CUS1.L vs. AMZN
Compare and contrast key facts about iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (CUS1.L) and Amazon.com, Inc. (AMZN).
CUS1.L is a passively managed fund by iShares that tracks the performance of the Russell 2000 TR USD. It was launched on Jul 1, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CUS1.L or AMZN.
Key characteristics
CUS1.L | AMZN | |
---|---|---|
YTD Return | -1.58% | 12.80% |
1Y Return | 6.85% | 24.33% |
3Y Return (Ann) | 1.16% | -0.78% |
5Y Return (Ann) | 7.11% | 13.35% |
10Y Return (Ann) | 10.02% | 26.44% |
Sharpe Ratio | 0.39 | 0.92 |
Daily Std Dev | 16.54% | 28.85% |
Max Drawdown | -35.26% | -94.40% |
Current Drawdown | -7.96% | -14.30% |
Correlation
The correlation between CUS1.L and AMZN is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
CUS1.L vs. AMZN - Performance Comparison
In the year-to-date period, CUS1.L achieves a -1.58% return, which is significantly lower than AMZN's 12.80% return. Over the past 10 years, CUS1.L has underperformed AMZN with an annualized return of 10.02%, while AMZN has yielded a comparatively higher 26.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CUS1.L vs. AMZN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (CUS1.L) and Amazon.com, Inc. (AMZN). 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.
Dividends
CUS1.L vs. AMZN - Dividend Comparison
Neither CUS1.L nor AMZN has paid dividends to shareholders.
Drawdowns
CUS1.L vs. AMZN - Drawdown Comparison
The maximum CUS1.L drawdown since its inception was -35.26%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for CUS1.L and AMZN. For additional features, visit the drawdowns tool.
Volatility
CUS1.L vs. AMZN - Volatility Comparison
The current volatility for iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (CUS1.L) is 5.08%, while Amazon.com, Inc. (AMZN) has a volatility of 8.72%. This indicates that CUS1.L experiences smaller price fluctuations and is considered to be less risky than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.