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IDP6.L vs. CUSS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDP6.L vs. CUSS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.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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Returns By Period

In the year-to-date period, IDP6.L achieves a 19.44% return, which is significantly higher than CUSS.L's 16.17% return. Over the past 10 years, IDP6.L has underperformed CUSS.L with an annualized return of 10.14%, while CUSS.L has yielded a comparatively higher 10.74% annualized return.


IDP6.L

1D
-0.60%
1M
1.24%
6M
14.55%
YTD
19.44%
1Y
30.44%
3Y*
13.63%
5Y*
7.17%
10Y*
10.14%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDP6.L vs. CUSS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDP6.L
iShares S&P Small Cap 600 UCITS ETF USD (Dist)
19.44%6.28%7.11%17.37%-16.73%26.35%10.58%21.32%-9.77%13.15%
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%

Correlation

The correlation between IDP6.L and CUSS.L is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.96

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

0.97

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

0.96

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

0.95

The correlation between IDP6.L and CUSS.L has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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Return for Risk

IDP6.L vs. CUSS.L — Risk / Return Rank

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

IDP6.L
IDP6.L Risk / Return Rank: 7979
Overall Rank
IDP6.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
IDP6.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
IDP6.L Omega Ratio Rank: 7373
Omega Ratio Rank
IDP6.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
IDP6.L Martin Ratio Rank: 8080
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.

IDP6.L vs. CUSS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.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.


IDP6.LCUSS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.34

1.33

+0.02

Calmar ratioReturn relative to maximum drawdown

3.80

3.74

+0.07

Martin ratioReturn relative to average drawdown

12.09

12.44

-0.35

IDP6.L vs. CUSS.L - Sharpe Ratio Comparison

The current IDP6.L Sharpe Ratio is 1.96, which is comparable to the CUSS.L Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of IDP6.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

IDP6.L vs. CUSS.L - Drawdown Comparison

The maximum IDP6.L drawdown since its inception was -52.21%, which is greater than CUSS.L's maximum drawdown of -42.70%. Use the drawdown chart below to compare losses from any high point for IDP6.L and CUSS.L.


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Drawdown Indicators


IDP6.LCUSS.LDifference

Max Drawdown

Largest peak-to-trough decline

-52.21%

-42.70%

-9.51%

Max Drawdown (1Y)

Largest decline over 1 year

-8.66%

-8.38%

-0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-28.99%

-27.77%

-1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-28.99%

-28.73%

-0.26%

Max Drawdown (10Y)

Largest decline over 10 years

-45.49%

-42.70%

-2.79%

Current Drawdown

Current decline from peak

-2.42%

-3.61%

+1.19%

Average Drawdown

Average peak-to-trough decline

-9.38%

-6.94%

-2.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

2.52%

+0.21%

Volatility

IDP6.L vs. CUSS.L - Volatility Comparison

The current volatility for iShares S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.L) is 4.36%, while iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc) (CUSS.L) has a volatility of 4.69%. This indicates that IDP6.L experiences smaller price fluctuations and is considered to be less risky than CUSS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDP6.LCUSS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

4.69%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

12.06%

12.22%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

16.95%

16.59%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.13%

21.16%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.67%

20.92%

+0.75%

IDP6.L vs. CUSS.L - Expense Ratio Comparison

IDP6.L has a 0.40% expense ratio, which is lower than CUSS.L's 0.43% expense ratio.


Dividends

IDP6.L vs. CUSS.L - Dividend Comparison

IDP6.L's dividend yield for the trailing twelve months is around 1.01%, while CUSS.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CUSS.L
iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (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%
IDP6.L
iShares S&P Small Cap 600 UCITS ETF USD (Dist)
1.01%1.16%1.18%1.07%1.06%0.66%0.88%0.94%1.01%0.72%0.87%0.56%

Frequently Asked Questions


With a correlation of 0.94, IDP6.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.

On fees, IDP6.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDP6.L is cheaper with a 0.40% expense ratio, compared with 0.43% for CUSS.L.

IDP6.L tracks iShares S&P Small Cap 600 UCITS ETF USD (Dist), while CUSS.L tracks MSCI USA Small Cap ESG Enhanced CTB Index. Their fees differ too: 0.40% for IDP6.L and 0.43% for CUSS.L.

Portfolio Optimizer

Find the right allocation for IDP6.L and CUSS.L

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