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USCP.DE vs. OP6E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USCP.DE vs. OP6E.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 Ossiam Bloomberg Asia Pacific ex Japan PAB NR UCITS ETF (EUR) (OP6E.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 OP6E.DE's 4.48% 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%

OP6E.DE

1D
-0.61%
1M
-1.08%
YTD
4.48%
6M
5.87%
1Y
7.60%
3Y*
8.96%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USCP.DE vs. OP6E.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
USCP.DE
Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)
1.13%-3.26%22.70%25.56%-16.32%
OP6E.DE
Ossiam Bloomberg Asia Pacific ex Japan PAB NR UCITS ETF (EUR)
4.48%6.39%15.17%0.41%-5.27%

Correlation

The correlation between USCP.DE and OP6E.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Aug 23, 2022

0.53

The correlation between USCP.DE and OP6E.DE shifts across timeframes, from 0.39 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

USCP.DE vs. OP6E.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

OP6E.DE
OP6E.DE Risk / Return Rank: 2222
Overall Rank
OP6E.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
OP6E.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
OP6E.DE Omega Ratio Rank: 1919
Omega Ratio Rank
OP6E.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
OP6E.DE Martin Ratio Rank: 2323
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. OP6E.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 Ossiam Bloomberg Asia Pacific ex Japan PAB NR UCITS ETF (EUR) (OP6E.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.DEOP6E.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.09

1.12

-0.03

Calmar ratioReturn relative to maximum drawdown

0.72

1.13

-0.40

Martin ratioReturn relative to average drawdown

2.18

2.95

-0.77

USCP.DE vs. OP6E.DE - Sharpe Ratio Comparison

The current USCP.DE Sharpe Ratio is 0.51, which is comparable to the OP6E.DE Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of USCP.DE and OP6E.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.DEOP6E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

0.66

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

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

0.36

+0.38

Drawdowns

USCP.DE vs. OP6E.DE - Drawdown Comparison

The maximum USCP.DE drawdown since its inception was -34.80%, which is greater than OP6E.DE's maximum drawdown of -18.34%. Use the drawdown chart below to compare losses from any high point for USCP.DE and OP6E.DE.


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Drawdown Indicators


USCP.DEOP6E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.80%

-18.34%

-16.46%

Max Drawdown (1Y)

Largest decline over 1 year

-7.04%

-6.72%

-0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-19.22%

-18.34%

-0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-19.22%

Max Drawdown (10Y)

Largest decline over 10 years

-34.80%

Current Drawdown

Current decline from peak

-7.42%

-4.43%

-2.99%

Average Drawdown

Average peak-to-trough decline

-4.90%

-4.86%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.57%

-0.23%

Volatility

USCP.DE vs. OP6E.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 Ossiam Bloomberg Asia Pacific ex Japan PAB NR UCITS ETF (EUR) (OP6E.DE) at 2.87%. This indicates that USCP.DE's price experiences larger fluctuations and is considered to be riskier than OP6E.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.DEOP6E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

2.87%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

7.23%

8.56%

-1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

10.00%

11.49%

-1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.46%

14.75%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

14.75%

+1.36%

USCP.DE vs. OP6E.DE - Expense Ratio Comparison

USCP.DE has a 0.65% expense ratio, which is higher than OP6E.DE's 0.29% expense ratio.


Dividends

USCP.DE vs. OP6E.DE - Dividend Comparison

Neither USCP.DE nor OP6E.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


USCP.DE and OP6E.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, OP6E.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

OP6E.DE is cheaper with a 0.29% expense ratio, compared with 0.65% for USCP.DE.

USCP.DE is categorized as Large Cap Blend Equities, while OP6E.DE is Asia Pacific Equities. USCP.DE tracks Shiller Barclays CAPE® US Sector Value, while OP6E.DE tracks Bloomberg PAB APAC DM ex-Japan Large & Mid Cap. Their fees differ too: 0.65% for USCP.DE and 0.29% for OP6E.DE.

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