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

Performance

CSY8.DE vs. MWON.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 Amundi S&P SmallCap 600 ESG UCITS ETF Dist (MWON.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023
CSY8.DE
CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD
3.12%-2.70%13.60%8.14%
MWON.DE
Amundi S&P SmallCap 600 ESG UCITS ETF Dist
0.91%-7.43%13.55%11.44%

Returns By Period

In the year-to-date period, CSY8.DE achieves a 3.12% return, which is significantly higher than MWON.DE's 0.91% return.


CSY8.DE

1D
1.98%
1M
-2.66%
YTD
3.12%
6M
6.87%
1Y
11.84%
3Y*
7.87%
5Y*
4.47%
10Y*

MWON.DE

1D
2.16%
1M
-3.08%
YTD
0.91%
6M
3.26%
1Y
5.87%
3Y*
6.53%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

CSY8.DE has a 0.20% expense ratio, which is lower than MWON.DE's 0.35% expense ratio.


Return for Risk

CSY8.DE vs. MWON.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: 3333
Overall Rank
CSY8.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CSY8.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
CSY8.DE Omega Ratio Rank: 2626
Omega Ratio Rank
CSY8.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
CSY8.DE Martin Ratio Rank: 4242
Martin Ratio Rank

MWON.DE
MWON.DE Risk / Return Rank: 2020
Overall Rank
MWON.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
MWON.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
MWON.DE Omega Ratio Rank: 1818
Omega Ratio Rank
MWON.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
MWON.DE Martin Ratio Rank: 2222
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. MWON.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 S&P SmallCap 600 ESG UCITS ETF Dist (MWON.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.DEMWON.DEDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.27

+0.25

Sortino ratio

Return per unit of downside risk

0.86

0.51

+0.35

Omega ratio

Gain probability vs. loss probability

1.12

1.07

+0.05

Calmar ratio

Return relative to maximum drawdown

1.31

0.60

+0.71

Martin ratio

Return relative to average drawdown

4.55

1.75

+2.80

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

The current CSY8.DE Sharpe Ratio is 0.52, which is higher than the MWON.DE Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of CSY8.DE and MWON.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CSY8.DEMWON.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

0.27

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.27

+0.28

Correlation

The correlation between CSY8.DE and MWON.DE is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CSY8.DE vs. MWON.DE - Dividend Comparison

CSY8.DE has not paid dividends to shareholders, while MWON.DE's dividend yield for the trailing twelve months is around 0.87%.


Drawdowns

CSY8.DE vs. MWON.DE - Drawdown Comparison

The maximum CSY8.DE drawdown since its inception was -31.41%, roughly equal to the maximum MWON.DE drawdown of -32.42%. Use the drawdown chart below to compare losses from any high point for CSY8.DE and MWON.DE.


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Drawdown Indicators


CSY8.DEMWON.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.41%

-32.42%

+1.01%

Max Drawdown (1Y)

Largest decline over 1 year

-15.91%

-15.90%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-31.41%

Current Drawdown

Current decline from peak

-7.81%

-14.93%

+7.12%

Average Drawdown

Average peak-to-trough decline

-7.93%

-10.06%

+2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

3.34%

-0.48%

Volatility

CSY8.DE vs. MWON.DE - Volatility Comparison

The current volatility for CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD (CSY8.DE) is 5.66%, while Amundi S&P SmallCap 600 ESG UCITS ETF Dist (MWON.DE) has a volatility of 6.01%. This indicates that CSY8.DE experiences smaller price fluctuations and is considered to be less risky than MWON.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.DEMWON.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

6.01%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

11.69%

11.80%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

22.49%

21.59%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.28%

19.84%

+0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.45%

19.84%

+0.61%