ISUS.L vs. CAPU.L
ISUS.L (iShares MSCI USA Islamic UCITS ETF USD (Dist)) and CAPU.L (Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust) are both Large Cap Blend Equities funds - ISUS.L tracks the MSCI US Islamic Gross Index in USD (NET) while CAPU.L tracks the Russell 1000 TR USD. Both are passively managed. Over the past 10 years, ISUS.L returned 11.08%/yr vs 13.21%/yr for CAPU.L. A 0.80 correlation means they provide meaningful diversification when combined. ISUS.L charges 0.30%/yr vs 0.65%/yr for CAPU.L.
Performance
ISUS.L vs. CAPU.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ISUS.L achieves a 15.18% return, which is significantly higher than CAPU.L's 4.43% return. Over the past 10 years, ISUS.L has underperformed CAPU.L with an annualized return of 11.08%, while CAPU.L has yielded a comparatively higher 13.21% annualized return.
ISUS.L
- 1D
- -1.12%
- 1M
- -4.93%
- 6M
- 12.13%
- YTD
- 15.18%
- 1Y
- 26.94%
- 3Y*
- 14.18%
- 5Y*
- 13.20%
- 10Y*
- 11.08%
CAPU.L
- 1D
- 0.27%
- 1M
- 2.79%
- 6M
- 3.22%
- YTD
- 4.43%
- 1Y
- 9.36%
- 3Y*
- 10.65%
- 5Y*
- 9.82%
- 10Y*
- 13.21%
ISUS.L vs. CAPU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISUS.L iShares MSCI USA Islamic UCITS ETF USD (Dist) | 15.18% | 8.35% | 11.17% | 18.94% | -1.34% | 31.21% | 3.24% | 16.79% | -0.56% | 3.81% |
CAPU.L Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust | 4.43% | 1.73% | 17.90% | 21.81% | -5.24% | 29.62% | 14.24% | 26.06% | 0.66% | 10.10% |
Correlation
The correlation between ISUS.L and CAPU.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2015 | 0.80 |
Over the past year, the correlation between ISUS.L and CAPU.L has dropped to 0.34 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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
ISUS.L vs. CAPU.L — Risk / Return Rank
ISUS.L
CAPU.L
ISUS.L vs. CAPU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Islamic UCITS ETF USD (Dist) (ISUS.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.
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.
| ISUS.L | CAPU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.17 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | 1.20 | +2.26 |
| Martin ratioReturn relative to average drawdown | 12.15 | 3.39 | +8.76 |
Loading charts...
Drawdowns
ISUS.L vs. CAPU.L - Drawdown Comparison
The maximum ISUS.L drawdown since its inception was -60.74%, which is greater than CAPU.L's maximum drawdown of -42.89%. Use the drawdown chart below to compare losses from any high point for ISUS.L and CAPU.L.
Loading charts...
Drawdown Indicators
| ISUS.L | CAPU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.74% | -42.89% | -17.85% |
Max Drawdown (1Y)Largest decline over 1 year | -7.75% | -7.76% | +0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -23.99% | -20.13% | -3.86% |
Max Drawdown (5Y)Largest decline over 5 years | -23.99% | -20.13% | -3.86% |
Max Drawdown (10Y)Largest decline over 10 years | -24.48% | -26.39% | +1.91% |
Current DrawdownCurrent decline from peak | -7.75% | -0.07% | -7.68% |
Average DrawdownAverage peak-to-trough decline | -14.34% | -9.81% | -4.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.76% | -0.55% |
Volatility
ISUS.L vs. CAPU.L - Volatility Comparison
iShares MSCI USA Islamic UCITS ETF USD (Dist) (ISUS.L) has a higher volatility of 6.15% compared to Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) at 2.89%. This indicates that ISUS.L's price experiences larger fluctuations and is considered to be riskier than CAPU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ISUS.L | CAPU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.15% | 2.89% | +3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 11.39% | 7.30% | +4.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.03% | 9.28% | +4.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 19.40% | -4.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.59% | 21.26% | -5.67% |
ISUS.L vs. CAPU.L - Expense Ratio Comparison
ISUS.L has a 0.30% expense ratio, which is lower than CAPU.L's 0.65% expense ratio.
Dividends
ISUS.L vs. CAPU.L - Dividend Comparison
ISUS.L's dividend yield for the trailing twelve months is around 0.66%, while CAPU.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAPU.L Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ISUS.L iShares MSCI USA Islamic UCITS ETF USD (Dist) | 0.66% | 0.75% | 0.89% | 1.13% | 1.53% | 1.00% | 1.50% | 1.41% | 1.45% | 1.43% | 1.23% | 1.39% |
Frequently Asked Questions
ISUS.L and CAPU.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ISUS.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ISUS.L is cheaper with a 0.30% expense ratio, compared with 0.65% for CAPU.L.
ISUS.L tracks MSCI US Islamic Gross Index in USD (NET), while CAPU.L tracks Russell 1000 TR USD. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.30% for ISUS.L and 0.65% for CAPU.L.
Find the right allocation for ISUS.L and CAPU.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