USCP.DE vs. ACU2.DE
USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) and ACU2.DE (Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR) are both Large Cap Blend Equities funds - USCP.DE tracks the Shiller Barclays CAPE® US Sector Value while ACU2.DE tracks the MSCI USA ESG Leaders Select 5% Issuer Capped. Both are passively managed. Over the past 10 years, USCP.DE returned 13.23%/yr vs 14.18%/yr for ACU2.DE. Their correlation of 0.91 suggests significant overlap in exposure. USCP.DE charges 0.65%/yr vs 0.35%/yr for ACU2.DE.
Performance
USCP.DE vs. ACU2.DE - Performance Comparison
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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%
USCP.DE vs. ACU2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
USCP.DE
ACU2.DE
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.DE | ACU2.DE | Difference | |
|---|---|---|---|
| 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 |
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
| USCP.DE | ACU2.DE | Difference | |
|---|---|---|---|
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.DE | ACU2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.42% | 0.00% | -7.42% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -4.32% | -0.58% |
Ulcer IndexDepth 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.DE | ACU2.DE | Difference | |
|---|---|---|---|
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.
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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