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IQQN.DE vs. USCP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQN.DE vs. USCP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI North America UCITS ETF (IQQN.DE) and Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IQQN.DE achieves a 11.09% return, which is significantly higher than USCP.DE's 1.13% return. Over the past 10 years, IQQN.DE has outperformed USCP.DE with an annualized return of 14.38%, while USCP.DE has yielded a comparatively lower 13.23% annualized return.


IQQN.DE

1D
-0.05%
1M
4.42%
YTD
11.09%
6M
10.54%
1Y
24.97%
3Y*
18.64%
5Y*
13.97%
10Y*
14.38%

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

IQQN.DE vs. USCP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQN.DE
iShares MSCI North America UCITS ETF
11.09%4.95%31.43%22.31%-15.50%38.10%8.53%34.21%-2.31%6.17%
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 IQQN.DE and USCP.DE is 0.60, 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

0.60

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

0.76

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

0.86

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

0.91

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2015

0.91

Over the past year, the correlation between IQQN.DE and USCP.DE has dropped to 0.60 - well below their long-term average of 0.91, suggesting their price drivers have been diverging.

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Return for Risk

IQQN.DE vs. USCP.DE — Risk / Return Rank

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

IQQN.DE
IQQN.DE Risk / Return Rank: 6868
Overall Rank
IQQN.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IQQN.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
IQQN.DE Omega Ratio Rank: 6868
Omega Ratio Rank
IQQN.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
IQQN.DE Martin Ratio Rank: 6868
Martin Ratio Rank

USCP.DE
USCP.DE Risk / Return Rank: 1818
Overall Rank
USCP.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
USCP.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
USCP.DE Omega Ratio Rank: 1616
Omega Ratio Rank
USCP.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
USCP.DE Martin Ratio Rank: 2020
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.

IQQN.DE vs. USCP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI North America UCITS ETF (IQQN.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.


IQQN.DEUSCP.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.66

Sortino ratioReturn per unit of downside risk

+2.19

Omega ratioGain probability vs. loss probability

1.40

1.09

+0.31

Calmar ratioReturn relative to maximum drawdown

3.46

0.72

+2.74

Martin ratioReturn relative to average drawdown

12.25

2.18

+10.07

IQQN.DE vs. USCP.DE - Sharpe Ratio Comparison

The current IQQN.DE Sharpe Ratio is 2.16, which is higher than the USCP.DE Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of IQQN.DE and USCP.DE, 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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Sharpe Ratios by Period


IQQN.DEUSCP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

0.51

+1.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.67

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

0.82

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.74

-0.15

Drawdowns

IQQN.DE vs. USCP.DE - Drawdown Comparison

The maximum IQQN.DE drawdown since its inception was -52.40%, which is greater than USCP.DE's maximum drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for IQQN.DE and USCP.DE.


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Drawdown Indicators


IQQN.DEUSCP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.40%

-34.80%

-17.60%

Max Drawdown (1Y)

Largest decline over 1 year

-7.22%

-7.04%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-23.46%

-19.22%

-4.24%

Max Drawdown (5Y)

Largest decline over 5 years

-23.46%

-19.22%

-4.24%

Max Drawdown (10Y)

Largest decline over 10 years

-34.38%

-34.80%

+0.42%

Current Drawdown

Current decline from peak

-0.35%

-7.42%

+7.07%

Average Drawdown

Average peak-to-trough decline

-9.11%

-4.90%

-4.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.34%

-0.29%

Volatility

IQQN.DE vs. USCP.DE - Volatility Comparison

The current volatility for iShares MSCI North America UCITS ETF (IQQN.DE) is 2.66%, while Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) has a volatility of 3.16%. This indicates that IQQN.DE experiences smaller price fluctuations and is considered to be less risky than USCP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQN.DEUSCP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

3.16%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

7.55%

7.23%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

11.56%

10.00%

+1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.24%

14.46%

+0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.09%

16.11%

-0.02%

IQQN.DE vs. USCP.DE - Expense Ratio Comparison

IQQN.DE has a 0.40% expense ratio, which is lower than USCP.DE's 0.65% expense ratio.


Dividends

IQQN.DE vs. USCP.DE - Dividend Comparison

IQQN.DE's dividend yield for the trailing twelve months is around 0.61%, while USCP.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IQQN.DE
iShares MSCI North America UCITS ETF
0.61%0.68%0.75%0.99%1.15%0.73%1.09%1.22%1.42%1.34%1.37%1.53%
USCP.DE
Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IQQN.DE and USCP.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IQQN.DE is cheaper with a 0.40% expense ratio, compared with 0.65% for USCP.DE.

IQQN.DE tracks MSCI North America, while USCP.DE tracks Shiller Barclays CAPE® US Sector Value. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.40% for IQQN.DE and 0.65% for USCP.DE.

Portfolio Optimizer

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