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CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B US...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BJBYDP94
WKNA2PW7A
IssuerCredit Suisse
Inception DateMar 13, 2020
CategoryLarge Cap Blend Equities
Index TrackedMSCI USA ESG Leaders
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large

Asset Class Style

Growth

Expense Ratio

The CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD features an expense ratio of 0.10%, falling within the medium range.


Expense ratio chart for CSY2.DE: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Share Price Chart


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Compare to other instruments

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CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
20.20%
20.13%
CSY2.DE (CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD)
Benchmark (^GSPC)

S&P 500

Returns By Period

CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD had a return of 8.87% year-to-date (YTD) and 31.82% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date8.87%5.84%
1 month-4.00%-2.98%
6 months20.19%22.02%
1 year31.82%24.47%
5 years (annualized)N/A11.44%
10 years (annualized)N/A10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.71%4.69%4.14%
2023-2.07%-3.50%6.94%3.59%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of CSY2.DE is 95, placing it in the top 5% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of CSY2.DE is 9595
CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD(CSY2.DE)
The Sharpe Ratio Rank of CSY2.DE is 9696Sharpe Ratio Rank
The Sortino Ratio Rank of CSY2.DE is 9696Sortino Ratio Rank
The Omega Ratio Rank of CSY2.DE is 9696Omega Ratio Rank
The Calmar Ratio Rank of CSY2.DE is 9191Calmar Ratio Rank
The Martin Ratio Rank of CSY2.DE is 9595Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD (CSY2.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CSY2.DE
Sharpe ratio
The chart of Sharpe ratio for CSY2.DE, currently valued at 2.64, compared to the broader market-1.000.001.002.003.004.002.64
Sortino ratio
The chart of Sortino ratio for CSY2.DE, currently valued at 3.77, compared to the broader market-2.000.002.004.006.008.003.77
Omega ratio
The chart of Omega ratio for CSY2.DE, currently valued at 1.48, compared to the broader market1.001.502.002.501.48
Calmar ratio
The chart of Calmar ratio for CSY2.DE, currently valued at 2.25, compared to the broader market0.002.004.006.008.0010.002.25
Martin ratio
The chart of Martin ratio for CSY2.DE, currently valued at 15.34, compared to the broader market0.0010.0020.0030.0040.0050.0060.0015.34
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.05, compared to the broader market-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market-2.000.002.004.006.008.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market1.001.502.002.501.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.002.004.006.008.0010.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.05, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.05

Sharpe Ratio

The current CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD Sharpe ratio is 2.64. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50NovemberDecember2024FebruaryMarchApril
2.64
2.35
CSY2.DE (CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD)
Benchmark (^GSPC)

Dividends

Dividend History


CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.64%
-3.59%
CSY2.DE (CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD was 18.36%, occurring on Jun 16, 2022. Recovery took 313 trading sessions.

The current CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD drawdown is 4.64%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.36%Nov 23, 2021144Jun 16, 2022313Sep 4, 2023457
-7.56%Sep 15, 202332Oct 30, 202324Dec 1, 202356
-6.8%Sep 3, 202013Sep 21, 202016Oct 13, 202029
-6.68%Oct 14, 202011Oct 28, 20208Nov 9, 202019
-5.62%Jun 8, 20206Jun 15, 202020Jul 13, 202026

Volatility

Volatility Chart

The current CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD volatility is 3.31%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.31%
3.44%
CSY2.DE (CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD)
Benchmark (^GSPC)