CSY2.DE vs. SXRU.DE
CSY2.DE (CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD) and SXRU.DE (iShares Dow Jones Industrial Average UCITS ETF (Acc)) are both Large Cap Blend Equities funds - CSY2.DE tracks the MSCI USA ESG Leaders while SXRU.DE tracks the Dow Jones Industrial Average. Both are passively managed. Over the past 5 years, CSY2.DE returned 14.65%/yr vs 10.67%/yr for SXRU.DE. Their correlation of 0.80 suggests significant overlap in exposure. CSY2.DE charges 0.10%/yr vs 0.33%/yr for SXRU.DE.
Performance
CSY2.DE vs. SXRU.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 higher than SXRU.DE's 8.17% 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*
- —
SXRU.DE
- 1D
- 1.22%
- 1M
- 4.78%
- YTD
- 8.17%
- 6M
- 8.26%
- 1Y
- 20.63%
- 3Y*
- 13.55%
- 5Y*
- 10.67%
- 10Y*
- 12.56%
CSY2.DE vs. SXRU.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% |
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc) | 8.17% | 2.08% | 21.16% | 11.74% | -2.47% | 31.86% | 31.53% |
Correlation
The correlation between CSY2.DE and SXRU.DE is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2020 | 0.80 |
The correlation between CSY2.DE and SXRU.DE has been stable across timeframes, ranging from 0.73 to 0.80 - a consistent structural relationship.
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Return for Risk
CSY2.DE vs. SXRU.DE — Risk / Return Rank
CSY2.DE
SXRU.DE
CSY2.DE vs. SXRU.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 Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.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 | SXRU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.31 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 2.79 | +0.08 |
| Martin ratioReturn relative to average drawdown | 10.08 | 9.23 | +0.85 |
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 | SXRU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 1.70 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.75 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.18 | 0.66 | +0.51 |
Drawdowns
CSY2.DE vs. SXRU.DE - Drawdown Comparison
The maximum CSY2.DE drawdown since its inception was -24.56%, smaller than the maximum SXRU.DE drawdown of -36.09%. Use the drawdown chart below to compare losses from any high point for CSY2.DE and SXRU.DE.
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Drawdown Indicators
| CSY2.DE | SXRU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.56% | -36.09% | +11.53% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -7.30% | -1.84% |
Max Drawdown (3Y)Largest decline over 3 years | -24.56% | -21.13% | -3.43% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -21.13% | -3.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.09% | — |
Current DrawdownCurrent decline from peak | -0.02% | 0.00% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -5.41% | +0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.21% | +0.40% |
Volatility
CSY2.DE vs. SXRU.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 Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) at 2.91%. This indicates that CSY2.DE's price experiences larger fluctuations and is considered to be riskier than SXRU.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 | SXRU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 2.91% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 8.39% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.52% | 12.01% | +0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 14.05% | +2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.19% | 16.01% | +1.18% |
CSY2.DE vs. SXRU.DE - Expense Ratio Comparison
CSY2.DE has a 0.10% expense ratio, which is lower than SXRU.DE's 0.33% expense ratio.
Dividends
CSY2.DE vs. SXRU.DE - Dividend Comparison
Neither CSY2.DE nor SXRU.DE has paid dividends to shareholders.
Frequently Asked Questions
CSY2.DE and SXRU.DE have a correlation of 0.73, 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 0.33% for SXRU.DE.
CSY2.DE tracks MSCI USA ESG Leaders, while SXRU.DE tracks Dow Jones Industrial Average. They also come from different issuers: Credit Suisse and iShares. Their fees differ too: 0.10% for CSY2.DE and 0.33% for SXRU.DE.
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