CUSS.L vs. ISAC.L
CUSS.L (iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc)) and ISAC.L (iShares MSCI ACWI UCITS ETF USD (Acc)) are both exchange-traded funds - CUSS.L is a Small Cap Blend Equities fund tracking the MSCI USA Small Cap ESG Enhanced CTB Index, while ISAC.L is a Global Equities fund tracking the MSCI All Country World Index (Net). Both are passively managed. Over the past 10 years, CUSS.L returned 10.74%/yr vs 12.44%/yr for ISAC.L. Their correlation of 0.82 suggests significant overlap in exposure. CUSS.L charges 0.43%/yr vs 0.20%/yr for ISAC.L.
Performance
CUSS.L vs. ISAC.L - Performance Comparison
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Returns By Period
In the year-to-date period, CUSS.L achieves a 16.17% return, which is significantly higher than ISAC.L's 11.18% return. Over the past 10 years, CUSS.L has underperformed ISAC.L with an annualized return of 10.74%, while ISAC.L has yielded a comparatively higher 12.44% annualized return.
CUSS.L
- 1D
- -0.63%
- 1M
- -1.86%
- 6M
- 11.10%
- YTD
- 16.17%
- 1Y
- 29.03%
- 3Y*
- 13.99%
- 5Y*
- 7.45%
- 10Y*
- 10.74%
ISAC.L
- 1D
- 0.12%
- 1M
- -0.60%
- 6M
- 9.67%
- YTD
- 11.18%
- 1Y
- 23.73%
- 3Y*
- 19.02%
- 5Y*
- 11.12%
- 10Y*
- 12.44%
CUSS.L vs. ISAC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CUSS.L iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc) | 16.17% | 10.15% | 9.80% | 17.73% | -17.15% | 18.55% | 18.55% | 26.39% | -10.90% | 16.10% |
ISAC.L iShares MSCI ACWI UCITS ETF USD (Acc) | 11.18% | 22.36% | 17.81% | 22.57% | -18.16% | 18.85% | 15.66% | 25.75% | -9.73% | 24.40% |
Correlation
The correlation between CUSS.L and ISAC.L is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 2011 | 0.82 |
The correlation between CUSS.L and ISAC.L has been stable across timeframes, ranging from 0.80 to 0.84 - a consistent structural relationship.
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Return for Risk
CUSS.L vs. ISAC.L — Risk / Return Rank
CUSS.L
ISAC.L
CUSS.L vs. ISAC.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc) (CUSS.L) and iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.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.
| CUSS.L | ISAC.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.34 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | 2.70 | +1.04 |
| Martin ratioReturn relative to average drawdown | 12.44 | 10.76 | +1.68 |
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Drawdowns
CUSS.L vs. ISAC.L - Drawdown Comparison
The maximum CUSS.L drawdown since its inception was -42.70%, which is greater than ISAC.L's maximum drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for CUSS.L and ISAC.L.
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Drawdown Indicators
| CUSS.L | ISAC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.70% | -33.82% | -8.88% |
Max Drawdown (1Y)Largest decline over 1 year | -8.38% | -8.77% | +0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -27.77% | -16.56% | -11.21% |
Max Drawdown (5Y)Largest decline over 5 years | -28.73% | -26.07% | -2.66% |
Max Drawdown (10Y)Largest decline over 10 years | -42.70% | -33.82% | -8.88% |
Current DrawdownCurrent decline from peak | -3.61% | -1.03% | -2.58% |
Average DrawdownAverage peak-to-trough decline | -6.94% | -4.62% | -2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.20% | +0.32% |
Volatility
CUSS.L vs. ISAC.L - Volatility Comparison
iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc) (CUSS.L) has a higher volatility of 4.69% compared to iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) at 3.18%. This indicates that CUSS.L's price experiences larger fluctuations and is considered to be riskier than ISAC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CUSS.L | ISAC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.69% | 3.18% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 12.22% | 10.57% | +1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.59% | 12.88% | +3.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.16% | 15.65% | +5.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.92% | 15.82% | +5.10% |
CUSS.L vs. ISAC.L - Expense Ratio Comparison
CUSS.L has a 0.43% expense ratio, which is higher than ISAC.L's 0.20% expense ratio.
Dividends
CUSS.L vs. ISAC.L - Dividend Comparison
Neither CUSS.L nor ISAC.L has paid dividends to shareholders.
Frequently Asked Questions
CUSS.L and ISAC.L have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ISAC.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ISAC.L is cheaper with a 0.20% expense ratio, compared with 0.43% for CUSS.L.
CUSS.L is categorized as Small Cap Blend Equities, while ISAC.L is Global Equities. CUSS.L tracks MSCI USA Small Cap ESG Enhanced CTB Index, while ISAC.L tracks MSCI All Country World Index (Net). Their fees differ too: 0.43% for CUSS.L and 0.20% for ISAC.L.
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