CSY2.DE vs. EDMU.DE
CSY2.DE (CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD) and EDMU.DE (iShares MSCI USA ESG Enhanced UCITS ETF USD Acc) are both Large Cap Blend Equities funds - CSY2.DE tracks the MSCI USA ESG Leaders while EDMU.DE tracks the MSCI USA ESG Enhanced Focus. Both are passively managed. Over the past 5 years, CSY2.DE returned 14.65%/yr vs 12.84%/yr for EDMU.DE. Their correlation of 0.94 suggests significant overlap in exposure. CSY2.DE charges 0.10%/yr vs 0.07%/yr for EDMU.DE.
Performance
CSY2.DE vs. EDMU.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with CSY2.DE having a 10.74% return and EDMU.DE slightly lower at 10.40%.
CSY2.DE
- 1D
- 0.76%
- 1M
- 4.06%
- YTD
- 10.74%
- 6M
- 10.74%
- 1Y
- 26.29%
- 3Y*
- 19.25%
- 5Y*
- 14.65%
- 10Y*
- —
EDMU.DE
- 1D
- -0.09%
- 1M
- 4.59%
- YTD
- 10.40%
- 6M
- 9.74%
- 1Y
- 23.04%
- 3Y*
- 17.44%
- 5Y*
- 12.84%
- 10Y*
- —
CSY2.DE vs. EDMU.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 | 10.74% | 6.30% | 30.42% | 25.14% | -16.59% | 44.53% | 36.31% |
EDMU.DE iShares MSCI USA ESG Enhanced UCITS ETF USD Acc | 10.40% | 2.64% | 31.12% | 22.05% | -17.35% | 38.97% | 39.20% |
Correlation
The correlation between CSY2.DE and EDMU.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2020 | 0.94 |
The correlation between CSY2.DE and EDMU.DE has been stable across timeframes, ranging from 0.94 to 0.94 - a consistent structural relationship.
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Return for Risk
CSY2.DE vs. EDMU.DE — Risk / Return Rank
CSY2.DE
EDMU.DE
CSY2.DE vs. EDMU.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 iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.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.
| CSY2.DE | EDMU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.36 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 2.85 | +0.02 |
| Martin ratioReturn relative to average drawdown | 10.08 | 9.88 | +0.20 |
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
| CSY2.DE | EDMU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 1.95 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.82 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.18 | 0.83 | +0.35 |
Drawdowns
CSY2.DE vs. EDMU.DE - Drawdown Comparison
The maximum CSY2.DE drawdown since its inception was -24.56%, smaller than the maximum EDMU.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for CSY2.DE and EDMU.DE.
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Drawdown Indicators
| CSY2.DE | EDMU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.56% | -33.43% | +8.87% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -8.15% | -0.99% |
Max Drawdown (3Y)Largest decline over 3 years | -24.56% | -24.12% | -0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -24.12% | -0.44% |
Current DrawdownCurrent decline from peak | -0.02% | -0.41% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -5.36% | +0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.36% | +0.25% |
Volatility
CSY2.DE vs. EDMU.DE - Volatility Comparison
CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD (CSY2.DE) has a higher volatility of 3.21% compared to iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.DE) at 2.69%. This indicates that CSY2.DE's price experiences larger fluctuations and is considered to be riskier than EDMU.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 | EDMU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 2.69% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 7.80% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.52% | 11.93% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 15.55% | +0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.19% | 17.39% | -0.20% |
CSY2.DE vs. EDMU.DE - Expense Ratio Comparison
CSY2.DE has a 0.10% expense ratio, which is higher than EDMU.DE's 0.07% expense ratio. However, 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. EDMU.DE - Dividend Comparison
Neither CSY2.DE nor EDMU.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, CSY2.DE and EDMU.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, EDMU.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDMU.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for CSY2.DE.
CSY2.DE tracks MSCI USA ESG Leaders, while EDMU.DE tracks MSCI USA ESG Enhanced Focus. They also come from different issuers: Credit Suisse and iShares. Their fees differ too: 0.10% for CSY2.DE and 0.07% for EDMU.DE.
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