USCP.DE vs. EDMU.DE
USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) and EDMU.DE (iShares MSCI USA ESG Enhanced UCITS ETF USD Acc) are both Large Cap Blend Equities funds - USCP.DE tracks the Shiller Barclays CAPE® US Sector Value while EDMU.DE tracks the MSCI USA ESG Enhanced Focus. Both are passively managed. Over the past 5 years, USCP.DE returned 9.75%/yr vs 12.84%/yr for EDMU.DE. Their correlation of 0.89 suggests significant overlap in exposure. USCP.DE charges 0.65%/yr vs 0.07%/yr for EDMU.DE.
Performance
USCP.DE vs. EDMU.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 EDMU.DE's 10.40% 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%
EDMU.DE
- 1D
- -0.09%
- 1M
- 5.49%
- YTD
- 10.40%
- 6M
- 10.34%
- 1Y
- 23.34%
- 3Y*
- 17.44%
- 5Y*
- 12.84%
- 10Y*
- —
USCP.DE vs. EDMU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 11.19% |
EDMU.DE iShares MSCI USA ESG Enhanced UCITS ETF USD Acc | 10.40% | 2.64% | 31.12% | 22.05% | -17.35% | 38.97% | 10.90% | 13.90% |
Correlation
The correlation between USCP.DE and EDMU.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2019 | 0.89 |
Over the past year, the correlation between USCP.DE and EDMU.DE has dropped to 0.60 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.
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Return for Risk
USCP.DE vs. EDMU.DE — Risk / Return Rank
USCP.DE
EDMU.DE
USCP.DE vs. EDMU.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 iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.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 | EDMU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.36 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 2.85 | -2.13 |
| Martin ratioReturn relative to average drawdown | 2.18 | 9.88 | -7.70 |
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 | EDMU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 1.95 | -1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.82 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.83 | -0.09 |
Drawdowns
USCP.DE vs. EDMU.DE - Drawdown Comparison
The maximum USCP.DE drawdown since its inception was -34.80%, roughly equal to the maximum EDMU.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for USCP.DE and EDMU.DE.
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Drawdown Indicators
| USCP.DE | EDMU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.80% | -33.43% | -1.37% |
Max Drawdown (1Y)Largest decline over 1 year | -7.04% | -8.15% | +1.11% |
Max Drawdown (3Y)Largest decline over 3 years | -19.22% | -24.12% | +4.90% |
Max Drawdown (5Y)Largest decline over 5 years | -19.22% | -24.12% | +4.90% |
Max Drawdown (10Y)Largest decline over 10 years | -34.80% | — | — |
Current DrawdownCurrent decline from peak | -7.42% | -0.41% | -7.01% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -5.36% | +0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 2.36% | -0.02% |
Volatility
USCP.DE vs. EDMU.DE - Volatility Comparison
Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) has a higher volatility of 3.16% compared to iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.DE) at 2.69%. This indicates that USCP.DE's price experiences larger fluctuations and is considered to be riskier than EDMU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USCP.DE | EDMU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 2.69% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 7.23% | 7.80% | -0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.00% | 11.93% | -1.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 15.55% | -1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 17.39% | -1.28% |
USCP.DE vs. EDMU.DE - Expense Ratio Comparison
USCP.DE has a 0.65% expense ratio, which is higher than EDMU.DE's 0.07% expense ratio.
Dividends
USCP.DE vs. EDMU.DE - Dividend Comparison
Neither USCP.DE nor EDMU.DE has paid dividends to shareholders.
Frequently Asked Questions
USCP.DE and EDMU.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EDMU.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDMU.DE is cheaper with a 0.07% expense ratio, compared with 0.65% for USCP.DE.
USCP.DE tracks Shiller Barclays CAPE® US Sector Value, while EDMU.DE tracks MSCI USA ESG Enhanced Focus. They also come from different issuers: Natixis and iShares. Their fees differ too: 0.65% for USCP.DE and 0.07% for EDMU.DE.
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