PortfoliosLab logoPortfoliosLab logo
ISP6.L vs. CUSS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISP6.L vs. CUSS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P SmallCap 600 UCITS ETF (ISP6.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.

Loading charts...

Different Trading Currencies

ISP6.L is traded in GBp, while CUSS.L is traded in USD. To make them comparable, the CUSS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISP6.L achieves a 19.86% return, which is significantly higher than CUSS.L's 16.43% return. Over the past 10 years, ISP6.L has underperformed CUSS.L with an annualized return of 10.03%, while CUSS.L has yielded a comparatively higher 10.58% annualized return.


ISP6.L

1D
0.14%
1M
1.32%
6M
14.94%
YTD
19.86%
1Y
30.11%
3Y*
13.21%
5Y*
7.80%
10Y*
10.03%

CUSS.L

1D
0.00%
1M
-2.10%
6M
11.12%
YTD
16.43%
1Y
28.47%
3Y*
12.93%
5Y*
7.96%
10Y*
10.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISP6.L vs. CUSS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISP6.L
iShares S&P SmallCap 600 UCITS ETF
19.86%-0.91%8.76%10.98%-6.72%27.86%6.87%17.51%-4.56%3.05%
CUSS.L
iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc)
16.43%2.30%11.72%11.84%-7.30%19.67%15.07%21.58%-5.62%6.06%

Correlation

The correlation between ISP6.L and CUSS.L is 0.89, 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

0.89

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

0.92

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

0.92

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

0.92

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

0.91

The correlation between ISP6.L and CUSS.L has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ISP6.L vs. CUSS.L — Risk / Return Rank

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

ISP6.L
ISP6.L Risk / Return Rank: 8181
Overall Rank
ISP6.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
ISP6.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
ISP6.L Omega Ratio Rank: 7474
Omega Ratio Rank
ISP6.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
ISP6.L Martin Ratio Rank: 8686
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.

ISP6.L vs. CUSS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 UCITS ETF (ISP6.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.


ISP6.LCUSS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.35

1.33

+0.02

Calmar ratioReturn relative to maximum drawdown

4.65

4.52

+0.13

Martin ratioReturn relative to average drawdown

13.94

13.69

+0.25

ISP6.L vs. CUSS.L - Sharpe Ratio Comparison

The current ISP6.L Sharpe Ratio is 1.95, which is comparable to the CUSS.L Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of ISP6.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.


Loading charts...

Drawdowns

ISP6.L vs. CUSS.L - Drawdown Comparison

The maximum ISP6.L drawdown since its inception was -66.35%, which is greater than CUSS.L's maximum drawdown of -35.69%. Use the drawdown chart below to compare losses from any high point for ISP6.L and CUSS.L.


Loading charts...

Drawdown Indicators


ISP6.LCUSS.LDifference

Max Drawdown

Largest peak-to-trough decline

-66.35%

-35.69%

-30.66%

Max Drawdown (1Y)

Largest decline over 1 year

-6.45%

-6.87%

+0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-30.26%

-29.20%

-1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-30.26%

-29.20%

-1.06%

Max Drawdown (10Y)

Largest decline over 10 years

-39.08%

-35.69%

-3.39%

Current Drawdown

Current decline from peak

-3.19%

-4.86%

+1.67%

Average Drawdown

Average peak-to-trough decline

-15.49%

-6.22%

-9.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

2.27%

-0.12%

Volatility

ISP6.L vs. CUSS.L - Volatility Comparison

The current volatility for iShares S&P SmallCap 600 UCITS ETF (ISP6.L) is 4.29%, while iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc) (CUSS.L) has a volatility of 4.87%. This indicates that ISP6.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.


Loading charts...

Volatility by Period


ISP6.LCUSS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

4.87%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

12.04%

-1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

15.40%

16.29%

-0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.08%

20.11%

-1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.38%

20.42%

-0.04%

ISP6.L vs. CUSS.L - Expense Ratio Comparison

ISP6.L has a 0.40% expense ratio, which is lower than CUSS.L's 0.43% expense ratio.


Dividends

ISP6.L vs. CUSS.L - Dividend Comparison

ISP6.L's dividend yield for the trailing twelve months is around 0.49%, 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%
ISP6.L
iShares S&P SmallCap 600 UCITS ETF
0.49%1.22%1.15%1.08%1.00%0.65%0.94%0.97%0.96%0.78%0.77%0.53%

Frequently Asked Questions


ISP6.L and CUSS.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISP6.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISP6.L is cheaper with a 0.40% expense ratio, compared with 0.43% for CUSS.L.

ISP6.L tracks Russell 2000 TR USD, while CUSS.L tracks MSCI USA Small Cap ESG Enhanced CTB Index. Their fees differ too: 0.40% for ISP6.L and 0.43% for CUSS.L.

Portfolio Optimizer

Find the right allocation for ISP6.L and CUSS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer