MVEA.L vs. CAPU.L
MVEA.L (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) and CAPU.L (Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from iShares and Natixis respectively. Both are passively managed. Over the past 5 years, MVEA.L returned 7.01%/yr vs 9.85%/yr for CAPU.L. Their correlation of 0.80 suggests significant overlap in exposure. MVEA.L charges 0.20%/yr vs 0.65%/yr for CAPU.L.
Performance
MVEA.L vs. CAPU.L - Performance Comparison
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Different Trading Currencies
MVEA.L is traded in GBP, while CAPU.L is traded in GBp. To make them comparable, the CAPU.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, MVEA.L achieves a 1.73% return, which is significantly higher than CAPU.L's 0.18% return.
MVEA.L
- 1D
- 0.03%
- 1M
- 3.05%
- YTD
- 1.73%
- 6M
- 1.61%
- 1Y
- 3.60%
- 3Y*
- 6.81%
- 5Y*
- 7.01%
- 10Y*
- —
CAPU.L
- 1D
- 1.36%
- 1M
- 0.71%
- YTD
- 0.18%
- 6M
- 1.00%
- 1Y
- 7.97%
- 3Y*
- 9.40%
- 5Y*
- 9.85%
- 10Y*
- 14.30%
MVEA.L vs. CAPU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MVEA.L iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 1.73% | -2.72% | 14.94% | 6.35% | -1.55% | 26.04% | 0.75% |
CAPU.L Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust | 0.18% | 1.73% | 17.90% | 21.81% | -5.24% | 29.62% | 8.54% |
Correlation
The correlation between MVEA.L and CAPU.L is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2020 | 0.80 |
The correlation between MVEA.L and CAPU.L shifts across timeframes, from 0.62 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MVEA.L vs. CAPU.L — Risk / Return Rank
MVEA.L
CAPU.L
MVEA.L vs. CAPU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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.
| MVEA.L | CAPU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.15 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.66 | 1.02 | -0.36 |
| Martin ratioReturn relative to average drawdown | 1.64 | 3.06 | -1.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MVEA.L | CAPU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 0.85 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.72 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.90 | -0.28 |
Drawdowns
MVEA.L vs. CAPU.L - Drawdown Comparison
The maximum MVEA.L drawdown since its inception was -14.36%, smaller than the maximum CAPU.L drawdown of -26.39%. Use the drawdown chart below to compare losses from any high point for MVEA.L and CAPU.L.
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Drawdown Indicators
| MVEA.L | CAPU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.36% | -26.39% | +12.03% |
Max Drawdown (1Y)Largest decline over 1 year | -5.43% | -7.76% | +2.33% |
Max Drawdown (3Y)Largest decline over 3 years | -14.36% | -15.35% | +0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -14.36% | -15.35% | +0.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.39% | — |
Current DrawdownCurrent decline from peak | -6.95% | -4.14% | -2.81% |
Average DrawdownAverage peak-to-trough decline | -4.43% | -3.57% | -0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 2.60% | -0.41% |
Volatility
MVEA.L vs. CAPU.L - Volatility Comparison
The current volatility for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L) is 2.87%, while Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) has a volatility of 3.36%. This indicates that MVEA.L experiences smaller price fluctuations and is considered to be less risky 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
| MVEA.L | CAPU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 3.36% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 6.11% | 7.17% | -1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.60% | 9.32% | -0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.61% | 13.58% | -1.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.94% | 15.60% | -3.66% |
MVEA.L vs. CAPU.L - Expense Ratio Comparison
MVEA.L has a 0.20% expense ratio, which is lower than CAPU.L's 0.65% expense ratio.
Dividends
MVEA.L vs. CAPU.L - Dividend Comparison
Neither MVEA.L nor CAPU.L has paid dividends to shareholders.
Frequently Asked Questions
MVEA.L and CAPU.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MVEA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MVEA.L is cheaper with a 0.20% expense ratio, compared with 0.65% for CAPU.L.
Both ETFs track Russell 1000 TR USD. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.20% for MVEA.L and 0.65% for CAPU.L.
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