CSY2.DE vs. D6RP.DE
CSY2.DE (CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD) and D6RP.DE (Deka MSCI World Climate Change ESG UCITS ETF) are both exchange-traded funds - CSY2.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Leaders, while D6RP.DE is a Global Equities fund tracking the MSCI World Climate Change ESG Select. Both are passively managed. Over the past 5 years, CSY2.DE returned 13.48%/yr vs 13.08%/yr for D6RP.DE. Their correlation of 0.91 suggests significant overlap in exposure. CSY2.DE charges 0.10%/yr vs 0.26%/yr for D6RP.DE.
Performance
CSY2.DE vs. D6RP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CSY2.DE achieves a 11.44% return, which is significantly higher than D6RP.DE's 10.71% return.
CSY2.DE
- 1D
- 0.58%
- 1M
- 0.44%
- 6M
- 10.76%
- YTD
- 11.44%
- 1Y
- 22.74%
- 3Y*
- 18.51%
- 5Y*
- 13.48%
- 10Y*
- —
- ALL TIME*
- 16.36%
D6RP.DE
- 1D
- 0.00%
- 1M
- -1.05%
- 6M
- 11.04%
- YTD
- 10.71%
- 1Y
- 22.55%
- 3Y*
- 18.95%
- 5Y*
- 13.08%
- 10Y*
- —
- ALL TIME*
- 16.23%
CSY2.DE vs. D6RP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CSY2.DE CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD | 11.44% | 6.30% | 30.42% | 25.14% | -16.59% | 44.53% | 9.29% |
D6RP.DE Deka MSCI World Climate Change ESG UCITS ETF | 10.71% | 6.56% | 34.46% | 27.65% | -19.59% | 35.02% | 13.55% |
Correlation
The correlation between CSY2.DE and D6RP.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jun 19, 2020 | 0.91 |
The correlation between CSY2.DE and D6RP.DE has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.
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Return for Risk
CSY2.DE vs. D6RP.DE — Risk / Return Rank
CSY2.DE
D6RP.DE
CSY2.DE vs. D6RP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD (CSY2.DE) and Deka MSCI World Climate Change ESG UCITS ETF (D6RP.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CSY2.DE | D6RP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.29 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 2.33 | +0.15 |
| Martin ratioReturn relative to average drawdown | 8.68 | 8.06 | +0.62 |
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Drawdowns
CSY2.DE vs. D6RP.DE - Drawdown Comparison
The maximum CSY2.DE drawdown since its inception was -24.56%, roughly equal to the maximum D6RP.DE drawdown of -23.89%. Use the drawdown chart below to compare losses from any high point for CSY2.DE and D6RP.DE.
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Drawdown Indicators
| CSY2.DE | D6RP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.56% | -23.89% | -0.67% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -9.63% | +0.49% |
Max Drawdown (3Y)Largest decline over 3 years | -24.56% | -23.89% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -23.89% | -0.67% |
Current DrawdownCurrent decline from peak | -1.17% | -2.20% | +1.03% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -5.00% | +0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.79% | -0.18% |
Volatility
CSY2.DE vs. D6RP.DE - Volatility Comparison
The current volatility for CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD (CSY2.DE) is 3.30%, while Deka MSCI World Climate Change ESG UCITS ETF (D6RP.DE) has a volatility of 3.79%. This indicates that CSY2.DE experiences smaller price fluctuations and is considered to be less risky than D6RP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSY2.DE | D6RP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 3.79% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 8.77% | 10.06% | -1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.58% | 13.68% | -1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 16.02% | +0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.42% | 15.72% | +2.70% |
CSY2.DE vs. D6RP.DE - Expense Ratio Comparison
CSY2.DE has a 0.10% expense ratio, which is lower than D6RP.DE's 0.26% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
CSY2.DE vs. D6RP.DE - Dividend Comparison
CSY2.DE has not paid dividends to shareholders, while D6RP.DE's dividend yield for the trailing twelve months is around 0.74%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CSY2.DE CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
D6RP.DE Deka MSCI World Climate Change ESG UCITS ETF | 0.74% | 0.79% | 0.70% | 1.04% | 1.23% | 0.79% | 0.34% |
Frequently Asked Questions
With a correlation of 0.90, CSY2.DE and D6RP.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, CSY2.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSY2.DE is cheaper with a 0.10% expense ratio, compared with 0.26% for D6RP.DE.
CSY2.DE is categorized as Large Cap Blend Equities, while D6RP.DE is Global Equities. CSY2.DE tracks MSCI USA ESG Leaders, while D6RP.DE tracks MSCI World Climate Change ESG Select. They also come from different issuers: Credit Suisse and Deka. Their fees differ too: 0.10% for CSY2.DE and 0.26% for D6RP.DE.
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