CSY2.DE vs. VNRA.DE
CSY2.DE (CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD) and VNRA.DE (Vanguard FTSE North America UCITS ETF (USD) Accumulating) are both Large Cap Blend Equities funds - CSY2.DE tracks the MSCI USA ESG Leaders while VNRA.DE tracks the FTSE North America. Both are passively managed. Over the past 5 years, CSY2.DE returned 14.65%/yr vs 14.38%/yr for VNRA.DE. Their correlation of 0.94 suggests significant overlap in exposure. Both charge a 0.10% expense ratio.
Performance
CSY2.DE vs. VNRA.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 VNRA.DE slightly higher at 11.15%.
CSY2.DE
- 1D
- 0.76%
- 1M
- 5.76%
- YTD
- 10.74%
- 6M
- 11.43%
- 1Y
- 26.36%
- 3Y*
- 19.25%
- 5Y*
- 14.65%
- 10Y*
- —
VNRA.DE
- 1D
- -0.02%
- 1M
- 5.35%
- YTD
- 11.15%
- 6M
- 11.23%
- 1Y
- 25.26%
- 3Y*
- 19.14%
- 5Y*
- 14.38%
- 10Y*
- —
CSY2.DE vs. VNRA.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% |
VNRA.DE Vanguard FTSE North America UCITS ETF (USD) Accumulating | 11.15% | 5.41% | 32.23% | 22.65% | -15.14% | 38.59% | 39.97% |
Correlation
The correlation between CSY2.DE and VNRA.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 VNRA.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. VNRA.DE — Risk / Return Rank
CSY2.DE
VNRA.DE
CSY2.DE vs. VNRA.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 Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRA.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 | VNRA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.41 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 3.52 | -0.65 |
| Martin ratioReturn relative to average drawdown | 10.08 | 12.55 | -2.47 |
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 | VNRA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 2.19 | -0.09 |
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 | 0.87 | +0.31 |
Drawdowns
CSY2.DE vs. VNRA.DE - Drawdown Comparison
The maximum CSY2.DE drawdown since its inception was -24.56%, smaller than the maximum VNRA.DE drawdown of -34.48%. Use the drawdown chart below to compare losses from any high point for CSY2.DE and VNRA.DE.
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Drawdown Indicators
| CSY2.DE | VNRA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.56% | -34.48% | +9.92% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -7.14% | -2.00% |
Max Drawdown (3Y)Largest decline over 3 years | -24.56% | -23.30% | -1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -23.30% | -1.26% |
Current DrawdownCurrent decline from peak | -0.02% | -0.35% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -4.72% | +0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.01% | +0.60% |
Volatility
CSY2.DE vs. VNRA.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 Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRA.DE) at 2.61%. This indicates that CSY2.DE's price experiences larger fluctuations and is considered to be riskier than VNRA.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 | VNRA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 2.61% | +0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 7.47% | +1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.52% | 11.49% | +1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 15.22% | +1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.19% | 17.40% | -0.21% |
CSY2.DE vs. VNRA.DE - Expense Ratio Comparison
Both CSY2.DE and VNRA.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
CSY2.DE vs. VNRA.DE - Dividend Comparison
Neither CSY2.DE nor VNRA.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
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% |
VNRA.DE Vanguard FTSE North America UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.26% | 0.00% | 0.00% | 0.00% | 0.89% |
Frequently Asked Questions
With a correlation of 0.94, CSY2.DE and VNRA.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.
Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
CSY2.DE and VNRA.DE have the same expense ratio: 0.10% per year.
CSY2.DE tracks MSCI USA ESG Leaders, while VNRA.DE tracks FTSE North America. They also come from different issuers: Credit Suisse and Vanguard.
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