SXRU.DE vs. USCP.DE
SXRU.DE (iShares Dow Jones Industrial Average UCITS ETF (Acc)) and USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) are both Large Cap Blend Equities funds - SXRU.DE tracks the Dow Jones Industrial Average while USCP.DE tracks the Shiller Barclays CAPE® US Sector Value. Both are passively managed. Over the past 10 years, SXRU.DE returned 12.56%/yr vs 13.23%/yr for USCP.DE. Their correlation of 0.88 suggests significant overlap in exposure. SXRU.DE charges 0.33%/yr vs 0.65%/yr for USCP.DE.
Performance
SXRU.DE vs. USCP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRU.DE achieves a 8.17% return, which is significantly higher than USCP.DE's 1.13% return. Over the past 10 years, SXRU.DE has underperformed USCP.DE with an annualized return of 12.56%, while USCP.DE has yielded a comparatively higher 13.23% annualized return.
SXRU.DE
- 1D
- 1.22%
- 1M
- 4.78%
- YTD
- 8.17%
- 6M
- 8.26%
- 1Y
- 20.63%
- 3Y*
- 13.55%
- 5Y*
- 10.67%
- 10Y*
- 12.56%
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%
SXRU.DE vs. USCP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc) | 8.17% | 2.08% | 21.16% | 11.74% | -2.47% | 31.86% | -1.58% | 28.17% | -0.48% | 12.04% |
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 SXRU.DE and USCP.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 2015 | 0.88 |
The correlation between SXRU.DE and USCP.DE shifts across timeframes, from 0.72 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXRU.DE vs. USCP.DE — Risk / Return Rank
SXRU.DE
USCP.DE
SXRU.DE vs. USCP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.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.
| SXRU.DE | USCP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.19 | ||
| Sortino ratioReturn per unit of downside risk | +1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.09 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 0.72 | +2.06 |
| Martin ratioReturn relative to average drawdown | 9.23 | 2.18 | +7.05 |
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
| SXRU.DE | USCP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 0.51 | +1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.67 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.82 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.74 | -0.08 |
Drawdowns
SXRU.DE vs. USCP.DE - Drawdown Comparison
The maximum SXRU.DE drawdown since its inception was -36.09%, roughly equal to the maximum USCP.DE drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for SXRU.DE and USCP.DE.
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Drawdown Indicators
| SXRU.DE | USCP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.09% | -34.80% | -1.29% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -7.04% | -0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -21.13% | -19.22% | -1.91% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | -19.22% | -1.91% |
Max Drawdown (10Y)Largest decline over 10 years | -36.09% | -34.80% | -1.29% |
Current DrawdownCurrent decline from peak | 0.00% | -7.42% | +7.42% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -4.90% | -0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.34% | -0.13% |
Volatility
SXRU.DE vs. USCP.DE - Volatility Comparison
The current volatility for iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) is 2.91%, while Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) has a volatility of 3.16%. This indicates that SXRU.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
| SXRU.DE | USCP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 3.16% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 7.23% | +1.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 10.00% | +2.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 14.46% | -0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.01% | 16.11% | -0.10% |
SXRU.DE vs. USCP.DE - Expense Ratio Comparison
SXRU.DE has a 0.33% expense ratio, which is lower than USCP.DE's 0.65% expense ratio.
Dividends
SXRU.DE vs. USCP.DE - Dividend Comparison
Neither SXRU.DE nor USCP.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRU.DE and USCP.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRU.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRU.DE is cheaper with a 0.33% expense ratio, compared with 0.65% for USCP.DE.
SXRU.DE tracks Dow Jones Industrial Average, while USCP.DE tracks Shiller Barclays CAPE® US Sector Value. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.33% for SXRU.DE and 0.65% for USCP.DE.
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