USCP.DE vs. ETLS.DE
USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) and ETLS.DE (L&G US Equity UCITS ETF) are both Large Cap Blend Equities funds - USCP.DE tracks the Shiller Barclays CAPE® US Sector Value while ETLS.DE tracks the Solactive Core United States Large & Mid Cap. Both are passively managed. Over the past 5 years, USCP.DE returned 9.75%/yr vs 14.64%/yr for ETLS.DE. Their correlation of 0.87 suggests significant overlap in exposure. USCP.DE charges 0.65%/yr vs 0.05%/yr for ETLS.DE.
Performance
USCP.DE vs. ETLS.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 ETLS.DE's 11.28% 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%
ETLS.DE
- 1D
- -0.11%
- 1M
- 5.49%
- YTD
- 11.28%
- 6M
- 11.23%
- 1Y
- 25.64%
- 3Y*
- 19.26%
- 5Y*
- 14.64%
- 10Y*
- —
USCP.DE vs. ETLS.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% | 28.04% |
ETLS.DE L&G US Equity UCITS ETF | 11.28% | 5.06% | 32.53% | 24.21% | -16.00% | 38.89% | 10.12% | 27.92% |
Correlation
The correlation between USCP.DE and ETLS.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 | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 17, 2019 | 0.87 |
Over the past year, the correlation between USCP.DE and ETLS.DE has dropped to 0.59 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
USCP.DE vs. ETLS.DE — Risk / Return Rank
USCP.DE
ETLS.DE
USCP.DE vs. ETLS.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 L&G US Equity UCITS ETF (ETLS.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 | ETLS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -2.23 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.41 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 3.37 | -2.65 |
| Martin ratioReturn relative to average drawdown | 2.18 | 12.00 | -9.82 |
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 | ETLS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 2.21 | -1.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.94 | -0.27 |
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 | 0.98 | -0.24 |
Drawdowns
USCP.DE vs. ETLS.DE - Drawdown Comparison
The maximum USCP.DE drawdown since its inception was -34.80%, roughly equal to the maximum ETLS.DE drawdown of -33.98%. Use the drawdown chart below to compare losses from any high point for USCP.DE and ETLS.DE.
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Drawdown Indicators
| USCP.DE | ETLS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.80% | -33.98% | -0.82% |
Max Drawdown (1Y)Largest decline over 1 year | -7.04% | -7.57% | +0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -19.22% | -23.68% | +4.46% |
Max Drawdown (5Y)Largest decline over 5 years | -19.22% | -23.68% | +4.46% |
Max Drawdown (10Y)Largest decline over 10 years | -34.80% | — | — |
Current DrawdownCurrent decline from peak | -7.42% | -0.45% | -6.97% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -4.63% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 2.13% | +0.21% |
Volatility
USCP.DE vs. ETLS.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 L&G US Equity UCITS ETF (ETLS.DE) at 2.76%. This indicates that USCP.DE's price experiences larger fluctuations and is considered to be riskier than ETLS.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 | ETLS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 2.76% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 7.23% | 7.67% | -0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.00% | 11.54% | -1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 15.45% | -0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 17.17% | -1.06% |
USCP.DE vs. ETLS.DE - Expense Ratio Comparison
USCP.DE has a 0.65% expense ratio, which is higher than ETLS.DE's 0.05% expense ratio.
Dividends
USCP.DE vs. ETLS.DE - Dividend Comparison
Neither USCP.DE nor ETLS.DE has paid dividends to shareholders.
Frequently Asked Questions
USCP.DE and ETLS.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, ETLS.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ETLS.DE is cheaper with a 0.05% expense ratio, compared with 0.65% for USCP.DE.
USCP.DE tracks Shiller Barclays CAPE® US Sector Value, while ETLS.DE tracks Solactive Core United States Large & Mid Cap. They also come from different issuers: Natixis and Legal & General. Their fees differ too: 0.65% for USCP.DE and 0.05% for ETLS.DE.
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