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CSY2.DE vs. XLKQ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSY2.DE vs. XLKQ.L - 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 Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CSY2.DE is traded in EUR, while XLKQ.L is traded in GBp. To make them comparable, the XLKQ.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CSY2.DE achieves a 11.44% return, which is significantly lower than XLKQ.L's 19.31% 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%

XLKQ.L

1D
1.26%
1M
-3.77%
6M
21.68%
YTD
19.31%
1Y
32.54%
3Y*
29.75%
5Y*
22.51%
10Y*
24.46%
ALL TIME*
18.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSY2.DE vs. XLKQ.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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%
XLKQ.L
Invesco Technology S&P US Select Sector UCITS ETF GBP Acc
19.31%9.72%50.98%55.05%-24.67%45.15%54.81%

Correlation

The correlation between CSY2.DE and XLKQ.L is 0.79, 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

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.80

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2020

0.80

The correlation between CSY2.DE and XLKQ.L has been stable across timeframes, ranging from 0.79 to 0.81 - a consistent structural relationship.

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Return for Risk

CSY2.DE vs. XLKQ.L — 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: 7171
Overall Rank
CSY2.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
CSY2.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
CSY2.DE Omega Ratio Rank: 7373
Omega Ratio Rank
CSY2.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
CSY2.DE Martin Ratio Rank: 6767
Martin Ratio Rank

XLKQ.L
XLKQ.L Risk / Return Rank: 4848
Overall Rank
XLKQ.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
XLKQ.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
XLKQ.L Omega Ratio Rank: 5151
Omega Ratio Rank
XLKQ.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
XLKQ.L Martin Ratio Rank: 3838
Martin Ratio Rank
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. XLKQ.L - 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 Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L). 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.DEXLKQ.LDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.32

1.26

+0.06

Calmar ratioReturn relative to maximum drawdown

2.48

2.05

+0.43

Martin ratioReturn relative to average drawdown

8.68

5.10

+3.58

CSY2.DE vs. XLKQ.L - Sharpe Ratio Comparison

The current CSY2.DE Sharpe Ratio is 1.80, which is comparable to the XLKQ.L Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of CSY2.DE and XLKQ.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CSY2.DE vs. XLKQ.L - Drawdown Comparison

The maximum CSY2.DE drawdown since its inception was -24.56%, smaller than the maximum XLKQ.L drawdown of -40.10%. Use the drawdown chart below to compare losses from any high point for CSY2.DE and XLKQ.L.


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Drawdown Indicators


CSY2.DEXLKQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.56%

-40.10%

+15.54%

Max Drawdown (1Y)

Largest decline over 1 year

-9.14%

-15.78%

+6.64%

Max Drawdown (3Y)

Largest decline over 3 years

-24.56%

-30.46%

+5.90%

Max Drawdown (5Y)

Largest decline over 5 years

-24.56%

-30.46%

+5.90%

Max Drawdown (10Y)

Largest decline over 10 years

-30.78%

Current Drawdown

Current decline from peak

-1.17%

-7.35%

+6.18%

Average Drawdown

Average peak-to-trough decline

-4.72%

-8.02%

+3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

6.36%

-3.75%

Volatility

CSY2.DE vs. XLKQ.L - Volatility Comparison

The current volatility for CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD (CSY2.DE) is 3.30%, while Invesco Technology S&P US Select Sector UCITS ETF GBP Acc (XLKQ.L) has a volatility of 7.38%. This indicates that CSY2.DE experiences smaller price fluctuations and is considered to be less risky than XLKQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSY2.DEXLKQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.30%

7.38%

-4.08%

Volatility (6M)

Calculated over the trailing 6-month period

8.77%

16.36%

-7.59%

Volatility (1Y)

Calculated over the trailing 1-year period

12.58%

21.39%

-8.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

27.00%

-10.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.42%

23.92%

-5.50%

CSY2.DE vs. XLKQ.L - Expense Ratio Comparison

CSY2.DE has a 0.10% expense ratio, which is lower than XLKQ.L's 0.14% 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. XLKQ.L - Dividend Comparison

Neither CSY2.DE nor XLKQ.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CSY2.DE and XLKQ.L have a correlation of 0.79, 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 0.14% for XLKQ.L.

CSY2.DE is categorized as Large Cap Blend Equities, while XLKQ.L is Technology Equities. CSY2.DE tracks MSCI USA ESG Leaders, while XLKQ.L tracks S&P Select Sector Capped 20% Technology Index. They also come from different issuers: Credit Suisse and Invesco. Their fees differ too: 0.10% for CSY2.DE and 0.14% for XLKQ.L.

Portfolio Optimizer

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