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CUS1.L vs. CUSS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CUS1.L vs. CUSS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (CUS1.L) and iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc) (CUSS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CUS1.L is traded in GBp, while CUSS.L is traded in USD. To make them comparable, the CUSS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with CUS1.L having a 16.61% return and CUSS.L slightly lower at 16.43%. Both investments have delivered pretty close results over the past 10 years, with CUS1.L having a 10.62% annualized return and CUSS.L not far behind at 10.58%.


CUS1.L

1D
-0.83%
1M
-1.64%
6M
11.36%
YTD
16.61%
1Y
28.75%
3Y*
13.43%
5Y*
8.04%
10Y*
10.62%

CUSS.L

1D
0.00%
1M
-2.10%
6M
11.12%
YTD
16.43%
1Y
28.47%
3Y*
12.93%
5Y*
7.96%
10Y*
10.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CUS1.L vs. CUSS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CUS1.L
iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)
16.61%2.68%11.54%11.30%-7.26%19.95%14.64%22.34%-6.43%6.42%
CUSS.L
iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc)
16.43%2.30%11.72%11.84%-7.30%19.67%15.07%21.58%-5.62%6.06%

Correlation

The correlation between CUS1.L and CUSS.L is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.95

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

0.95

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

0.95

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2010

0.94

The correlation between CUS1.L and CUSS.L has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

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Return for Risk

CUS1.L vs. CUSS.L — Risk / Return Rank

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

CUS1.L
CUS1.L Risk / Return Rank: 7777
Overall Rank
CUS1.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CUS1.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
CUS1.L Omega Ratio Rank: 6767
Omega Ratio Rank
CUS1.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
CUS1.L Martin Ratio Rank: 8383
Martin Ratio Rank

CUSS.L
CUSS.L Risk / Return Rank: 7878
Overall Rank
CUSS.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CUSS.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
CUSS.L Omega Ratio Rank: 6969
Omega Ratio Rank
CUSS.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
CUSS.L Martin Ratio Rank: 8181
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.

CUS1.L vs. CUSS.L - Risk-Adjusted Trends 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 iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc) (CUSS.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.


CUS1.LCUSS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.32

1.33

-0.01

Calmar ratioReturn relative to maximum drawdown

4.45

4.52

-0.07

Martin ratioReturn relative to average drawdown

13.18

13.69

-0.52

CUS1.L vs. CUSS.L - Sharpe Ratio Comparison

The current CUS1.L Sharpe Ratio is 1.86, which is comparable to the CUSS.L Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of CUS1.L and CUSS.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

CUS1.L vs. CUSS.L - Drawdown Comparison

The maximum CUS1.L drawdown since its inception was -35.26%, roughly equal to the maximum CUSS.L drawdown of -35.69%. Use the drawdown chart below to compare losses from any high point for CUS1.L and CUSS.L.


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Drawdown Indicators


CUS1.LCUSS.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.26%

-35.69%

+0.43%

Max Drawdown (1Y)

Largest decline over 1 year

-6.44%

-6.87%

+0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-28.89%

-29.20%

+0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-28.89%

-29.20%

+0.31%

Max Drawdown (10Y)

Largest decline over 10 years

-35.26%

-35.69%

+0.43%

Current Drawdown

Current decline from peak

-4.61%

-4.86%

+0.25%

Average Drawdown

Average peak-to-trough decline

-6.33%

-6.22%

-0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.27%

-0.09%

Volatility

CUS1.L vs. CUSS.L - Volatility Comparison

iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (CUS1.L) and iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc) (CUSS.L) have volatilities of 4.97% and 4.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CUS1.LCUSS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

4.87%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

11.07%

12.04%

-0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

15.36%

16.29%

-0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.87%

20.11%

+2.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.50%

20.42%

+1.08%

CUS1.L vs. CUSS.L - Expense Ratio Comparison

Both CUS1.L and CUSS.L have an expense ratio of 0.43%.


Dividends

CUS1.L vs. CUSS.L - Dividend Comparison

Neither CUS1.L nor CUSS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, CUS1.L and CUSS.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.43% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CUS1.L and CUSS.L have the same expense ratio: 0.43% per year.

CUS1.L tracks Russell 2000 TR USD, while CUSS.L tracks MSCI USA Small Cap ESG Enhanced CTB Index.

Portfolio Optimizer

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