GMVM.DE vs. USCP.DE
GMVM.DE (VanEck Morningstar US Sustainable Wide Moat UCITS ETF) and USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) are both Large Cap Blend Equities funds - GMVM.DE tracks the Morningstar US Sustainable Moat Focus while USCP.DE tracks the Shiller Barclays CAPE® US Sector Value. Both are passively managed. Over the past 10 years, GMVM.DE returned 10.29%/yr vs 13.23%/yr for USCP.DE. Their correlation of 0.88 suggests significant overlap in exposure. GMVM.DE charges 0.49%/yr vs 0.65%/yr for USCP.DE.
Performance
GMVM.DE vs. USCP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, GMVM.DE achieves a -1.57% return, which is significantly lower than USCP.DE's 1.13% return. Over the past 10 years, GMVM.DE has underperformed USCP.DE with an annualized return of 10.29%, while USCP.DE has yielded a comparatively higher 13.23% annualized return.
GMVM.DE
- 1D
- 0.97%
- 1M
- 2.94%
- YTD
- -1.57%
- 6M
- -3.00%
- 1Y
- 6.57%
- 3Y*
- 5.24%
- 5Y*
- 4.14%
- 10Y*
- 10.29%
USCP.DE
- 1D
- 1.28%
- 1M
- -0.01%
- YTD
- 1.13%
- 6M
- 1.02%
- 1Y
- 5.41%
- 3Y*
- 9.33%
- 5Y*
- 9.75%
- 10Y*
- 13.23%
GMVM.DE vs. USCP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GMVM.DE VanEck Morningstar US Sustainable Wide Moat UCITS ETF | -1.57% | -4.56% | 17.59% | 14.37% | -14.38% | 36.91% | 2.73% | 38.45% | 2.27% | 7.97% |
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | 1.13% | -3.26% | 22.70% | 25.56% | -10.80% | 38.73% | 7.54% | 33.98% | 0.41% | 5.39% |
Correlation
The correlation between GMVM.DE and USCP.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2015 | 0.88 |
The correlation between GMVM.DE and USCP.DE shifts across timeframes, from 0.69 (1 year) to 0.88 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
GMVM.DE vs. USCP.DE — Risk / Return Rank
GMVM.DE
USCP.DE
GMVM.DE vs. USCP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar US Sustainable Wide Moat UCITS ETF (GMVM.DE) and Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE). 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.
| GMVM.DE | USCP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.09 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 0.72 | -0.14 |
| Martin ratioReturn relative to average drawdown | 1.37 | 2.18 | -0.81 |
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
| GMVM.DE | USCP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 0.51 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.67 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.82 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.74 | -0.13 |
Drawdowns
GMVM.DE vs. USCP.DE - Drawdown Comparison
The maximum GMVM.DE drawdown since its inception was -32.25%, smaller than the maximum USCP.DE drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for GMVM.DE and USCP.DE.
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Drawdown Indicators
| GMVM.DE | USCP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.25% | -34.80% | +2.55% |
Max Drawdown (1Y)Largest decline over 1 year | -11.00% | -7.04% | -3.96% |
Max Drawdown (3Y)Largest decline over 3 years | -25.74% | -19.22% | -6.52% |
Max Drawdown (5Y)Largest decline over 5 years | -25.74% | -19.22% | -6.52% |
Max Drawdown (10Y)Largest decline over 10 years | -32.25% | -34.80% | +2.55% |
Current DrawdownCurrent decline from peak | -10.18% | -7.42% | -2.76% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -4.90% | -0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.69% | 2.34% | +2.35% |
Volatility
GMVM.DE vs. USCP.DE - Volatility Comparison
VanEck Morningstar US Sustainable Wide Moat UCITS ETF (GMVM.DE) and Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) have volatilities of 3.23% and 3.16%, 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
| GMVM.DE | USCP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | 3.16% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 8.82% | 7.23% | +1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.33% | 10.00% | +3.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.26% | 14.46% | +0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 16.11% | +0.43% |
GMVM.DE vs. USCP.DE - Expense Ratio Comparison
GMVM.DE has a 0.49% expense ratio, which is lower than USCP.DE's 0.65% expense ratio.
Dividends
GMVM.DE vs. USCP.DE - Dividend Comparison
Neither GMVM.DE nor USCP.DE has paid dividends to shareholders.
Frequently Asked Questions
GMVM.DE and USCP.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GMVM.DE is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GMVM.DE is cheaper with a 0.49% expense ratio, compared with 0.65% for USCP.DE.
GMVM.DE tracks Morningstar US Sustainable Moat Focus, while USCP.DE tracks Shiller Barclays CAPE® US Sector Value. They also come from different issuers: VanEck and Natixis. Their fees differ too: 0.49% for GMVM.DE and 0.65% for USCP.DE.
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