SXR4.DE vs. USCP.DE
SXR4.DE (iShares MSCI USA UCITS ETF (Acc)) and USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) are both Large Cap Blend Equities funds - SXR4.DE tracks the MSCI USA while USCP.DE tracks the Shiller Barclays CAPE® US Sector Value. Both are passively managed. Over the past 10 years, SXR4.DE returned 14.76%/yr vs 13.23%/yr for USCP.DE. Their correlation of 0.91 suggests significant overlap in exposure. SXR4.DE charges 0.07%/yr vs 0.65%/yr for USCP.DE.
Performance
SXR4.DE vs. USCP.DE - Performance Comparison
Loading charts...
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%
SXR4.DE vs. USCP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SXR4.DE vs. USCP.DE — Risk / Return Rank
SXR4.DE
USCP.DE
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.DE | USCP.DE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SXR4.DE | USCP.DE | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| SXR4.DE | USCP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.40% | -7.42% | +7.02% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -4.90% | -0.35% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| SXR4.DE | USCP.DE | Difference | |
|---|---|---|---|
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.
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.
Find the right allocation for SXR4.DE and USCP.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer