SRIU.L vs. CAPU.L

Last updated Jun 5, 2026

SRIU.L (UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis) 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 UBS and Natixis respectively. Both are passively managed. Over the past 5 years, SRIU.L returned 12.78%/yr vs 9.85%/yr for CAPU.L. A 0.65 correlation means they provide meaningful diversification when combined. SRIU.L charges 0.22%/yr vs 0.65%/yr for CAPU.L.

Performance

SRIU.L vs. CAPU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (SRIU.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.

Returns By Period

In the year-to-date period, SRIU.L achieves a 13.81% return, which is significantly higher than CAPU.L's 0.18% return.

SRIU.L

• 1D: -0.51%
• 1M: 8.42%
• YTD: 13.81%
• 6M: 12.98%
• 1Y: 27.22%
• 3Y*: 16.86%
• 5Y*: 12.78%
• 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%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SRIU.L UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis	13.81%	3.18%	21.24%	25.25%	-15.68%	31.46%	-7.21%
CAPU.L Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust	0.18%	1.73%	17.90%	21.81%	-5.24%	29.62%	24.60%

Correlation

The correlation between SRIU.L and CAPU.L is 0.55, 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	0.55
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (5Y) Calculated over the trailing 5-year period	0.61
Correlation (All Time) Calculated using the full available price history since May 14, 2020	0.65

The correlation between SRIU.L and CAPU.L shifts across timeframes, from 0.55 (1 year) to 0.71 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

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

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

SRIU.L

SRIU.L Risk / Return Rank: 64
SRIU.L Sharpe Ratio Rank: 70
SRIU.L Sortino Ratio Rank: 70
SRIU.L Omega Ratio Rank: 70
SRIU.L Calmar Ratio Rank: 58
SRIU.L Martin Ratio Rank: 54

CAPU.L

CAPU.L Risk / Return Rank: 23
CAPU.L Sharpe Ratio Rank: 24
CAPU.L Sortino Ratio Rank: 23
CAPU.L Omega Ratio Rank: 23
CAPU.L Calmar Ratio Rank: 23
CAPU.L Martin Ratio Rank: 24

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.

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

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (SRIU.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.

	SRIU.L	CAPU.L	Difference
Sharpe ratio: Return per unit of total volatility	2.25	0.85	+1.40
Sortino ratio: Return per unit of downside risk	3.15	1.23	+1.92
Omega ratio: Gain probability vs. loss probability	1.41	1.15	+0.26
Calmar ratio: Return relative to maximum drawdown	2.82	1.02	+1.79
Martin ratio: Return relative to average drawdown	9.16	3.06	+6.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current SRIU.L Sharpe Ratio is 2.25, which is higher than the CAPU.L Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of SRIU.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.

Sharpe Ratios by Period

	SRIU.L	CAPU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.25	0.85	+1.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.96	0.72	+0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.92	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.90	-0.26

Drawdowns

SRIU.L vs. CAPU.L - Drawdown Comparison

The maximum SRIU.L drawdown since its inception was -24.84%, smaller than the maximum CAPU.L drawdown of -26.39%. Use the drawdown chart below to compare losses from any high point for SRIU.L and CAPU.L.

Drawdown Indicators

	SRIU.L	CAPU.L	Difference
Max Drawdown Largest peak-to-trough decline	-24.84%	-26.39%	+1.55%
Max Drawdown (1Y) Largest decline over 1 year	-9.71%	-7.76%	-1.95%
Max Drawdown (3Y) Largest decline over 3 years	-22.56%	-15.35%	-7.21%
Max Drawdown (5Y) Largest decline over 5 years	-22.56%	-15.35%	-7.21%
Max Drawdown (10Y) Largest decline over 10 years	—	-26.39%	—
Current Drawdown Current decline from peak	-0.51%	-4.14%	+3.63%
Average Drawdown Average peak-to-trough decline	-6.45%	-3.57%	-2.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.98%	2.60%	+0.38%

Volatility

SRIU.L vs. CAPU.L - Volatility Comparison

UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (SRIU.L) has a higher volatility of 4.11% compared to Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) at 3.36%. This indicates that SRIU.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.

Volatility by Period

	SRIU.L	CAPU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.11%	3.36%	+0.75%
Volatility (6M) Calculated over the trailing 6-month period	8.90%	7.17%	+1.73%
Volatility (1Y) Calculated over the trailing 1-year period	12.17%	9.32%	+2.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.44%	13.58%	+3.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.76%	15.60%	+5.16%

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

SRIU.L has a 0.22% expense ratio, which is lower than CAPU.L's 0.65% expense ratio.

Dividends

SRIU.L vs. CAPU.L - Dividend Comparison

SRIU.L's dividend yield for the trailing twelve months is around 0.70%, while CAPU.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
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%
SRIU.L UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis	0.70%	0.98%	0.51%	0.94%	1.08%	0.80%	0.21%

Frequently Asked Questions

Can I hold both SRIU.L and CAPU.L in my portfolio?

SRIU.L and CAPU.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SRIU.L or CAPU.L?

On fees, SRIU.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SRIU.L or CAPU.L?

SRIU.L is cheaper with a 0.22% expense ratio, compared with 0.65% for CAPU.L.

What is the main difference between SRIU.L and CAPU.L?

Both ETFs track Russell 1000 TR USD. They also come from different issuers: UBS and Natixis. Their fees differ too: 0.22% for SRIU.L and 0.65% for CAPU.L.