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MOAT.L vs. CAPU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MOAT.L vs. CAPU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Morningstar US Sustainable Wide Moat UCITS ETF (MOAT.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.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, MOAT.L achieves a -2.67% return, which is significantly lower than CAPU.L's -0.07% return. Over the past 10 years, MOAT.L has underperformed CAPU.L with an annualized return of 10.55%, while CAPU.L has yielded a comparatively higher 13.47% annualized return.


MOAT.L

1D
1.08%
1M
1.82%
YTD
-2.67%
6M
-3.13%
1Y
8.27%
3Y*
8.16%
5Y*
3.18%
10Y*
10.55%

CAPU.L

1D
1.41%
1M
-0.15%
YTD
-0.07%
6M
1.75%
1Y
6.94%
3Y*
12.22%
5Y*
8.69%
10Y*
13.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
MOAT.L
VanEck Morningstar US Sustainable Wide Moat UCITS ETF
-2.67%7.34%11.12%18.37%-18.70%25.53%13.62%33.80%-2.10%23.05%
CAPU.L
Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust
-0.06%9.41%15.93%28.24%-15.37%28.44%17.74%31.11%-4.42%19.79%

Correlation

The correlation between MOAT.L and CAPU.L is 0.66, 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

0.66

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

0.76

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

0.82

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

0.81

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

0.80

The correlation between MOAT.L and CAPU.L shifts across timeframes, from 0.66 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

MOAT.L vs. CAPU.L — Risk / Return Rank

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

MOAT.L
MOAT.L Risk / Return Rank: 1919
Overall Rank
MOAT.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
MOAT.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
MOAT.L Omega Ratio Rank: 1818
Omega Ratio Rank
MOAT.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
MOAT.L Martin Ratio Rank: 1818
Martin Ratio Rank

CAPU.L
CAPU.L Risk / Return Rank: 2323
Overall Rank
CAPU.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
CAPU.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
CAPU.L Omega Ratio Rank: 2323
Omega Ratio Rank
CAPU.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
CAPU.L Martin Ratio Rank: 2424
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.

MOAT.L vs. CAPU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar US Sustainable Wide Moat UCITS ETF (MOAT.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.


MOAT.LCAPU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.11

1.12

-0.01

Calmar ratioReturn relative to maximum drawdown

0.70

0.76

-0.06

Martin ratioReturn relative to average drawdown

1.89

2.37

-0.48

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

The current MOAT.L Sharpe Ratio is 0.61, which is comparable to the CAPU.L Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of MOAT.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.


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Sharpe Ratios by Period


MOAT.LCAPU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.67

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.57

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.83

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.78

-0.12

Drawdowns

MOAT.L vs. CAPU.L - Drawdown Comparison

The maximum MOAT.L drawdown since its inception was -32.78%, roughly equal to the maximum CAPU.L drawdown of -34.23%. Use the drawdown chart below to compare losses from any high point for MOAT.L and CAPU.L.


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Drawdown Indicators


MOAT.LCAPU.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.78%

-34.23%

+1.45%

Max Drawdown (1Y)

Largest decline over 1 year

-11.86%

-9.12%

-2.74%

Max Drawdown (3Y)

Largest decline over 3 years

-21.84%

-13.99%

-7.85%

Max Drawdown (5Y)

Largest decline over 5 years

-27.06%

-21.13%

-5.93%

Max Drawdown (10Y)

Largest decline over 10 years

-32.78%

-34.23%

+1.45%

Current Drawdown

Current decline from peak

-5.02%

-4.34%

-0.68%

Average Drawdown

Average peak-to-trough decline

-5.58%

-3.80%

-1.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

2.93%

+1.49%

Volatility

MOAT.L vs. CAPU.L - Volatility Comparison

VanEck Morningstar US Sustainable Wide Moat UCITS ETF (MOAT.L) has a higher volatility of 3.79% compared to Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) at 3.59%. This indicates that MOAT.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.


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Volatility by Period


MOAT.LCAPU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

3.59%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

7.93%

+1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

13.79%

10.27%

+3.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.32%

15.24%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.93%

16.24%

+0.69%

MOAT.L vs. CAPU.L - Expense Ratio Comparison

MOAT.L has a 0.49% expense ratio, which is lower than CAPU.L's 0.65% expense ratio.


Dividends

MOAT.L vs. CAPU.L - Dividend Comparison

Neither MOAT.L nor CAPU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MOAT.L and CAPU.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MOAT.L is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MOAT.L is cheaper with a 0.49% expense ratio, compared with 0.65% for CAPU.L.

Both ETFs track Russell 1000 TR USD. They also come from different issuers: VanEck and Natixis. Their fees differ too: 0.49% for MOAT.L and 0.65% for CAPU.L.

Portfolio Optimizer

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