USCP.DE vs. SLUS.DE
USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) and SLUS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Dist)) are both Large Cap Blend Equities funds - USCP.DE tracks the Shiller Barclays CAPE® US Sector Value while SLUS.DE tracks the MSCI USA ESG Screened. Both are passively managed. Over the past 5 years, USCP.DE returned 9.75%/yr vs 14.97%/yr for SLUS.DE. Their correlation of 0.88 suggests significant overlap in exposure. USCP.DE charges 0.65%/yr vs 0.07%/yr for SLUS.DE.
Performance
USCP.DE vs. SLUS.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 SLUS.DE's 11.22% 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%
SLUS.DE
- 1D
- 0.00%
- 1M
- 5.80%
- YTD
- 11.22%
- 6M
- 11.10%
- 1Y
- 26.09%
- 3Y*
- 19.85%
- 5Y*
- 14.97%
- 10Y*
- —
USCP.DE vs. SLUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -7.77% |
SLUS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | 11.22% | 4.97% | 33.89% | 26.23% | -17.11% | 39.38% | 10.48% | 35.11% | -7.65% |
Correlation
The correlation between USCP.DE and SLUS.DE is 0.58, 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 | 0.58 |
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 Oct 25, 2018 | 0.88 |
Over the past year, the correlation between USCP.DE and SLUS.DE has dropped to 0.58 - well below their long-term average of 0.88, suggesting their price drivers have been diverging.
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Return for Risk
USCP.DE vs. SLUS.DE — Risk / Return Rank
USCP.DE
SLUS.DE
USCP.DE vs. SLUS.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 Screened UCITS ETF USD (Dist) (SLUS.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 | SLUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.56 | ||
| Sortino ratioReturn per unit of downside risk | -2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.38 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 3.05 | -2.33 |
| Martin ratioReturn relative to average drawdown | 2.18 | 10.67 | -8.50 |
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 | SLUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 2.07 | -1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.93 | -0.26 |
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 | 0.92 | -0.18 |
Drawdowns
USCP.DE vs. SLUS.DE - Drawdown Comparison
The maximum USCP.DE drawdown since its inception was -34.80%, roughly equal to the maximum SLUS.DE drawdown of -33.71%. Use the drawdown chart below to compare losses from any high point for USCP.DE and SLUS.DE.
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Drawdown Indicators
| USCP.DE | SLUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.80% | -33.71% | -1.09% |
Max Drawdown (1Y)Largest decline over 1 year | -7.04% | -8.51% | +1.47% |
Max Drawdown (3Y)Largest decline over 3 years | -19.22% | -24.45% | +5.23% |
Max Drawdown (5Y)Largest decline over 5 years | -19.22% | -24.45% | +5.23% |
Max Drawdown (10Y)Largest decline over 10 years | -34.80% | — | — |
Current DrawdownCurrent decline from peak | -7.42% | -0.43% | -6.99% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -4.84% | -0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 2.44% | -0.10% |
Volatility
USCP.DE vs. SLUS.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 Screened UCITS ETF USD (Dist) (SLUS.DE) at 2.97%. This indicates that USCP.DE's price experiences larger fluctuations and is considered to be riskier than SLUS.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 | SLUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 2.97% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 7.23% | 8.38% | -1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.00% | 12.54% | -2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 15.99% | -1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 17.58% | -1.47% |
USCP.DE vs. SLUS.DE - Expense Ratio Comparison
USCP.DE has a 0.65% expense ratio, which is higher than SLUS.DE's 0.07% expense ratio.
Dividends
USCP.DE vs. SLUS.DE - Dividend Comparison
USCP.DE has not paid dividends to shareholders, while SLUS.DE's dividend yield for the trailing twelve months is around 0.62%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
SLUS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | 0.62% | 0.69% | 0.84% | 0.98% | 1.26% | 0.79% | 1.06% | 1.24% | 0.20% |
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% |
Frequently Asked Questions
USCP.DE and SLUS.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SLUS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SLUS.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 SLUS.DE tracks MSCI USA ESG Screened. They also come from different issuers: Natixis and iShares. Their fees differ too: 0.65% for USCP.DE and 0.07% for SLUS.DE.
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