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CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD (CSY8.DE) Sharpe Ratio: 0.57

CSY8.DE's Sharpe Ratio of 0.57 indicates that for each unit of volatility, it generates 0.57 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

CSY8.DE Sharpe Ratio Rank

CSY8.DE Sharpe Ratio Rank: 28.428
Below Average

CSY8.DE ranks above 28.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

CSY8.DE Sharpe Ratio Market Positioning

The chart shows CSY8.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.48 or lower
  • Yellow zone (middle 50%): 0.48 to 1.42
  • Green zone (top 25%): 1.42 or higher
  • Top 1%: 5.80+
  • Median: 0.96 — half of all investments score higher

How it compares to other similar ETFs

The table compares CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD's Sharpe Ratio with other ETFs in the Small Cap Blend Equities category across multiple time periods, showing how CSY8.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SC0K.DEInvesco Russell 2000 UCITS ETF0.82
ZPRR.DESPDR Russell 2000 US Small Cap UCITS ETF0.81
RS2K.DEAmundi Russell 2000 UCITS ETF EUR0.80
XRS2.DEXtrackers Russell 2000 UCITS ETF 1C0.80
JPSC.DEJPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)0.72
SXRG.DEiShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)0.70
SMLK.DEInvesco S&P SmallCap 600 UCITS ETF A0.60
CSY8.DECSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD0.57
MWON.DEAmundi S&P SmallCap 600 ESG UCITS ETF Dist0.25

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows CSY8.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when CSY8.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore CSY8.DE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

CSY8.DE Sortino Ratio