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CSY8.DE vs. IUS3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSY8.DE vs. IUS3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD (CSY8.DE) and iShares S&P SmallCap 600 UCITS ETF USD (Dist) (IUS3.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSY8.DE achieves a 17.89% return, which is significantly lower than IUS3.DE's 22.44% return.


CSY8.DE

1D
0.00%
1M
3.20%
6M
10.81%
YTD
17.89%
1Y
32.23%
3Y*
5Y*
10Y*

IUS3.DE

1D
1.07%
1M
3.17%
6M
17.44%
YTD
22.44%
1Y
32.99%
3Y*
13.58%
5Y*
7.99%
10Y*
9.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSY8.DE vs. IUS3.DE - Yearly Performance Comparison


Correlation

The correlation between CSY8.DE and IUS3.DE is 0.83, 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

0.83

Correlation (All Time)
Calculated using the full available price history since Aug 26, 2024

0.79

The correlation between CSY8.DE and IUS3.DE has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.

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Return for Risk

CSY8.DE vs. IUS3.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSY8.DE
CSY8.DE Risk / Return Rank: 8181
Overall Rank
CSY8.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
CSY8.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
CSY8.DE Omega Ratio Rank: 7272
Omega Ratio Rank
CSY8.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
CSY8.DE Martin Ratio Rank: 8989
Martin Ratio Rank

IUS3.DE
IUS3.DE Risk / Return Rank: 8282
Overall Rank
IUS3.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IUS3.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
IUS3.DE Omega Ratio Rank: 7575
Omega Ratio Rank
IUS3.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
IUS3.DE Martin Ratio Rank: 8989
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.

CSY8.DE vs. IUS3.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 iShares S&P SmallCap 600 UCITS ETF USD (Dist) (IUS3.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.


CSY8.DEIUS3.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.34

1.36

-0.02

Calmar ratioReturn relative to maximum drawdown

4.63

5.23

-0.60

Martin ratioReturn relative to average drawdown

15.27

15.45

-0.18

CSY8.DE vs. IUS3.DE - Sharpe Ratio Comparison

The current CSY8.DE Sharpe Ratio is 1.94, which is comparable to the IUS3.DE Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of CSY8.DE and IUS3.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.


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Drawdowns

CSY8.DE vs. IUS3.DE - Drawdown Comparison

The maximum CSY8.DE drawdown since its inception was -31.41%, smaller than the maximum IUS3.DE drawdown of -57.43%. Use the drawdown chart below to compare losses from any high point for CSY8.DE and IUS3.DE.


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Drawdown Indicators


CSY8.DEIUS3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.41%

-57.43%

+26.02%

Max Drawdown (1Y)

Largest decline over 1 year

-6.99%

-6.28%

-0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-32.89%

Max Drawdown (5Y)

Largest decline over 5 years

-32.89%

Max Drawdown (10Y)

Largest decline over 10 years

-41.55%

Current Drawdown

Current decline from peak

-1.93%

-2.33%

+0.40%

Average Drawdown

Average peak-to-trough decline

-9.54%

-12.69%

+3.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

2.13%

-0.01%

Volatility

CSY8.DE vs. IUS3.DE - Volatility Comparison

CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD (CSY8.DE) and iShares S&P SmallCap 600 UCITS ETF USD (Dist) (IUS3.DE) have volatilities of 4.45% and 4.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSY8.DEIUS3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.45%

4.43%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.98%

10.96%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

16.98%

16.54%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.47%

20.06%

+1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.47%

21.39%

+0.08%

CSY8.DE vs. IUS3.DE - Expense Ratio Comparison

CSY8.DE has a 0.20% expense ratio, which is lower than IUS3.DE's 0.40% expense ratio.


Dividends

CSY8.DE vs. IUS3.DE - Dividend Comparison

CSY8.DE has not paid dividends to shareholders, while IUS3.DE's dividend yield for the trailing twelve months is around 0.48%.


PositionTTM20252024202320222021202020192018201720162015
CSY8.DE
CSIF (IE) MSCI USA Small Cap 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%
IUS3.DE
iShares S&P SmallCap 600 UCITS ETF USD (Dist)
0.48%1.24%1.13%1.08%1.05%0.62%0.96%0.92%0.98%0.79%0.84%0.54%

Frequently Asked Questions


CSY8.DE and IUS3.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSY8.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSY8.DE is cheaper with a 0.20% expense ratio, compared with 0.40% for IUS3.DE.

CSY8.DE tracks MSCI USA Small Cap ESG Leaders, while IUS3.DE tracks S&P SmallCap 600 Index. They also come from different issuers: Credit Suisse and iShares. Their fees differ too: 0.20% for CSY8.DE and 0.40% for IUS3.DE.

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