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

Performance

CSY2.DE vs. MIVU.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 Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSY2.DE achieves a 10.74% return, which is significantly higher than MIVU.DE's 2.88% return.


CSY2.DE

1D
0.76%
1M
5.76%
YTD
10.74%
6M
11.43%
1Y
26.36%
3Y*
19.25%
5Y*
14.65%
10Y*

MIVU.DE

1D
-0.26%
1M
3.04%
YTD
2.88%
6M
3.17%
1Y
2.54%
3Y*
8.40%
5Y*
8.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
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%
MIVU.DE
Amundi MSCI USA Minimum Volatility Factor UCITS ETF
2.88%-3.87%22.89%5.36%-4.28%31.88%12.80%

Correlation

The correlation between CSY2.DE and MIVU.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2020

0.72

Over the past year, the correlation between CSY2.DE and MIVU.DE has dropped to 0.40 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.

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Return for Risk

CSY2.DE vs. MIVU.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: 6161
Overall Rank
CSY2.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
CSY2.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
CSY2.DE Omega Ratio Rank: 6363
Omega Ratio Rank
CSY2.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
CSY2.DE Martin Ratio Rank: 5858
Martin Ratio Rank

MIVU.DE
MIVU.DE Risk / Return Rank: 1414
Overall Rank
MIVU.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MIVU.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
MIVU.DE Omega Ratio Rank: 1212
Omega Ratio Rank
MIVU.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
MIVU.DE Martin Ratio Rank: 1515
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. MIVU.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 Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.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.DEMIVU.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.81

Sortino ratioReturn per unit of downside risk

+2.40

Omega ratioGain probability vs. loss probability

1.38

1.05

+0.32

Calmar ratioReturn relative to maximum drawdown

2.87

0.52

+2.35

Martin ratioReturn relative to average drawdown

10.08

1.15

+8.92

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

The current CSY2.DE Sharpe Ratio is 2.10, which is higher than the MIVU.DE Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of CSY2.DE and MIVU.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.


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Sharpe Ratios by Period


CSY2.DEMIVU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

0.28

+1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.68

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

1.18

0.60

+0.58

Drawdowns

CSY2.DE vs. MIVU.DE - Drawdown Comparison

The maximum CSY2.DE drawdown since its inception was -24.56%, smaller than the maximum MIVU.DE drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for CSY2.DE and MIVU.DE.


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Drawdown Indicators


CSY2.DEMIVU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.56%

-32.69%

+8.13%

Max Drawdown (1Y)

Largest decline over 1 year

-9.14%

-4.83%

-4.31%

Max Drawdown (3Y)

Largest decline over 3 years

-24.56%

-14.89%

-9.67%

Max Drawdown (5Y)

Largest decline over 5 years

-24.56%

-14.89%

-9.67%

Current Drawdown

Current decline from peak

-0.02%

-6.68%

+6.66%

Average Drawdown

Average peak-to-trough decline

-4.64%

-6.16%

+1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.20%

+0.41%

Volatility

CSY2.DE vs. MIVU.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 Amundi MSCI USA Minimum Volatility Factor UCITS ETF (MIVU.DE) at 2.83%. This indicates that CSY2.DE's price experiences larger fluctuations and is considered to be riskier than MIVU.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.DEMIVU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

2.83%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

8.56%

6.02%

+2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

12.52%

8.94%

+3.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

11.89%

+4.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.19%

13.97%

+3.22%

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

CSY2.DE has a 0.10% expense ratio, which is lower than MIVU.DE's 0.18% 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. MIVU.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CSY2.DE and MIVU.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.18% for MIVU.DE.

CSY2.DE tracks MSCI USA ESG Leaders, while MIVU.DE tracks MSCI USA Minimum Volatility. They also come from different issuers: Credit Suisse and Amundi. Their fees differ too: 0.10% for CSY2.DE and 0.18% for MIVU.DE.

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