CSY8.DE vs. SC0K.DE
CSY8.DE (CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD) and SC0K.DE (Invesco Russell 2000 UCITS ETF) are both Small Cap Blend Equities funds - CSY8.DE tracks the MSCI USA Small Cap ESG Leaders while SC0K.DE tracks the Russell 2000®. Both are passively managed. Over the past 5 years, CSY8.DE returned 6.40%/yr vs 7.16%/yr for SC0K.DE. Their correlation of 0.91 suggests significant overlap in exposure. CSY8.DE charges 0.20%/yr vs 0.45%/yr for SC0K.DE.
Performance
CSY8.DE vs. SC0K.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 lower than SC0K.DE's 17.93% return.
CSY8.DE
- 1D
- 0.75%
- 1M
- 3.52%
- YTD
- 12.89%
- 6M
- 13.27%
- 1Y
- 25.86%
- 3Y*
- 11.06%
- 5Y*
- 6.40%
- 10Y*
- —
SC0K.DE
- 1D
- 0.96%
- 1M
- 4.12%
- YTD
- 17.93%
- 6M
- 16.88%
- 1Y
- 38.56%
- 3Y*
- 15.51%
- 5Y*
- 7.16%
- 10Y*
- 10.39%
CSY8.DE vs. SC0K.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% |
SC0K.DE Invesco Russell 2000 UCITS ETF | 17.93% | 1.56% | 15.91% | 14.84% | -16.55% | 24.70% | 27.66% |
Correlation
The correlation between CSY8.DE and SC0K.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2020 | 0.91 |
The correlation between CSY8.DE and SC0K.DE has been stable across timeframes, ranging from 0.82 to 0.91 - a consistent structural relationship.
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Return for Risk
CSY8.DE vs. SC0K.DE — Risk / Return Rank
CSY8.DE
SC0K.DE
CSY8.DE vs. SC0K.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 Invesco Russell 2000 UCITS ETF (SC0K.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 | SC0K.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.36 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.68 | 4.57 | -0.89 |
| Martin ratioReturn relative to average drawdown | 11.46 | 13.31 | -1.85 |
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 | SC0K.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 2.12 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.34 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.64 | -0.02 |
Drawdowns
CSY8.DE vs. SC0K.DE - Drawdown Comparison
The maximum CSY8.DE drawdown since its inception was -31.41%, smaller than the maximum SC0K.DE drawdown of -41.13%. Use the drawdown chart below to compare losses from any high point for CSY8.DE and SC0K.DE.
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Drawdown Indicators
| CSY8.DE | SC0K.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.41% | -41.13% | +9.72% |
Max Drawdown (1Y)Largest decline over 1 year | -6.99% | -8.40% | +1.41% |
Max Drawdown (3Y)Largest decline over 3 years | -31.41% | -32.50% | +1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -31.41% | -32.50% | +1.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.13% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.79% | -8.10% | +0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 2.89% | -0.64% |
Volatility
CSY8.DE vs. SC0K.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 Invesco Russell 2000 UCITS ETF (SC0K.DE) has a volatility of 5.37%. This indicates that CSY8.DE experiences smaller price fluctuations and is considered to be less risky than SC0K.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 | SC0K.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 5.37% | -1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 10.69% | 12.22% | -1.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.98% | 18.10% | -1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.19% | 20.93% | -0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.28% | 21.60% | -1.32% |
CSY8.DE vs. SC0K.DE - Expense Ratio Comparison
CSY8.DE has a 0.20% expense ratio, which is lower than SC0K.DE's 0.45% expense ratio.
Dividends
CSY8.DE vs. SC0K.DE - Dividend Comparison
Neither CSY8.DE nor SC0K.DE has paid dividends to shareholders.
Frequently Asked Questions
CSY8.DE and SC0K.DE have a correlation of 0.82, 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 0.45% for SC0K.DE.
CSY8.DE tracks MSCI USA Small Cap ESG Leaders, while SC0K.DE tracks Russell 2000®. They also come from different issuers: Credit Suisse and Invesco. Their fees differ too: 0.20% for CSY8.DE and 0.45% for SC0K.DE.
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