CSY2.DE vs. SGAS.DE
CSY2.DE (CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD) and SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds - CSY2.DE tracks the MSCI USA ESG Leaders while SGAS.DE tracks the MSCI USA ESG Screened. Both are passively managed. Over the past 5 years, CSY2.DE returned 14.65%/yr vs 15.10%/yr for SGAS.DE. Their correlation of 0.94 suggests significant overlap in exposure. CSY2.DE charges 0.10%/yr vs 0.07%/yr for SGAS.DE.
Performance
CSY2.DE vs. SGAS.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with CSY2.DE having a 10.74% return and SGAS.DE slightly higher at 11.26%.
CSY2.DE
- 1D
- 0.76%
- 1M
- 5.76%
- YTD
- 10.74%
- 6M
- 11.43%
- 1Y
- 26.36%
- 3Y*
- 19.25%
- 5Y*
- 14.65%
- 10Y*
- —
SGAS.DE
- 1D
- -0.42%
- 1M
- 5.79%
- YTD
- 11.26%
- 6M
- 11.24%
- 1Y
- 26.36%
- 3Y*
- 20.20%
- 5Y*
- 15.10%
- 10Y*
- —
CSY2.DE vs. SGAS.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% |
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 11.26% | 5.13% | 33.97% | 26.37% | -17.05% | 39.63% | 39.46% |
Correlation
The correlation between CSY2.DE and SGAS.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 SGAS.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. SGAS.DE — Risk / Return Rank
CSY2.DE
SGAS.DE
CSY2.DE vs. SGAS.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 Screened UCITS ETF USD (Acc) (SGAS.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 | SGAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.38 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 3.08 | -0.21 |
| Martin ratioReturn relative to average drawdown | 10.08 | 10.78 | -0.70 |
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 | SGAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 2.11 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.93 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.18 | 0.92 | +0.25 |
Drawdowns
CSY2.DE vs. SGAS.DE - Drawdown Comparison
The maximum CSY2.DE drawdown since its inception was -24.56%, smaller than the maximum SGAS.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for CSY2.DE and SGAS.DE.
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Drawdown Indicators
| CSY2.DE | SGAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.56% | -33.55% | +8.99% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -8.51% | -0.63% |
Max Drawdown (3Y)Largest decline over 3 years | -24.56% | -24.66% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -24.66% | +0.10% |
Current DrawdownCurrent decline from peak | -0.02% | -0.42% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -4.83% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.44% | +0.17% |
Volatility
CSY2.DE vs. SGAS.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 Screened UCITS ETF USD (Acc) (SGAS.DE) at 3.03%. This indicates that CSY2.DE's price experiences larger fluctuations and is considered to be riskier than SGAS.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 | SGAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 3.03% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 8.33% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.52% | 12.53% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 16.02% | +0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.19% | 17.61% | -0.42% |
CSY2.DE vs. SGAS.DE - Expense Ratio Comparison
CSY2.DE has a 0.10% expense ratio, which is higher than SGAS.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. SGAS.DE - Dividend Comparison
Neither CSY2.DE nor SGAS.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, CSY2.DE and SGAS.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, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for CSY2.DE.
CSY2.DE tracks MSCI USA ESG Leaders, while SGAS.DE tracks MSCI USA ESG Screened. They also come from different issuers: Credit Suisse and iShares. Their fees differ too: 0.10% for CSY2.DE and 0.07% for SGAS.DE.
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