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MIDD.L vs. CUKS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

MIDD.L vs. CUKS.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares FTSE 250 UCITS ETF (MIDD.L) and iShares MSCI UK Small Cap UCITS ETF (Acc) (CUKS.L).

MIDD.L and CUKS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MIDD.L is a passively managed fund by iShares that tracks the performance of the FTSE 250 Ex Investment Trust TR GBP. It was launched on Mar 26, 2004. CUKS.L is a passively managed fund by iShares that tracks the performance of the FTSE Small Cap Ex Invest Trust TR GBP. It was launched on Jul 1, 2009. Both MIDD.L and CUKS.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

MIDD.L vs. CUKS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares FTSE 250 UCITS ETF (MIDD.L) and iShares MSCI UK Small Cap UCITS ETF (Acc) (CUKS.L). The values are adjusted to include any dividend payments, if applicable.

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MIDD.L vs. CUKS.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MIDD.L
iShares FTSE 250 UCITS ETF		-3.00%12.44%7.33%7.76%-17.86%16.27%-5.34%28.46%-13.44%17.34%
CUKS.L
iShares MSCI UK Small Cap UCITS ETF (Acc)		-2.99%14.90%5.74%9.76%-22.81%14.33%-6.24%29.73%-15.36%20.13%

Returns By Period

The year-to-date returns for both investments are quite close, with MIDD.L having a -3.00% return and CUKS.L slightly higher at -2.99%. Over the past 10 years, MIDD.L has outperformed CUKS.L with an annualized return of 5.00%, while CUKS.L has yielded a comparatively lower 4.40% annualized return.

MIDD.L

1D
2.41%
1M
-7.09%
YTD
-3.00%
6M
-0.49%
1Y
14.16%
3Y*
7.68%
5Y*
2.53%
10Y*
5.00%

CUKS.L

1D
2.43%
1M
-7.86%
YTD
-2.99%
6M
-0.21%
1Y
15.32%
3Y*
8.35%
5Y*
1.12%
10Y*
4.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

iShares FTSE 250 UCITS ETF

iShares MSCI UK Small Cap UCITS ETF (Acc)

Often compared with MIDD.L:
MIDD.L vs. VMID.LMIDD.L vs. CSUK.LMIDD.L vs. SWDA.LMIDD.L vs. HMWO.LMIDD.L vs. CNDX.LMIDD.L vs. ISF.LMIDD.L vs. VOO
Often compared with CUKS.L:
CUKS.L vs. VMIG.LCUKS.L vs. IITU.LCUKS.L vs. AEICUKS.L vs. CUKX.LCUKS.L vs. VUKG.LCUKS.L vs. AVUVCUKS.L vs. CNDX.L

MIDD.L vs. CUKS.L - Expense Ratio Comparison

MIDD.L has a 0.40% expense ratio, which is lower than CUKS.L's 0.58% expense ratio.

CUKS.L
iShares MSCI UK Small Cap UCITS ETF (Acc)
MIDD.L
iShares FTSE 250 UCITS ETF

Return for Risk

MIDD.L vs. CUKS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MIDD.L
MIDD.L Risk / Return Rank: 4949
Overall Rank
MIDD.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
MIDD.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
MIDD.L Omega Ratio Rank: 5252
Omega Ratio Rank
MIDD.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
MIDD.L Martin Ratio Rank: 4646
Martin Ratio Rank
CUKS.L
CUKS.L Risk / Return Rank: 4949
Overall Rank
CUKS.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CUKS.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
CUKS.L Omega Ratio Rank: 5151
Omega Ratio Rank
CUKS.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
CUKS.L Martin Ratio Rank: 4747
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.

MIDD.L vs. CUKS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares FTSE 250 UCITS ETF (MIDD.L) and iShares MSCI UK Small Cap UCITS ETF (Acc) (CUKS.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.

MIDD.LCUKS.LDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.01

0.00

Sortino ratio

Return per unit of downside risk

1.43

1.43

0.00

Omega ratio

Gain probability vs. loss probability

1.21

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

1.22

1.27

-0.05

Martin ratio

Return relative to average drawdown

4.78

4.88

-0.10

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MIDD.L vs. CUKS.L - Sharpe Ratio Comparison

The current MIDD.L Sharpe Ratio is 1.01, which is comparable to the CUKS.L Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of MIDD.L and CUKS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

MIDD.LCUKS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.01

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.07

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.26

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.45

+0.01

Correlation

The correlation between MIDD.L and CUKS.L is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

MIDD.L vs. CUKS.L - Dividend Comparison

MIDD.L's dividend yield for the trailing twelve months is around 3.72%, while CUKS.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
MIDD.L
iShares FTSE 250 UCITS ETF		3.72%3.56%3.05%3.17%2.76%2.01%1.51%2.72%3.07%2.80%2.67%2.80%
CUKS.L
iShares MSCI UK Small Cap UCITS ETF (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%

Drawdowns

MIDD.L vs. CUKS.L - Drawdown Comparison

The maximum MIDD.L drawdown since its inception was -51.66%, which is greater than CUKS.L's maximum drawdown of -42.42%. Use the drawdown chart below to compare losses from any high point for MIDD.L and CUKS.L.

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Drawdown Indicators

MIDD.LCUKS.LDifference

Max Drawdown

Largest peak-to-trough decline

-51.66%

-42.42%

-9.24%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-12.28%

+0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-29.93%

-35.35%

+5.42%

Max Drawdown (10Y)

Largest decline over 10 years

-41.60%

-42.42%

+0.82%

Current Drawdown

Current decline from peak

-8.55%

-9.32%

+0.77%

Average Drawdown

Average peak-to-trough decline

-8.80%

-9.33%

+0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

3.20%

-0.26%

Volatility

MIDD.L vs. CUKS.L - Volatility Comparison

The current volatility for iShares FTSE 250 UCITS ETF (MIDD.L) is 5.41%, while iShares MSCI UK Small Cap UCITS ETF (Acc) (CUKS.L) has a volatility of 5.85%. This indicates that MIDD.L experiences smaller price fluctuations and is considered to be less risky than CUKS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

MIDD.LCUKS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

5.85%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

8.81%

9.80%

-0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

13.97%

15.13%

-1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.11%

15.83%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.44%

16.92%

-0.48%