CSY2.DE vs. XDEQ.DE
CSY2.DE (CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both exchange-traded funds - CSY2.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Leaders, while XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, CSY2.DE returned 13.48%/yr vs 10.70%/yr for XDEQ.DE. Their correlation of 0.90 suggests significant overlap in exposure. CSY2.DE charges 0.10%/yr vs 0.25%/yr for XDEQ.DE.
Performance
CSY2.DE vs. XDEQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CSY2.DE achieves a 11.44% return, which is significantly lower than XDEQ.DE's 12.57% 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%
XDEQ.DE
- 1D
- 0.15%
- 1M
- 1.66%
- 6M
- 10.45%
- YTD
- 12.57%
- 1Y
- 22.01%
- 3Y*
- 15.57%
- 5Y*
- 10.70%
- 10Y*
- 12.19%
- ALL TIME*
- 9.57%
CSY2.DE vs. XDEQ.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% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 12.57% | 2.87% | 23.81% | 21.83% | -14.80% | 34.39% | 32.29% |
Correlation
The correlation between CSY2.DE and XDEQ.DE is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2020 | 0.90 |
The correlation between CSY2.DE and XDEQ.DE has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.
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Return for Risk
CSY2.DE vs. XDEQ.DE — Risk / Return Rank
CSY2.DE
XDEQ.DE
CSY2.DE vs. XDEQ.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 Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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 | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.38 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 3.52 | -1.04 |
| Martin ratioReturn relative to average drawdown | 8.68 | 14.82 | -6.14 |
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Drawdowns
CSY2.DE vs. XDEQ.DE - Drawdown Comparison
The maximum CSY2.DE drawdown since its inception was -24.56%, smaller than the maximum XDEQ.DE drawdown of -32.18%. Use the drawdown chart below to compare losses from any high point for CSY2.DE and XDEQ.DE.
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Drawdown Indicators
| CSY2.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.56% | -32.18% | +7.62% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -6.22% | -2.92% |
Max Drawdown (3Y)Largest decline over 3 years | -24.56% | -20.59% | -3.97% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -20.59% | -3.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.18% | — |
Current DrawdownCurrent decline from peak | -1.17% | -1.07% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -6.53% | +1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 1.48% | +1.13% |
Volatility
CSY2.DE vs. XDEQ.DE - Volatility Comparison
CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD (CSY2.DE) has a higher volatility of 3.30% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.75%. This indicates that CSY2.DE's price experiences larger fluctuations and is considered to be riskier than XDEQ.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 | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 2.75% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 8.77% | 7.28% | +1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.58% | 10.55% | +2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 14.13% | +2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.42% | 15.82% | +2.60% |
CSY2.DE vs. XDEQ.DE - Expense Ratio Comparison
CSY2.DE has a 0.10% expense ratio, which is lower than XDEQ.DE's 0.25% 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. XDEQ.DE - Dividend Comparison
Neither CSY2.DE nor XDEQ.DE has paid dividends to shareholders.
Frequently Asked Questions
CSY2.DE and XDEQ.DE have a correlation of 0.85, 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 0.25% for XDEQ.DE.
CSY2.DE is categorized as Large Cap Blend Equities, while XDEQ.DE is Global Equities. CSY2.DE tracks MSCI USA ESG Leaders, while XDEQ.DE tracks MSCI ACWI NR USD. They also come from different issuers: Credit Suisse and Xtrackers. Their fees differ too: 0.10% for CSY2.DE and 0.25% for XDEQ.DE.
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