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USCP.DE vs. ACU2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USCP.DE vs. ACU2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) and Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.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, USCP.DE achieves a 1.13% return, which is significantly lower than ACU2.DE's 13.23% return. Over the past 10 years, USCP.DE has underperformed ACU2.DE with an annualized return of 13.23%, while ACU2.DE has yielded a comparatively higher 14.18% annualized return.


USCP.DE

1D
1.28%
1M
0.56%
YTD
1.13%
6M
2.00%
1Y
5.12%
3Y*
9.33%
5Y*
9.75%
10Y*
13.23%

ACU2.DE

1D
0.31%
1M
7.61%
YTD
13.23%
6M
14.11%
1Y
25.59%
3Y*
16.67%
5Y*
12.95%
10Y*
14.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USCP.DE vs. ACU2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
ACU2.DE
Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR
13.23%1.61%26.66%22.75%-15.77%38.66%9.40%34.49%-1.28%6.75%

Correlation

The correlation between USCP.DE and ACU2.DE is 0.64, 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

0.64

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

0.79

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

0.87

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 USCP.DE and ACU2.DE has dropped to 0.64 - well below their long-term average of 0.91, suggesting their price drivers have been diverging.

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Return for Risk

USCP.DE vs. ACU2.DE — Risk / Return Rank

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

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

ACU2.DE
ACU2.DE Risk / Return Rank: 5757
Overall Rank
ACU2.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ACU2.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
ACU2.DE Omega Ratio Rank: 5959
Omega Ratio Rank
ACU2.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
ACU2.DE Martin Ratio Rank: 5252
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.

USCP.DE vs. ACU2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) and Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.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.


USCP.DEACU2.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.49

Sortino ratioReturn per unit of downside risk

-2.00

Omega ratioGain probability vs. loss probability

1.09

1.36

-0.26

Calmar ratioReturn relative to maximum drawdown

0.72

2.56

-1.84

Martin ratioReturn relative to average drawdown

2.18

8.85

-6.67

USCP.DE vs. ACU2.DE - Sharpe Ratio Comparison

The current USCP.DE Sharpe Ratio is 0.51, which is lower than the ACU2.DE Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of USCP.DE and ACU2.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


USCP.DEACU2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

2.00

-1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.83

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.87

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.90

-0.16

Drawdowns

USCP.DE vs. ACU2.DE - Drawdown Comparison

The maximum USCP.DE drawdown since its inception was -34.80%, roughly equal to the maximum ACU2.DE drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for USCP.DE and ACU2.DE.


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Drawdown Indicators


USCP.DEACU2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.80%

-34.31%

-0.49%

Max Drawdown (1Y)

Largest decline over 1 year

-7.04%

-9.95%

+2.91%

Max Drawdown (3Y)

Largest decline over 3 years

-19.22%

-23.98%

+4.76%

Max Drawdown (5Y)

Largest decline over 5 years

-19.22%

-23.98%

+4.76%

Max Drawdown (10Y)

Largest decline over 10 years

-34.80%

-34.31%

-0.49%

Current Drawdown

Current decline from peak

-7.42%

0.00%

-7.42%

Average Drawdown

Average peak-to-trough decline

-4.90%

-4.32%

-0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.88%

-0.54%

Volatility

USCP.DE vs. ACU2.DE - Volatility Comparison

Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) and Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE) have volatilities of 3.16% and 3.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USCP.DEACU2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

3.21%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

7.23%

8.92%

-1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

10.00%

12.76%

-2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.46%

15.47%

-1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

16.24%

-0.13%

USCP.DE vs. ACU2.DE - Expense Ratio Comparison

USCP.DE has a 0.65% expense ratio, which is higher than ACU2.DE's 0.35% expense ratio.


Dividends

USCP.DE vs. ACU2.DE - Dividend Comparison

Neither USCP.DE nor ACU2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


USCP.DE and ACU2.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ACU2.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ACU2.DE is cheaper with a 0.35% expense ratio, compared with 0.65% for USCP.DE.

USCP.DE tracks Shiller Barclays CAPE® US Sector Value, while ACU2.DE tracks MSCI USA ESG Leaders Select 5% Issuer Capped. They also come from different issuers: Natixis and Amundi. Their fees differ too: 0.65% for USCP.DE and 0.35% for ACU2.DE.

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