CSY2.DE vs. SADU.DE
CSY2.DE (CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD) and SADU.DE (Amundi MSCI USA ESG Leaders UCITS ETF Acc) are both Large Cap Blend Equities funds - CSY2.DE tracks the MSCI USA ESG Leaders while SADU.DE tracks the MSCI USA ESG Leaders Select 5% Issuer Capped. Both are passively managed. Over the past year, CSY2.DE returned 26.36% vs 26.46% for SADU.DE. Their correlation of 0.94 suggests significant overlap in exposure. CSY2.DE charges 0.10%/yr vs 0.15%/yr for SADU.DE.
Performance
CSY2.DE vs. SADU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CSY2.DE achieves a 10.74% return, which is significantly lower than SADU.DE's 13.46% 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*
- —
SADU.DE
- 1D
- 0.41%
- 1M
- 7.69%
- YTD
- 13.46%
- 6M
- 14.48%
- 1Y
- 26.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CSY2.DE vs. SADU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CSY2.DE CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD | 10.74% | 6.30% | 30.42% | 8.70% |
SADU.DE Amundi MSCI USA ESG Leaders UCITS ETF Acc | 13.46% | 2.73% | 27.24% | 8.87% |
Correlation
The correlation between CSY2.DE and SADU.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 (All Time) Calculated using the full available price history since Jul 19, 2023 | 0.94 |
The correlation between CSY2.DE and SADU.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. SADU.DE — Risk / Return Rank
CSY2.DE
SADU.DE
CSY2.DE vs. SADU.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 ESG Leaders UCITS ETF Acc (SADU.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 | SADU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.37 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 2.68 | +0.19 |
| Martin ratioReturn relative to average drawdown | 10.08 | 9.35 | +0.73 |
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 | SADU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 2.06 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.18 | 1.24 | -0.06 |
Drawdowns
CSY2.DE vs. SADU.DE - Drawdown Comparison
The maximum CSY2.DE drawdown since its inception was -24.56%, roughly equal to the maximum SADU.DE drawdown of -23.85%. Use the drawdown chart below to compare losses from any high point for CSY2.DE and SADU.DE.
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Drawdown Indicators
| CSY2.DE | SADU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.56% | -23.85% | -0.71% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -9.82% | +0.68% |
Max Drawdown (3Y)Largest decline over 3 years | -24.56% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | — | — |
Current DrawdownCurrent decline from peak | -0.02% | 0.00% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -3.95% | -0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.82% | -0.21% |
Volatility
CSY2.DE vs. SADU.DE - Volatility Comparison
CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD (CSY2.DE) and Amundi MSCI USA ESG Leaders UCITS ETF Acc (SADU.DE) have volatilities of 3.21% and 3.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSY2.DE | SADU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 3.23% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 8.89% | -0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.52% | 12.76% | -0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 14.56% | +1.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.19% | 14.56% | +2.63% |
CSY2.DE vs. SADU.DE - Expense Ratio Comparison
CSY2.DE has a 0.10% expense ratio, which is lower than SADU.DE's 0.15% 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. SADU.DE - Dividend Comparison
Neither CSY2.DE nor SADU.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, CSY2.DE and SADU.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 0.15% for SADU.DE.
CSY2.DE tracks MSCI USA ESG Leaders, while SADU.DE tracks MSCI USA ESG Leaders Select 5% Issuer Capped. They also come from different issuers: Credit Suisse and Amundi. Their fees differ too: 0.10% for CSY2.DE and 0.15% for SADU.DE.
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