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USCP.DE vs. EL4Z.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USCP.DE vs. EL4Z.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 Deka MSCI USA UCITS ETF (EL4Z.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 EL4Z.DE's 11.05% return. Over the past 10 years, USCP.DE has underperformed EL4Z.DE with an annualized return of 13.23%, while EL4Z.DE has yielded a comparatively higher 14.39% 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%

EL4Z.DE

1D
-0.11%
1M
5.30%
YTD
11.05%
6M
11.03%
1Y
24.63%
3Y*
18.53%
5Y*
13.83%
10Y*
14.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USCP.DE vs. EL4Z.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%
EL4Z.DE
Deka MSCI USA UCITS ETF
11.05%3.99%32.17%22.99%-16.37%38.20%9.12%33.84%-1.63%6.08%

Correlation

The correlation between USCP.DE and EL4Z.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

0.75

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

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

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 EL4Z.DE has dropped to 0.59 - 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. EL4Z.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

EL4Z.DE
EL4Z.DE Risk / Return Rank: 6565
Overall Rank
EL4Z.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
EL4Z.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
EL4Z.DE Omega Ratio Rank: 6666
Omega Ratio Rank
EL4Z.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
EL4Z.DE Martin Ratio Rank: 6464
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. EL4Z.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 Deka MSCI USA UCITS ETF (EL4Z.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.DEEL4Z.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.58

Sortino ratioReturn per unit of downside risk

-2.10

Omega ratioGain probability vs. loss probability

1.09

1.39

-0.29

Calmar ratioReturn relative to maximum drawdown

0.72

3.31

-2.58

Martin ratioReturn relative to average drawdown

2.18

11.44

-9.26

USCP.DE vs. EL4Z.DE - Sharpe Ratio Comparison

The current USCP.DE Sharpe Ratio is 0.51, which is lower than the EL4Z.DE Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of USCP.DE and EL4Z.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.DEEL4Z.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

2.09

-1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.88

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.88

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.99

-0.25

Drawdowns

USCP.DE vs. EL4Z.DE - Drawdown Comparison

The maximum USCP.DE drawdown since its inception was -34.80%, roughly equal to the maximum EL4Z.DE drawdown of -34.19%. Use the drawdown chart below to compare losses from any high point for USCP.DE and EL4Z.DE.


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Drawdown Indicators


USCP.DEEL4Z.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.80%

-34.19%

-0.61%

Max Drawdown (1Y)

Largest decline over 1 year

-7.04%

-7.42%

+0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-19.22%

-24.03%

+4.81%

Max Drawdown (5Y)

Largest decline over 5 years

-19.22%

-24.03%

+4.81%

Max Drawdown (10Y)

Largest decline over 10 years

-34.80%

-34.19%

-0.61%

Current Drawdown

Current decline from peak

-7.42%

-0.40%

-7.02%

Average Drawdown

Average peak-to-trough decline

-4.90%

-4.23%

-0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.15%

+0.19%

Volatility

USCP.DE vs. EL4Z.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 Deka MSCI USA UCITS ETF (EL4Z.DE) at 2.74%. This indicates that USCP.DE's price experiences larger fluctuations and is considered to be riskier than EL4Z.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.DEEL4Z.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

2.74%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

7.23%

7.70%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

10.00%

11.74%

-1.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.46%

15.48%

-1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

16.22%

-0.11%

USCP.DE vs. EL4Z.DE - Expense Ratio Comparison

USCP.DE has a 0.65% expense ratio, which is higher than EL4Z.DE's 0.30% expense ratio.


Dividends

USCP.DE vs. EL4Z.DE - Dividend Comparison

USCP.DE has not paid dividends to shareholders, while EL4Z.DE's dividend yield for the trailing twelve months is around 0.49%.


PositionTTM20252024202320222021202020192018201720162015
EL4Z.DE
Deka MSCI USA UCITS ETF
0.49%0.57%0.74%1.23%1.09%0.52%0.90%0.95%1.16%1.03%1.07%1.47%
USCP.DE
Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


USCP.DE and EL4Z.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, EL4Z.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EL4Z.DE is cheaper with a 0.30% expense ratio, compared with 0.65% for USCP.DE.

USCP.DE tracks Shiller Barclays CAPE® US Sector Value, while EL4Z.DE tracks MSCI USA. They also come from different issuers: Natixis and Deka Investment GmbH. Their fees differ too: 0.65% for USCP.DE and 0.30% for EL4Z.DE.

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