L) is 2.63%, while First Trust Capital Strength UCITS ETF Acc (CAPS.L) has a volatility of 3.70%. This indicates that CU1.L experiences smaller price fluctuations and is considered to be less risky than CAPS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CU1.L | CAPS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 3.70% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.16% | 7.09% | +0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.67% | 9.78% | +0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.55% | 19.27% | -4.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 19.27% | -3.51% |
CU1.L vs. CAPS.L - Expense Ratio Comparison
CU1.L has a 0.33% expense ratio, which is lower than CAPS.L's 0.60% expense ratio.
Dividends
CU1.L vs. CAPS.L - Dividend Comparison
Neither CU1.L nor CAPS.L has paid dividends to shareholders.
Frequently Asked Questions
CU1.L and CAPS.L have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CU1.L is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CU1.L is cheaper with a 0.33% expense ratio, compared with 0.60% for CAPS.L.
Both ETFs track Russell 1000 TR USD. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.33% for CU1.L and 0.60% for CAPS.L.
Find the right allocation for CU1.L and CAPS.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer