CSY8.DE vs. AE50.DE
CSY8.DE (CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD) and AE50.DE (Amundi ETF STOXX Europe 50 UCITS ETF EUR) are both exchange-traded funds - CSY8.DE is a Small Cap Blend Equities fund tracking the MSCI USA Small Cap ESG Leaders, while AE50.DE is a Europe Equities fund tracking the STOXX® Europe 50. Both are passively managed. Over the past 5 years, CSY8.DE returned 6.40%/yr vs 11.33%/yr for AE50.DE. A 0.59 correlation means they provide meaningful diversification when combined. CSY8.DE charges 0.20%/yr vs 0.15%/yr for AE50.DE.
Performance
CSY8.DE vs. AE50.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CSY8.DE achieves a 12.89% return, which is significantly higher than AE50.DE's 7.47% return.
CSY8.DE
- 1D
- 0.75%
- 1M
- 2.35%
- YTD
- 12.89%
- 6M
- 11.50%
- 1Y
- 26.13%
- 3Y*
- 11.06%
- 5Y*
- 6.40%
- 10Y*
- —
AE50.DE
- 1D
- 0.82%
- 1M
- 0.87%
- YTD
- 7.47%
- 6M
- 9.90%
- 1Y
- 16.79%
- 3Y*
- 12.27%
- 5Y*
- 11.33%
- 10Y*
- 9.32%
CSY8.DE vs. AE50.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CSY8.DE CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD | 12.89% | -2.70% | 13.60% | 12.50% | -11.53% | 31.40% | 24.77% |
AE50.DE Amundi ETF STOXX Europe 50 UCITS ETF EUR | 7.47% | 18.08% | 7.63% | 14.90% | -1.62% | 26.03% | 5.10% |
Correlation
The correlation between CSY8.DE and AE50.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2020 | 0.59 |
The correlation between CSY8.DE and AE50.DE shifts across timeframes, from 0.49 (3 years) to 0.59 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CSY8.DE vs. AE50.DE — Risk / Return Rank
CSY8.DE
AE50.DE
CSY8.DE vs. AE50.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD (CSY8.DE) and Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.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.
| CSY8.DE | AE50.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.23 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.68 | 1.74 | +1.94 |
| Martin ratioReturn relative to average drawdown | 11.46 | 6.15 | +5.31 |
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
| CSY8.DE | AE50.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 1.26 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.80 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.48 | +0.14 |
Drawdowns
CSY8.DE vs. AE50.DE - Drawdown Comparison
The maximum CSY8.DE drawdown since its inception was -31.41%, roughly equal to the maximum AE50.DE drawdown of -32.20%. Use the drawdown chart below to compare losses from any high point for CSY8.DE and AE50.DE.
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Drawdown Indicators
| CSY8.DE | AE50.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.41% | -32.20% | +0.79% |
Max Drawdown (1Y)Largest decline over 1 year | -6.99% | -9.54% | +2.55% |
Max Drawdown (3Y)Largest decline over 3 years | -31.41% | -17.29% | -14.12% |
Max Drawdown (5Y)Largest decline over 5 years | -31.41% | -17.29% | -14.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.20% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.65% | +1.65% |
Average DrawdownAverage peak-to-trough decline | -7.79% | -5.70% | -2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 2.71% | -0.46% |
Volatility
CSY8.DE vs. AE50.DE - Volatility Comparison
The current volatility for CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD (CSY8.DE) is 3.95%, while Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) has a volatility of 4.34%. This indicates that CSY8.DE experiences smaller price fluctuations and is considered to be less risky than AE50.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSY8.DE | AE50.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 4.34% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 10.69% | 10.78% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.98% | 13.25% | +3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.19% | 13.93% | +6.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.28% | 15.11% | +5.17% |
CSY8.DE vs. AE50.DE - Expense Ratio Comparison
CSY8.DE has a 0.20% expense ratio, which is higher than AE50.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
CSY8.DE vs. AE50.DE - Dividend Comparison
Neither CSY8.DE nor AE50.DE has paid dividends to shareholders.
Frequently Asked Questions
CSY8.DE and AE50.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AE50.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AE50.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for CSY8.DE.
CSY8.DE is categorized as Small Cap Blend Equities, while AE50.DE is Europe Equities. CSY8.DE tracks MSCI USA Small Cap ESG Leaders, while AE50.DE tracks STOXX® Europe 50. They also come from different issuers: Credit Suisse and Amundi. Their fees differ too: 0.20% for CSY8.DE and 0.15% for AE50.DE.
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