CU1.L vs. CAPU.L
CU1.L (iShares MSCI USA UCITS ETF USD (Acc)) and CAPU.L (Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from iShares and Natixis respectively. Both are passively managed. Over the past 10 years, CU1.L returned 16.03%/yr vs 14.28%/yr for CAPU.L. Their correlation of 0.91 suggests significant overlap in exposure. CU1.L charges 0.33%/yr vs 0.65%/yr for CAPU.L.
Performance
CU1.L vs. CAPU.L - Performance Comparison
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Returns By Period
In the year-to-date period, CU1.L achieves a 10.47% return, which is significantly higher than CAPU.L's -1.17% return. Over the past 10 years, CU1.L has outperformed CAPU.L with an annualized return of 16.03%, while CAPU.L has yielded a comparatively lower 14.28% annualized 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%
CAPU.L
- 1D
- -0.02%
- 1M
- -0.95%
- YTD
- -1.17%
- 6M
- -0.95%
- 1Y
- 6.50%
- 3Y*
- 9.20%
- 5Y*
- 9.55%
- 10Y*
- 14.28%
CU1.L vs. CAPU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CU1.L iShares MSCI USA UCITS ETF USD (Acc) | 10.47% | 9.22% | 27.38% | 20.66% | -10.62% | 28.72% | 16.30% | 26.24% | -0.40% | 10.55% |
CAPU.L Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust | -1.17% | 1.73% | 17.90% | 21.81% | -5.24% | 29.62% | 14.24% | 26.06% | 1.32% | 9.38% |
Correlation
The correlation between CU1.L and CAPU.L is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2015 | 0.91 |
Over the past year, the correlation between CU1.L and CAPU.L has dropped to 0.59 - well below their long-term average of 0.91, suggesting their price drivers have been diverging.
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Return for Risk
CU1.L vs. CAPU.L — Risk / Return Rank
CU1.L
CAPU.L
CU1.L vs. CAPU.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 Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.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 | CAPU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.00 | ||
| Sortino ratioReturn per unit of downside risk | +2.60 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.12 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 0.83 | +2.89 |
| Martin ratioReturn relative to average drawdown | 12.95 | 2.51 | +10.45 |
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
| CU1.L | CAPU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.70 | 0.70 | +2.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.70 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.02 | 0.92 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 0.89 | +0.21 |
Drawdowns
CU1.L vs. CAPU.L - Drawdown Comparison
The maximum CU1.L drawdown since its inception was -25.87%, roughly equal to the maximum CAPU.L drawdown of -26.39%. Use the drawdown chart below to compare losses from any high point for CU1.L and CAPU.L.
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Drawdown Indicators
| CU1.L | CAPU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.87% | -26.39% | +0.52% |
Max Drawdown (1Y)Largest decline over 1 year | -7.68% | -7.76% | +0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -21.55% | -15.35% | -6.20% |
Max Drawdown (5Y)Largest decline over 5 years | -21.55% | -15.35% | -6.20% |
Max Drawdown (10Y)Largest decline over 10 years | -25.87% | -26.39% | +0.52% |
Current DrawdownCurrent decline from peak | -0.20% | -5.43% | +5.23% |
Average DrawdownAverage peak-to-trough decline | -3.43% | -3.57% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 2.59% | -0.37% |
Volatility
CU1.L vs. CAPU.L - Volatility Comparison
The current volatility for iShares MSCI USA UCITS ETF USD (Acc) (CU1.L) is 2.63%, while Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) has a volatility of 3.07%. This indicates that CU1.L experiences smaller price fluctuations and is considered to be less risky than CAPU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CU1.L | CAPU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 3.07% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 7.16% | 7.04% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.67% | 9.26% | +1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.55% | 13.57% | +0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 15.60% | +0.16% |
CU1.L vs. CAPU.L - Expense Ratio Comparison
CU1.L has a 0.33% expense ratio, which is lower than CAPU.L's 0.65% expense ratio.
Dividends
CU1.L vs. CAPU.L - Dividend Comparison
Neither CU1.L nor CAPU.L has paid dividends to shareholders.
Frequently Asked Questions
CU1.L and CAPU.L have a correlation of 0.59, 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 0.65% for CAPU.L.
Both ETFs track Russell 1000 TR USD. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.33% for CU1.L and 0.65% for CAPU.L.
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