EUMV.L vs. CAPU.L
EUMV.L (Ossiam Europe ESG Machine Learning ETF UCITS (EUR)) and CAPU.L (Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust) are both exchange-traded funds - EUMV.L is a Europe Equities fund tracking the MSCI Europe NR EUR, while CAPU.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD. Both are passively managed. Over the past 10 years, EUMV.L returned 6.77%/yr vs 13.22%/yr for CAPU.L. A 0.58 correlation means they provide meaningful diversification when combined. EUMV.L charges 0.45%/yr vs 0.65%/yr for CAPU.L.
Performance
EUMV.L vs. CAPU.L - Performance Comparison
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Different Trading Currencies
EUMV.L is traded in EUR, while CAPU.L is traded in GBp. To make them comparable, the CAPU.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EUMV.L achieves a 5.51% return, which is significantly higher than CAPU.L's 1.07% return. Over the past 10 years, EUMV.L has underperformed CAPU.L with an annualized return of 6.77%, while CAPU.L has yielded a comparatively higher 13.22% annualized return.
EUMV.L
- 1D
- 0.60%
- 1M
- -0.34%
- YTD
- 5.51%
- 6M
- 7.03%
- 1Y
- 4.29%
- 3Y*
- 11.20%
- 5Y*
- 6.88%
- 10Y*
- 6.77%
CAPU.L
- 1D
- 1.27%
- 1M
- 0.52%
- YTD
- 1.07%
- 6M
- 2.02%
- 1Y
- 5.15%
- 3Y*
- 9.24%
- 5Y*
- 9.70%
- 10Y*
- 13.22%
EUMV.L vs. CAPU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUMV.L Ossiam Europe ESG Machine Learning ETF UCITS (EUR) | 5.51% | 12.06% | 14.58% | 6.69% | -13.94% | 23.14% | 0.82% | 18.31% | -4.96% | 12.22% |
CAPU.L Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust | 1.07% | -3.57% | 23.58% | 24.39% | -10.13% | 38.05% | 8.03% | 34.07% | 0.07% | 5.07% |
Correlation
The correlation between EUMV.L and CAPU.L is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2015 | 0.58 |
The correlation between EUMV.L and CAPU.L shifts across timeframes, from 0.45 (3 years) to 0.58 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EUMV.L vs. CAPU.L — Risk / Return Rank
EUMV.L
CAPU.L
EUMV.L vs. CAPU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ossiam Europe ESG Machine Learning ETF UCITS (EUR) (EUMV.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.
| EUMV.L | CAPU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.09 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 0.70 | -0.15 |
| Martin ratioReturn relative to average drawdown | 1.56 | 2.12 | -0.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EUMV.L | CAPU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 0.53 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.68 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.82 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.73 | -0.10 |
Drawdowns
EUMV.L vs. CAPU.L - Drawdown Comparison
The maximum EUMV.L drawdown since its inception was -30.58%, smaller than the maximum CAPU.L drawdown of -33.73%. Use the drawdown chart below to compare losses from any high point for EUMV.L and CAPU.L.
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Drawdown Indicators
| EUMV.L | CAPU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.58% | -33.73% | +3.15% |
Max Drawdown (1Y)Largest decline over 1 year | -7.79% | -7.37% | -0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -12.32% | -17.86% | +5.54% |
Max Drawdown (5Y)Largest decline over 5 years | -20.37% | -17.86% | -2.51% |
Max Drawdown (10Y)Largest decline over 10 years | -30.58% | -33.73% | +3.15% |
Current DrawdownCurrent decline from peak | -1.83% | -7.38% | +5.55% |
Average DrawdownAverage peak-to-trough decline | -5.23% | -4.85% | -0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 2.43% | +0.31% |
Volatility
EUMV.L vs. CAPU.L - Volatility Comparison
Ossiam Europe ESG Machine Learning ETF UCITS (EUR) (EUMV.L) and Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) have volatilities of 3.26% and 3.12%, 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
| EUMV.L | CAPU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.26% | 3.12% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 8.53% | 7.23% | +1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.22% | 9.74% | +0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.83% | 14.33% | -2.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.37% | 16.08% | -3.71% |
EUMV.L vs. CAPU.L - Expense Ratio Comparison
EUMV.L has a 0.45% expense ratio, which is lower than CAPU.L's 0.65% expense ratio.
Dividends
EUMV.L vs. CAPU.L - Dividend Comparison
Neither EUMV.L nor CAPU.L has paid dividends to shareholders.
Frequently Asked Questions
EUMV.L and CAPU.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUMV.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUMV.L is cheaper with a 0.45% expense ratio, compared with 0.65% for CAPU.L.
EUMV.L is categorized as Europe Equities, while CAPU.L is Large Cap Blend Equities. EUMV.L tracks MSCI Europe NR EUR, while CAPU.L tracks Russell 1000 TR USD. Their fees differ too: 0.45% for EUMV.L and 0.65% for CAPU.L.
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