CSTA.DE vs. DRUP.DE

Last updated Jun 5, 2026

CSTA.DE (Lyxor STOXX Europe 600 Technology UCITS ETF Dist) and DRUP.DE (Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc) are both Technology Equities funds from Amundi - CSTA.DE tracks the STOXX® Europe 600 Technology while DRUP.DE tracks the MSCI ACWI IMI Disruptive Technology ESG Filtered. Both are passively managed. Over the past 5 years, CSTA.DE returned 8.98%/yr vs 8.78%/yr for DRUP.DE. A 0.72 correlation means they provide meaningful diversification when combined. CSTA.DE charges 0.30%/yr vs 0.45%/yr for DRUP.DE.

Performance

CSTA.DE vs. DRUP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Technology UCITS ETF Dist (CSTA.DE) and Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc (DRUP.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CSTA.DE achieves a 26.81% return, which is significantly higher than DRUP.DE's 23.69% return.

CSTA.DE

• 1D: 1.41%
• 1M: 15.91%
• YTD: 26.81%
• 6M: 24.52%
• 1Y: 25.25%
• 3Y*: 14.19%
• 5Y*: 8.98%
• 10Y*: 13.18%

DRUP.DE

• 1D: -0.61%
• 1M: 12.27%
• YTD: 23.69%
• 6M: 21.96%
• 1Y: 41.06%
• 3Y*: 19.28%
• 5Y*: 8.78%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CSTA.DE vs. DRUP.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
CSTA.DE Lyxor STOXX Europe 600 Technology UCITS ETF Dist	26.81%	3.46%	6.60%	32.50%	-27.79%	34.31%	25.28%
DRUP.DE Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc	23.69%	9.46%	20.09%	21.03%	-31.26%	10.02%	48.77%

Correlation

The correlation between CSTA.DE and DRUP.DE is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.66
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (All Time) Calculated using the full available price history since May 4, 2020	0.72

The correlation between CSTA.DE and DRUP.DE has been stable across timeframes, ranging from 0.66 to 0.74 - a consistent structural relationship.

Return for Risk

CSTA.DE vs. DRUP.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSTA.DE

CSTA.DE Risk / Return Rank: 31
CSTA.DE Sharpe Ratio Rank: 31
CSTA.DE Sortino Ratio Rank: 31
CSTA.DE Omega Ratio Rank: 30
CSTA.DE Calmar Ratio Rank: 35
CSTA.DE Martin Ratio Rank: 30

DRUP.DE

DRUP.DE Risk / Return Rank: 59
DRUP.DE Sharpe Ratio Rank: 66
DRUP.DE Sortino Ratio Rank: 65
DRUP.DE Omega Ratio Rank: 60
DRUP.DE Calmar Ratio Rank: 57
DRUP.DE Martin Ratio Rank: 45

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CSTA.DE vs. DRUP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Technology UCITS ETF Dist (CSTA.DE) and Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc (DRUP.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.

	CSTA.DE	DRUP.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.09	2.15	-1.07
Sortino ratio: Return per unit of downside risk	1.64	2.96	-1.31
Omega ratio: Gain probability vs. loss probability	1.20	1.36	-0.16
Calmar ratio: Return relative to maximum drawdown	1.69	2.77	-1.09
Martin ratio: Return relative to average drawdown	4.37	7.29	-2.93
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CSTA.DE vs. DRUP.DE - Sharpe Ratio Comparison

The current CSTA.DE Sharpe Ratio is 1.09, which is lower than the DRUP.DE Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of CSTA.DE and DRUP.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CSTA.DE	DRUP.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.09	2.15	-1.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	0.43	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.65	-0.12

Drawdowns

CSTA.DE vs. DRUP.DE - Drawdown Comparison

The maximum CSTA.DE drawdown since its inception was -40.24%, which is greater than DRUP.DE's maximum drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for CSTA.DE and DRUP.DE.

Drawdown Indicators

	CSTA.DE	DRUP.DE	Difference
Max Drawdown Largest peak-to-trough decline	-40.24%	-37.97%	-2.27%
Max Drawdown (1Y) Largest decline over 1 year	-14.91%	-14.74%	-0.17%
Max Drawdown (3Y) Largest decline over 3 years	-23.86%	-26.04%	+2.18%
Max Drawdown (5Y) Largest decline over 5 years	-40.24%	-36.30%	-3.94%
Max Drawdown (10Y) Largest decline over 10 years	-40.24%	—	—
Current Drawdown Current decline from peak	0.00%	-1.28%	+1.28%
Average Drawdown Average peak-to-trough decline	-8.76%	-16.43%	+7.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.77%	5.61%	+0.16%

Volatility

CSTA.DE vs. DRUP.DE - Volatility Comparison

Lyxor STOXX Europe 600 Technology UCITS ETF Dist (CSTA.DE) has a higher volatility of 7.89% compared to Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc (DRUP.DE) at 6.32%. This indicates that CSTA.DE's price experiences larger fluctuations and is considered to be riskier than DRUP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CSTA.DE	DRUP.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.89%	6.32%	+1.57%
Volatility (6M) Calculated over the trailing 6-month period	19.06%	13.63%	+5.43%
Volatility (1Y) Calculated over the trailing 1-year period	23.18%	19.01%	+4.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.97%	20.39%	+4.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.33%	21.27%	+2.06%

CSTA.DE vs. DRUP.DE - Expense Ratio Comparison

CSTA.DE has a 0.30% expense ratio, which is lower than DRUP.DE's 0.45% expense ratio.

Dividends

CSTA.DE vs. DRUP.DE - Dividend Comparison

Neither CSTA.DE nor DRUP.DE has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
CSTA.DE Lyxor STOXX Europe 600 Technology UCITS ETF Dist	0.00%	0.00%	0.77%	0.59%	1.04%	0.52%	0.55%	1.26%	1.49%	0.09%
DRUP.DE Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CSTA.DE and DRUP.DE in my portfolio?

CSTA.DE and DRUP.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CSTA.DE or DRUP.DE?

On fees, CSTA.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CSTA.DE or DRUP.DE?

CSTA.DE is cheaper with a 0.30% expense ratio, compared with 0.45% for DRUP.DE.

What is the main difference between CSTA.DE and DRUP.DE?

CSTA.DE tracks STOXX® Europe 600 Technology, while DRUP.DE tracks MSCI ACWI IMI Disruptive Technology ESG Filtered. Their fees differ too: 0.30% for CSTA.DE and 0.45% for DRUP.DE.