USUE.DE vs. USCP.DE
Compare and contrast key facts about UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.DE) and Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE).
USUE.DE and USCP.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USUE.DE is a passively managed fund by UBS that tracks the performance of the MSCI USA Select Factor Mix. It was launched on Oct 16, 2018. 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. Both USUE.DE and USCP.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
USUE.DE vs. USCP.DE - Performance Comparison
Loading graphics...
USUE.DE vs. USCP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
USUE.DE UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc | 1.73% | 1.00% | 25.07% | 12.96% | -8.63% | 35.62% | -1.09% |
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | -1.49% | -3.26% | 22.70% | 25.56% | -10.80% | 38.73% | 2.08% |
Returns By Period
In the year-to-date period, USUE.DE achieves a 1.73% return, which is significantly higher than USCP.DE's -1.49% return.
USUE.DE
- 1D
- 0.42%
- 1M
- -2.43%
- YTD
- 1.73%
- 6M
- 5.38%
- 1Y
- 6.58%
- 3Y*
- 13.04%
- 5Y*
- 9.52%
- 10Y*
- —
USCP.DE
- 1D
- 0.00%
- 1M
- -4.89%
- YTD
- -1.49%
- 6M
- -0.54%
- 1Y
- -1.35%
- 3Y*
- 10.64%
- 5Y*
- 9.82%
- 10Y*
- 13.09%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
USUE.DE vs. USCP.DE - Expense Ratio Comparison
USUE.DE has a 0.25% expense ratio, which is lower than USCP.DE's 0.65% expense ratio.
Return for Risk
USUE.DE vs. USCP.DE — Risk / Return Rank
USUE.DE
USCP.DE
USUE.DE vs. USCP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.DE) and Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.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.
| USUE.DE | USCP.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.41 | -0.10 | +0.50 |
Sortino ratioReturn per unit of downside risk | 0.66 | -0.03 | +0.69 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.00 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.39 | 0.32 | +2.06 |
Martin ratioReturn relative to average drawdown | 6.66 | 1.11 | +5.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| USUE.DE | USCP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | -0.10 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.67 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.80 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.73 | -0.18 |
Correlation
The correlation between USUE.DE and USCP.DE is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
USUE.DE vs. USCP.DE - Dividend Comparison
Neither USUE.DE nor USCP.DE has paid dividends to shareholders.
Drawdowns
USUE.DE vs. USCP.DE - Drawdown Comparison
The maximum USUE.DE drawdown since its inception was -35.36%, roughly equal to the maximum USCP.DE drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for USUE.DE and USCP.DE.
Loading graphics...
Drawdown Indicators
| USUE.DE | USCP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.36% | -34.80% | -0.56% |
Max Drawdown (1Y)Largest decline over 1 year | -8.69% | -8.37% | -0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -20.79% | -19.22% | -1.57% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.80% | — |
Current DrawdownCurrent decline from peak | -3.23% | -9.83% | +6.60% |
Average DrawdownAverage peak-to-trough decline | -5.67% | -4.85% | -0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 2.06% | -0.26% |
Volatility
USUE.DE vs. USCP.DE - Volatility Comparison
UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.DE) has a higher volatility of 3.58% compared to Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) at 3.36%. This indicates that USUE.DE's price experiences larger fluctuations and is considered to be riskier than USCP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| USUE.DE | USCP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 3.36% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 8.49% | 6.87% | +1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.07% | 14.05% | +2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 14.47% | -0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.48% | 16.15% | +1.33% |