CUS1.L vs. VBR
Compare and contrast key facts about iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (CUS1.L) and Vanguard Small-Cap Value ETF (VBR).
CUS1.L and VBR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004. Both CUS1.L and VBR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CUS1.L or VBR.
Key characteristics
| CUS1.L | VBR | |
|---|---|---|
| YTD Return | 1.68% | 9.80% |
| 1Y Return | 9.45% | 20.57% |
| 3Y Return (Ann) | 3.23% | 7.19% |
| 5Y Return (Ann) | 7.42% | 10.53% |
| 10Y Return (Ann) | 10.63% | 8.76% |
| Sharpe Ratio | 0.60 | 1.28 |
| Daily Std Dev | 16.73% | 17.49% |
| Max Drawdown | -35.26% | -62.01% |
| Current Drawdown | -4.90% | -1.48% |
Correlation
The correlation between CUS1.L and VBR is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CUS1.L vs. VBR - Performance Comparison
In the year-to-date period, CUS1.L achieves a 1.68% return, which is significantly lower than VBR's 9.80% return. Over the past 10 years, CUS1.L has outperformed VBR with an annualized return of 10.63%, while VBR has yielded a comparatively lower 8.76% 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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CUS1.L vs. VBR - Expense Ratio Comparison
CUS1.L has a 0.43% expense ratio, which is higher than VBR's 0.07% expense ratio.
Risk-Adjusted Performance
CUS1.L vs. VBR - 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 Vanguard Small-Cap Value ETF (VBR). 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. VBR - Dividend Comparison
CUS1.L has not paid dividends to shareholders, while VBR's dividend yield for the trailing twelve months is around 2.04%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CUS1.L iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 2.04% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
CUS1.L vs. VBR - Drawdown Comparison
The maximum CUS1.L drawdown since its inception was -35.26%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for CUS1.L and VBR. For additional features, visit the drawdowns tool.
Volatility
CUS1.L vs. VBR - Volatility Comparison
iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (CUS1.L) has a higher volatility of 5.49% compared to Vanguard Small-Cap Value ETF (VBR) at 4.87%. This indicates that CUS1.L's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.