OM3L.DE vs. USCP.DE
OM3L.DE (iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist)) and USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) are both Large Cap Blend Equities funds - OM3L.DE tracks the MSCI USA ESG Enhanced Focus while USCP.DE tracks the Shiller Barclays CAPE® US Sector Value. Both are passively managed. Over the past 5 years, OM3L.DE returned 13.77%/yr vs 9.75%/yr for USCP.DE. Their correlation of 0.89 suggests significant overlap in exposure. OM3L.DE charges 0.07%/yr vs 0.65%/yr for USCP.DE.
Performance
OM3L.DE vs. USCP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, OM3L.DE achieves a 10.41% return, which is significantly higher than USCP.DE's 1.13% return.
OM3L.DE
- 1D
- -0.11%
- 1M
- 4.57%
- YTD
- 10.41%
- 6M
- 9.75%
- 1Y
- 23.08%
- 3Y*
- 17.98%
- 5Y*
- 13.77%
- 10Y*
- —
USCP.DE
- 1D
- 1.28%
- 1M
- -0.01%
- YTD
- 1.13%
- 6M
- 1.02%
- 1Y
- 5.41%
- 3Y*
- 9.33%
- 5Y*
- 9.75%
- 10Y*
- 13.23%
OM3L.DE vs. USCP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
OM3L.DE iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) | 10.41% | 2.65% | 31.09% | 23.69% | -16.09% | 40.76% | 12.80% | 15.18% |
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | 1.13% | -3.26% | 22.70% | 25.56% | -10.80% | 38.73% | 7.54% | 12.11% |
Correlation
The correlation between OM3L.DE and USCP.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since May 8, 2019 | 0.89 |
Over the past year, the correlation between OM3L.DE and USCP.DE has dropped to 0.60 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.
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Return for Risk
OM3L.DE vs. USCP.DE — Risk / Return Rank
OM3L.DE
USCP.DE
OM3L.DE vs. USCP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (OM3L.DE) and Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE). 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.
| OM3L.DE | USCP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.42 | ||
| Sortino ratioReturn per unit of downside risk | +1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.09 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 0.72 | +2.12 |
| Martin ratioReturn relative to average drawdown | 9.78 | 2.18 | +7.60 |
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
| OM3L.DE | USCP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 0.51 | +1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.67 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.74 | +0.16 |
Drawdowns
OM3L.DE vs. USCP.DE - Drawdown Comparison
The maximum OM3L.DE drawdown since its inception was -33.35%, roughly equal to the maximum USCP.DE drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for OM3L.DE and USCP.DE.
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Drawdown Indicators
| OM3L.DE | USCP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.35% | -34.80% | +1.45% |
Max Drawdown (1Y)Largest decline over 1 year | -8.14% | -7.04% | -1.10% |
Max Drawdown (3Y)Largest decline over 3 years | -24.21% | -19.22% | -4.99% |
Max Drawdown (5Y)Largest decline over 5 years | -24.21% | -19.22% | -4.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.80% | — |
Current DrawdownCurrent decline from peak | -0.41% | -7.42% | +7.01% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -4.90% | -0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.34% | +0.03% |
Volatility
OM3L.DE vs. USCP.DE - Volatility Comparison
The current volatility for iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (OM3L.DE) is 2.71%, while Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) has a volatility of 3.16%. This indicates that OM3L.DE experiences smaller price fluctuations and is considered to be less risky than USCP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OM3L.DE | USCP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 3.16% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 7.82% | 7.23% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.99% | 10.00% | +1.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 14.46% | +1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 16.11% | +1.29% |
OM3L.DE vs. USCP.DE - Expense Ratio Comparison
OM3L.DE has a 0.07% expense ratio, which is lower than USCP.DE's 0.65% expense ratio.
Dividends
OM3L.DE vs. USCP.DE - Dividend Comparison
OM3L.DE's dividend yield for the trailing twelve months is around 0.81%, while USCP.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
OM3L.DE iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) | 0.81% | 0.89% | 0.99% | 2.46% | 2.99% | 2.12% | 2.86% | 2.21% |
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
OM3L.DE and USCP.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, OM3L.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OM3L.DE is cheaper with a 0.07% expense ratio, compared with 0.65% for USCP.DE.
OM3L.DE tracks MSCI USA ESG Enhanced Focus, while USCP.DE tracks Shiller Barclays CAPE® US Sector Value. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.07% for OM3L.DE and 0.65% for USCP.DE.
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