CSY2.DE vs. UIMP.DE

Last updated Jul 21, 2026

CSY2.DE (CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD) and UIMP.DE (UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds - CSY2.DE tracks the MSCI USA ESG Leaders while UIMP.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 5 years, CSY2.DE returned 13.48%/yr vs 10.96%/yr for UIMP.DE. Their correlation of 0.91 suggests significant overlap in exposure. CSY2.DE charges 0.10%/yr vs 0.22%/yr for UIMP.DE.

Performance

CSY2.DE vs. UIMP.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 UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CSY2.DE achieves a 11.44% return, which is significantly lower than UIMP.DE's 14.53% return.

CSY2.DE

• 1D: 0.58%
• 1M: 0.44%
• 6M: 10.76%
• YTD: 11.44%
• 1Y: 22.74%
• 3Y*: 18.51%
• 5Y*: 13.48%
• 10Y*: —
• ALL TIME*: 16.36%

UIMP.DE

• 1D: 0.30%
• 1M: -0.98%
• 6M: 13.48%
• YTD: 14.53%
• 1Y: 22.09%
• 3Y*: 14.88%
• 5Y*: 10.96%
• 10Y*: 13.47%
• ALL TIME*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CSY2.DE vs. UIMP.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	11.44%	6.30%	30.42%	25.14%	-16.59%	44.53%	12.20%
UIMP.DE UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis	14.53%	-1.33%	25.94%	27.84%	-21.40%	43.23%	37.77%

Correlation

The correlation between CSY2.DE and UIMP.DE is 0.87, 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	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (All Time) Calculated using the full available price history since Mar 16, 2020	0.91

The correlation between CSY2.DE and UIMP.DE has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

Return for Risk

CSY2.DE vs. UIMP.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: 71
CSY2.DE Sharpe Ratio Rank: 76
CSY2.DE Sortino Ratio Rank: 73
CSY2.DE Omega Ratio Rank: 73
CSY2.DE Calmar Ratio Rank: 67
CSY2.DE Martin Ratio Rank: 67

UIMP.DE

UIMP.DE Risk / Return Rank: 63
UIMP.DE Sharpe Ratio Rank: 66
UIMP.DE Sortino Ratio Rank: 65
UIMP.DE Omega Ratio Rank: 62
UIMP.DE Calmar Ratio Rank: 63
UIMP.DE Martin Ratio Rank: 58

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. UIMP.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 UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CSY2.DE	UIMP.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.80	1.61	+0.20
Sortino ratio: Return per unit of downside risk	2.48	2.27	+0.22
Omega ratio: Gain probability vs. loss probability	1.32	1.28	+0.04
Calmar ratio: Return relative to maximum drawdown	2.48	2.33	+0.14
Martin ratio: Return relative to average drawdown	8.68	7.42	+1.26

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

The current CSY2.DE Sharpe Ratio is 1.80, which is comparable to the UIMP.DE Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of CSY2.DE and UIMP.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.

Drawdowns

CSY2.DE vs. UIMP.DE - Drawdown Comparison

The maximum CSY2.DE drawdown since its inception was -24.56%, smaller than the maximum UIMP.DE drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CSY2.DE and UIMP.DE.

Drawdown Indicators

	CSY2.DE	UIMP.DE	Difference
Max Drawdown Largest peak-to-trough decline	-24.56%	-33.37%	+8.81%
Max Drawdown (1Y) Largest decline over 1 year	-9.14%	-9.42%	+0.28%
Max Drawdown (3Y) Largest decline over 3 years	-24.56%	-24.74%	+0.18%
Max Drawdown (5Y) Largest decline over 5 years	-24.56%	-24.74%	+0.18%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.37%	—
Current Drawdown Current decline from peak	-1.17%	-3.51%	+2.34%
Average Drawdown Average peak-to-trough decline	-4.72%	-8.03%	+3.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.61%	2.97%	-0.36%

Volatility

CSY2.DE vs. UIMP.DE - Volatility Comparison

The current volatility for CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD (CSY2.DE) is 3.30%, while UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE) has a volatility of 4.58%. This indicates that CSY2.DE experiences smaller price fluctuations and is considered to be less risky than UIMP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CSY2.DE	UIMP.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.30%	4.58%	-1.28%
Volatility (6M) Calculated over the trailing 6-month period	8.77%	10.27%	-1.50%
Volatility (1Y) Calculated over the trailing 1-year period	12.58%	13.72%	-1.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.24%	16.63%	-0.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.42%	16.87%	+1.55%

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

CSY2.DE has a 0.10% expense ratio, which is lower than UIMP.DE's 0.22% 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. UIMP.DE - Dividend Comparison

CSY2.DE has not paid dividends to shareholders, while UIMP.DE's dividend yield for the trailing twelve months is around 0.42%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CSY2.DE CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
UIMP.DE UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis	0.42%	0.82%	0.70%	0.75%	0.92%	0.62%	0.90%	0.97%	1.03%	1.25%	1.26%	1.25%

Frequently Asked Questions

Can I hold both CSY2.DE and UIMP.DE in my portfolio?

CSY2.DE and UIMP.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CSY2.DE or UIMP.DE?

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.

Which ETF is cheaper, CSY2.DE or UIMP.DE?

CSY2.DE is cheaper with a 0.10% expense ratio, compared with 0.22% for UIMP.DE.

What is the main difference between CSY2.DE and UIMP.DE?

CSY2.DE tracks MSCI USA ESG Leaders, while UIMP.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: Credit Suisse and UBS. Their fees differ too: 0.10% for CSY2.DE and 0.22% for UIMP.DE.