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SXR4.DE vs. USCP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXR4.DE vs. USCP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) and Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SXR4.DE achieves a 11.29% return, which is significantly higher than USCP.DE's 1.13% return. Over the past 10 years, SXR4.DE has outperformed USCP.DE with an annualized return of 14.76%, while USCP.DE has yielded a comparatively lower 13.23% annualized return.


SXR4.DE

1D
-0.10%
1M
4.53%
YTD
11.29%
6M
10.68%
1Y
25.15%
3Y*
19.00%
5Y*
14.32%
10Y*
14.76%

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

SXR4.DE vs. USCP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXR4.DE
iShares MSCI USA UCITS ETF (Acc)
11.29%4.62%32.33%23.44%-15.85%38.32%9.25%34.28%-1.46%6.54%
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%33.98%0.41%5.39%

Correlation

The correlation between SXR4.DE and USCP.DE is 0.59, 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

0.59

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

0.76

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

0.86

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

0.91

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

0.91

Over the past year, the correlation between SXR4.DE and USCP.DE has dropped to 0.59 - well below their long-term average of 0.91, suggesting their price drivers have been diverging.

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Return for Risk

SXR4.DE vs. USCP.DE — Risk / Return Rank

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

SXR4.DE
SXR4.DE Risk / Return Rank: 6767
Overall Rank
SXR4.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SXR4.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
SXR4.DE Omega Ratio Rank: 6868
Omega Ratio Rank
SXR4.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
SXR4.DE Martin Ratio Rank: 6666
Martin Ratio Rank

USCP.DE
USCP.DE Risk / Return Rank: 1818
Overall Rank
USCP.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
USCP.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
USCP.DE Omega Ratio Rank: 1616
Omega Ratio Rank
USCP.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
USCP.DE Martin Ratio Rank: 2020
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.

SXR4.DE vs. USCP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF (Acc) (SXR4.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.


SXR4.DEUSCP.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.64

Sortino ratioReturn per unit of downside risk

+2.17

Omega ratioGain probability vs. loss probability

1.40

1.09

+0.31

Calmar ratioReturn relative to maximum drawdown

3.42

0.72

+2.69

Martin ratioReturn relative to average drawdown

11.92

2.18

+9.74

SXR4.DE vs. USCP.DE - Sharpe Ratio Comparison

The current SXR4.DE Sharpe Ratio is 2.15, which is higher than the USCP.DE Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of SXR4.DE and USCP.DE, 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


SXR4.DEUSCP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

0.51

+1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.67

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

0.82

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.74

+0.03

Drawdowns

SXR4.DE vs. USCP.DE - Drawdown Comparison

The maximum SXR4.DE drawdown since its inception was -34.16%, roughly equal to the maximum USCP.DE drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for SXR4.DE and USCP.DE.


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Drawdown Indicators


SXR4.DEUSCP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.16%

-34.80%

+0.64%

Max Drawdown (1Y)

Largest decline over 1 year

-7.36%

-7.04%

-0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-23.63%

-19.22%

-4.41%

Max Drawdown (5Y)

Largest decline over 5 years

-23.63%

-19.22%

-4.41%

Max Drawdown (10Y)

Largest decline over 10 years

-34.16%

-34.80%

+0.64%

Current Drawdown

Current decline from peak

-0.40%

-7.42%

+7.02%

Average Drawdown

Average peak-to-trough decline

-5.25%

-4.90%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

2.34%

-0.23%

Volatility

SXR4.DE vs. USCP.DE - Volatility Comparison

The current volatility for iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) is 2.73%, while Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) has a volatility of 3.16%. This indicates that SXR4.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


SXR4.DEUSCP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

3.16%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

7.68%

7.23%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

11.70%

10.00%

+1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.42%

14.46%

+0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

16.11%

+0.12%

SXR4.DE vs. USCP.DE - Expense Ratio Comparison

SXR4.DE has a 0.07% expense ratio, which is lower than USCP.DE's 0.65% expense ratio.


Dividends

SXR4.DE vs. USCP.DE - Dividend Comparison

Neither SXR4.DE nor USCP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SXR4.DE and USCP.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXR4.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXR4.DE is cheaper with a 0.07% expense ratio, compared with 0.65% for USCP.DE.

SXR4.DE tracks MSCI USA, 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 SXR4.DE and 0.65% for USCP.DE.

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