CSY2.DE vs. SC0H.DE
Compare and contrast key facts about CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD (CSY2.DE) and Invesco MSCI USA UCITS ETF (SC0H.DE).
CSY2.DE and SC0H.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CSY2.DE is a passively managed fund by Credit Suisse that tracks the performance of the MSCI USA ESG Leaders. It was launched on Mar 13, 2020. SC0H.DE is a passively managed fund by Invesco that tracks the performance of the MSCI USA. It was launched on Mar 31, 2009. Both CSY2.DE and SC0H.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CSY2.DE vs. SC0H.DE - Performance Comparison
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CSY2.DE vs. SC0H.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 | -4.39% | 6.30% | 30.42% | 25.14% | -16.59% | 44.53% | 36.31% |
SC0H.DE Invesco MSCI USA UCITS ETF | -3.18% | 4.77% | 32.56% | 23.60% | -15.55% | 38.99% | 39.42% |
Returns By Period
In the year-to-date period, CSY2.DE achieves a -4.39% return, which is significantly lower than SC0H.DE's -3.18% return.
CSY2.DE
- 1D
- 1.98%
- 1M
- -3.55%
- YTD
- -4.39%
- 6M
- -0.29%
- 1Y
- 12.43%
- 3Y*
- 16.17%
- 5Y*
- 11.98%
- 10Y*
- —
SC0H.DE
- 1D
- 1.72%
- 1M
- -3.04%
- YTD
- -3.18%
- 6M
- -0.28%
- 1Y
- 10.24%
- 3Y*
- 16.32%
- 5Y*
- 11.81%
- 10Y*
- 13.79%
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CSY2.DE vs. SC0H.DE - Expense Ratio Comparison
CSY2.DE has a 0.10% expense ratio, which is higher than SC0H.DE's 0.05% 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%.
Return for Risk
CSY2.DE vs. SC0H.DE — Risk / Return Rank
CSY2.DE
SC0H.DE
CSY2.DE vs. SC0H.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 Invesco MSCI USA UCITS ETF (SC0H.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 | SC0H.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.59 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.06 | 0.90 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.13 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.21 | +0.15 |
Martin ratioReturn relative to average drawdown | 4.56 | 4.26 | +0.30 |
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 | SC0H.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.59 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.76 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 0.92 | +0.11 |
Correlation
The correlation between CSY2.DE and SC0H.DE is 0.94, 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. SC0H.DE - Dividend Comparison
Neither CSY2.DE nor SC0H.DE has paid dividends to shareholders.
Drawdowns
CSY2.DE vs. SC0H.DE - Drawdown Comparison
The maximum CSY2.DE drawdown since its inception was -24.56%, smaller than the maximum SC0H.DE drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for CSY2.DE and SC0H.DE.
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Drawdown Indicators
| CSY2.DE | SC0H.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.56% | -34.20% | +9.64% |
Max Drawdown (1Y)Largest decline over 1 year | -12.74% | -13.54% | +0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -23.66% | -0.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.20% | — |
Current DrawdownCurrent decline from peak | -6.81% | -5.38% | -1.43% |
Average DrawdownAverage peak-to-trough decline | -4.74% | -4.16% | -0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.40% | +0.33% |
Volatility
CSY2.DE vs. SC0H.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 Invesco MSCI USA UCITS ETF (SC0H.DE) at 3.78%. This indicates that CSY2.DE's price experiences larger fluctuations and is considered to be riskier than SC0H.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 | SC0H.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 3.78% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 8.70% | +0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.58% | 17.27% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 15.44% | +0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.31% | 16.28% | +1.03% |