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CSY2.DE vs. IBCY.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSY2.DE vs. IBCY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD (CSY2.DE) and iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE). The values are adjusted to include any dividend payments, if applicable.

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CSY2.DE vs. IBCY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CSY2.DE
CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD
-4.39%6.30%30.42%25.14%-16.59%44.53%36.31%
IBCY.DE
iShares Edge MSCI USA Multifactor UCITS ETF
0.00%6.35%29.21%13.73%-11.70%36.60%30.86%

Returns By Period


CSY2.DE

1D
1.98%
1M
-3.55%
YTD
-4.39%
6M
-0.29%
1Y
12.43%
3Y*
16.17%
5Y*
11.98%
10Y*

IBCY.DE

1D
0.00%
1M
0.00%
YTD
0.00%
6M
3.34%
1Y
14.13%
3Y*
15.15%
5Y*
10.51%
10Y*
11.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSY2.DE vs. IBCY.DE - Expense Ratio Comparison

CSY2.DE has a 0.10% expense ratio, which is lower than IBCY.DE's 0.35% expense ratio.


Return for Risk

CSY2.DE vs. IBCY.DE — Risk / Return Rank

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

CSY2.DE
CSY2.DE Risk / Return Rank: 3838
Overall Rank
CSY2.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
CSY2.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
CSY2.DE Omega Ratio Rank: 3434
Omega Ratio Rank
CSY2.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
CSY2.DE Martin Ratio Rank: 4343
Martin Ratio Rank

IBCY.DE
IBCY.DE Risk / Return Rank: 5252
Overall Rank
IBCY.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IBCY.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
IBCY.DE Omega Ratio Rank: 7474
Omega Ratio Rank
IBCY.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
IBCY.DE Martin Ratio Rank: 4949
Martin Ratio Rank
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.

CSY2.DE vs. IBCY.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 Edge MSCI USA Multifactor UCITS ETF (IBCY.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.DEIBCY.DEDifference

Sharpe ratio

Return per unit of total volatility

0.71

1.02

-0.32

Sortino ratio

Return per unit of downside risk

1.06

1.42

-0.36

Omega ratio

Gain probability vs. loss probability

1.15

1.30

-0.15

Calmar ratio

Return relative to maximum drawdown

1.36

1.09

+0.27

Martin ratio

Return relative to average drawdown

4.56

5.38

-0.82

CSY2.DE vs. IBCY.DE - Sharpe Ratio Comparison

The current CSY2.DE Sharpe Ratio is 0.71, which is lower than the IBCY.DE Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of CSY2.DE and IBCY.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CSY2.DEIBCY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

1.02

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.70

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.64

+0.40

Correlation

The correlation between CSY2.DE and IBCY.DE is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CSY2.DE vs. IBCY.DE - Dividend Comparison

Neither CSY2.DE nor IBCY.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CSY2.DE vs. IBCY.DE - Drawdown Comparison

The maximum CSY2.DE drawdown since its inception was -24.56%, smaller than the maximum IBCY.DE drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for CSY2.DE and IBCY.DE.


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Drawdown Indicators


CSY2.DEIBCY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.56%

-35.54%

+10.98%

Max Drawdown (1Y)

Largest decline over 1 year

-12.74%

-13.00%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-24.56%

-22.91%

-1.65%

Max Drawdown (10Y)

Largest decline over 10 years

-35.54%

Current Drawdown

Current decline from peak

-6.81%

0.00%

-6.81%

Average Drawdown

Average peak-to-trough decline

-4.74%

-5.03%

+0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

2.63%

+0.10%

Volatility

CSY2.DE vs. IBCY.DE - Volatility Comparison

CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD (CSY2.DE) has a higher volatility of 4.04% compared to iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) at 0.00%. This indicates that CSY2.DE's price experiences larger fluctuations and is considered to be riskier than IBCY.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.DEIBCY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

0.00%

+4.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.33%

3.80%

+5.53%

Volatility (1Y)

Calculated over the trailing 1-year period

17.58%

15.05%

+2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.25%

14.93%

+1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

16.24%

+1.07%