PortfoliosLab logoPortfoliosLab logo
ISUS.L vs. CAPU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISUS.L vs. CAPU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI USA Islamic UCITS ETF USD (Dist) (ISUS.L) and Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L). The values are adjusted to include any dividend payments, if applicable.

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

ISUS.L vs. CAPU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

ISUS.L
ISUS.L Risk / Return Rank: 8080
Overall Rank
ISUS.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ISUS.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
ISUS.L Omega Ratio Rank: 7979
Omega Ratio Rank
ISUS.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
ISUS.L Martin Ratio Rank: 8383
Martin Ratio Rank

CAPU.L
CAPU.L Risk / Return Rank: 3232
Overall Rank
CAPU.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
CAPU.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
CAPU.L Omega Ratio Rank: 3030
Omega Ratio Rank
CAPU.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
CAPU.L Martin Ratio Rank: 3030
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.

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.LCAPU.LDifference
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

ISUS.L vs. CAPU.L - Sharpe Ratio Comparison

The current ISUS.L Sharpe Ratio is 1.92, which is higher than the CAPU.L Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of ISUS.L and CAPU.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

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.LCAPU.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.75%

-0.07%

-7.68%

Average Drawdown

Average peak-to-trough decline

-14.34%

-9.81%

-4.53%

Ulcer Index

Depth 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.LCAPU.LDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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