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CU1.L vs. CAPU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CU1.L vs. CAPU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI USA UCITS ETF USD (Acc) (CU1.L) and Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CU1.L vs. CAPU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

CU1.L
CU1.L Risk / Return Rank: 7878
Overall Rank
CU1.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
CU1.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
CU1.L Omega Ratio Rank: 8484
Omega Ratio Rank
CU1.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
CU1.L Martin Ratio Rank: 7070
Martin Ratio Rank

CAPU.L
CAPU.L Risk / Return Rank: 2020
Overall Rank
CAPU.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
CAPU.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
CAPU.L Omega Ratio Rank: 1818
Omega Ratio Rank
CAPU.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
CAPU.L Martin Ratio Rank: 2121
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.

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.LCAPU.LDifference
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

CU1.L vs. CAPU.L - Sharpe Ratio Comparison

The current CU1.L Sharpe Ratio is 2.70, which is higher than the CAPU.L Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of CU1.L and CAPU.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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Sharpe Ratios by Period


CU1.LCAPU.LDifference

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.LCAPU.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.20%

-5.43%

+5.23%

Average Drawdown

Average peak-to-trough decline

-3.43%

-3.57%

+0.14%

Ulcer Index

Depth 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.LCAPU.LDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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