CSUS.AS vs. SGAS.DE
CSUS.AS (iShares MSCI USA UCITS ETF USD (Acc)) and SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds from iShares - CSUS.AS tracks the Russell 1000 TR USD while SGAS.DE tracks the MSCI USA ESG Screened. Both are passively managed. Over the past 5 years, CSUS.AS returned 14.34%/yr vs 15.10%/yr for SGAS.DE. With a 0.96 correlation, they move nearly in lockstep. CSUS.AS charges 0.33%/yr vs 0.07%/yr for SGAS.DE.
Performance
CSUS.AS vs. SGAS.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with CSUS.AS having a 11.31% return and SGAS.DE slightly lower at 11.26%.
CSUS.AS
- 1D
- -0.02%
- 1M
- 5.45%
- YTD
- 11.31%
- 6M
- 11.33%
- 1Y
- 25.43%
- 3Y*
- 19.05%
- 5Y*
- 14.34%
- 10Y*
- 14.77%
SGAS.DE
- 1D
- -0.42%
- 1M
- 5.79%
- YTD
- 11.26%
- 6M
- 11.24%
- 1Y
- 26.36%
- 3Y*
- 20.20%
- 5Y*
- 15.10%
- 10Y*
- —
CSUS.AS vs. SGAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CSUS.AS iShares MSCI USA UCITS ETF USD (Acc) | 11.31% | 4.04% | 33.96% | 22.33% | -15.27% | 37.95% | 10.18% | 32.81% | -7.49% |
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 11.26% | 5.13% | 33.97% | 26.37% | -17.05% | 39.63% | 10.62% | 35.37% | -7.63% |
Correlation
The correlation between CSUS.AS and SGAS.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.96 |
The correlation between CSUS.AS and SGAS.DE has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.
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Return for Risk
CSUS.AS vs. SGAS.DE — Risk / Return Rank
CSUS.AS
SGAS.DE
CSUS.AS vs. SGAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS) and iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.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.
| CSUS.AS | SGAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.38 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.42 | 3.08 | +0.34 |
| Martin ratioReturn relative to average drawdown | 11.97 | 10.78 | +1.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSUS.AS | SGAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 2.11 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.93 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.92 | -0.02 |
Drawdowns
CSUS.AS vs. SGAS.DE - Drawdown Comparison
The maximum CSUS.AS drawdown since its inception was -34.08%, roughly equal to the maximum SGAS.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for CSUS.AS and SGAS.DE.
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Drawdown Indicators
| CSUS.AS | SGAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.08% | -33.55% | -0.53% |
Max Drawdown (1Y)Largest decline over 1 year | -7.34% | -8.51% | +1.17% |
Max Drawdown (3Y)Largest decline over 3 years | -23.49% | -24.66% | +1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -23.49% | -24.66% | +1.17% |
Max Drawdown (10Y)Largest decline over 10 years | -34.08% | — | — |
Current DrawdownCurrent decline from peak | -0.33% | -0.42% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -4.83% | +0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.44% | -0.33% |
Volatility
CSUS.AS vs. SGAS.DE - Volatility Comparison
The current volatility for iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS) is 2.74%, while iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) has a volatility of 3.03%. This indicates that CSUS.AS experiences smaller price fluctuations and is considered to be less risky than SGAS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSUS.AS | SGAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.74% | 3.03% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 7.58% | 8.33% | -0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.23% | 12.53% | -1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.48% | 16.02% | -0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 17.61% | -1.38% |
CSUS.AS vs. SGAS.DE - Expense Ratio Comparison
CSUS.AS has a 0.33% expense ratio, which is higher than SGAS.DE's 0.07% expense ratio.
Dividends
CSUS.AS vs. SGAS.DE - Dividend Comparison
Neither CSUS.AS nor SGAS.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.97, CSUS.AS and SGAS.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.33% for CSUS.AS.
CSUS.AS tracks Russell 1000 TR USD, while SGAS.DE tracks MSCI USA ESG Screened. Their fees differ too: 0.33% for CSUS.AS and 0.07% for SGAS.DE.
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