USCP.DE vs. VOO
Compare and contrast key facts about Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) and Vanguard S&P 500 ETF (VOO).
USCP.DE and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both USCP.DE and VOO 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 VOO.
Key characteristics
| USCP.DE | VOO | |
|---|---|---|
| YTD Return | 10.65% | 18.91% |
| 1Y Return | 16.04% | 28.20% |
| 3Y Return (Ann) | 10.57% | 9.93% |
| 5Y Return (Ann) | 14.33% | 15.31% |
| Sharpe Ratio | 1.67 | 2.21 |
| Daily Std Dev | 11.20% | 12.64% |
| Max Drawdown | -34.80% | -33.99% |
| Current Drawdown | -1.10% | -0.60% |
Correlation
The correlation between USCP.DE and VOO is 0.51, 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. VOO - Performance Comparison
In the year-to-date period, USCP.DE achieves a 10.65% return, which is significantly lower than VOO's 18.91% 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. VOO - Expense Ratio Comparison
USCP.DE has a 0.65% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
USCP.DE vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
USCP.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.28%.
| 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% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
USCP.DE vs. VOO - Drawdown Comparison
The maximum USCP.DE drawdown since its inception was -34.80%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for USCP.DE and VOO. For additional features, visit the drawdowns tool.
Volatility
USCP.DE vs. VOO - Volatility Comparison
The current volatility for Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) is 3.62%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.83%. This indicates that USCP.DE experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.