USCP.DE vs. IWF
Compare and contrast key facts about Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) and iShares Russell 1000 Growth ETF (IWF).
USCP.DE and IWF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USCP.DE is a passively managed fund by Natixis that tracks the performance of the Shiller Barclays CAPE® US Sector Value. It was launched on Jun 22, 2015. IWF is a passively managed fund by iShares that tracks the performance of the Russell 1000 Growth Index. It was launched on May 22, 2000. Both USCP.DE and IWF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USCP.DE or IWF.
Key characteristics
| USCP.DE | IWF | |
|---|---|---|
| YTD Return | 10.65% | 20.61% |
| 1Y Return | 16.04% | 32.87% |
| 3Y Return (Ann) | 10.57% | 9.19% |
| 5Y Return (Ann) | 14.33% | 18.68% |
| Sharpe Ratio | 1.67 | 1.92 |
| Daily Std Dev | 11.20% | 17.02% |
| Max Drawdown | -34.80% | -64.18% |
| Current Drawdown | -1.10% | -4.70% |
Correlation
The correlation between USCP.DE and IWF is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
USCP.DE vs. IWF - Performance Comparison
In the year-to-date period, USCP.DE achieves a 10.65% return, which is significantly lower than IWF's 20.61% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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USCP.DE vs. IWF - Expense Ratio Comparison
USCP.DE has a 0.65% expense ratio, which is higher than IWF's 0.19% expense ratio.
Risk-Adjusted Performance
USCP.DE vs. IWF - Risk-Adjusted Performance 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 Russell 1000 Growth ETF (IWF). 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.
Dividends
USCP.DE vs. IWF - Dividend Comparison
USCP.DE has not paid dividends to shareholders, while IWF's dividend yield for the trailing twelve months is around 0.54%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IWF iShares Russell 1000 Growth ETF | 0.54% | 0.67% | 0.91% | 0.49% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% | 1.32% | 1.29% |
Drawdowns
USCP.DE vs. IWF - Drawdown Comparison
The maximum USCP.DE drawdown since its inception was -34.80%, smaller than the maximum IWF drawdown of -64.18%. Use the drawdown chart below to compare losses from any high point for USCP.DE and IWF. For additional features, visit the drawdowns tool.
Volatility
USCP.DE vs. IWF - Volatility Comparison
The current volatility for Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) is 3.62%, while iShares Russell 1000 Growth ETF (IWF) has a volatility of 5.49%. This indicates that USCP.DE experiences smaller price fluctuations and is considered to be less risky than IWF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.