PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF A USD (CSYZ.DE) Sharpe Ratio: 0.57

ETF · Currency in EUR · Last updated Jun 5, 2026

CSYZ.DE is a passive ETF by Credit Suisse tracking the investment results of the FTSE EPRA Nareit Developed Green. CSYZ.DE launched on Jun 26, 2020 and has a 0.25% expense ratio.

CSYZ.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 Jun 5, 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.

CSYZ.DE Sharpe Ratio Rank

CSYZ.DE Sharpe Ratio Rank: 18.819
Concerning

CSYZ.DE ranks above 18.8% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. 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

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

CSYZ.DE Sharpe Ratio Market Positioning

The chart shows CSYZ.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%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.39
  • Green zone (top 25%): 2.39 or higher
  • Top 1%: 7.72+
  • Median: 1.70 — half of all investments score higher

How it compares to other similar ETFs

The table compares CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF A USD's Sharpe Ratio with other ETFs in the REIT category across multiple time periods, showing how CSYZ.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 Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
WTER.DEWisdomTree New Economy Real Estate UCITS ETF USD Dist2.24
WTRE.DEWisdomTree New Economy Real Estate UCITS ETF USD Acc2.23
IQQ7.DEiShares US Property Yield UCITS ETF0.94
SPYJ.DESPDR Dow Jones Global Real Estate UCITS ETF0.90
SPY2.DESPDR Dow Jones Global Real Estate UCITS ETF Accumulating0.89
LMWE.DELyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR)0.86
H4Z7.DEHSBC FTSE EPRA NAREIT Developed UCITS ETF USD (Acc)0.86
XDRE.DEXtrackers Developed Green Real Estate ESG UCITS ETF 1C0.86
10AJ.DEAmundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist0.85
IQQ6.DEiShares Developed Markets Property Yield UCITS ETF0.83
CSYZ.DECSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF A USD0.57

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows CSYZ.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 CSYZ.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does CSYZ.DE fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio