CSY8.DE vs. ZPRR.DE
CSY8.DE (CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD) and ZPRR.DE (SPDR Russell 2000 US Small Cap UCITS ETF) are both Small Cap Blend Equities funds - CSY8.DE tracks the MSCI USA Small Cap ESG Leaders while ZPRR.DE tracks the Russell 2000®. Both are passively managed. Over the past 5 years, CSY8.DE returned 6.40%/yr vs 7.11%/yr for ZPRR.DE. Their correlation of 0.91 suggests significant overlap in exposure. CSY8.DE charges 0.20%/yr vs 0.30%/yr for ZPRR.DE.
Performance
CSY8.DE vs. ZPRR.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 ZPRR.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*
- —
ZPRR.DE
- 1D
- 0.93%
- 1M
- 4.09%
- YTD
- 17.93%
- 6M
- 16.88%
- 1Y
- 38.46%
- 3Y*
- 15.40%
- 5Y*
- 7.11%
- 10Y*
- 10.37%
CSY8.DE vs. ZPRR.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% |
ZPRR.DE SPDR Russell 2000 US Small Cap UCITS ETF | 17.93% | 1.37% | 15.82% | 14.82% | -16.60% | 25.11% | 27.70% |
Correlation
The correlation between CSY8.DE and ZPRR.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 ZPRR.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. ZPRR.DE — Risk / Return Rank
CSY8.DE
ZPRR.DE
CSY8.DE vs. ZPRR.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 SPDR Russell 2000 US Small Cap UCITS ETF (ZPRR.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 | ZPRR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.35 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.68 | 4.53 | -0.85 |
| Martin ratioReturn relative to average drawdown | 11.46 | 13.24 | -1.79 |
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 | ZPRR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 2.10 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.33 | -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 | 0.48 | +0.14 |
Drawdowns
CSY8.DE vs. ZPRR.DE - Drawdown Comparison
The maximum CSY8.DE drawdown since its inception was -31.41%, smaller than the maximum ZPRR.DE drawdown of -41.20%. Use the drawdown chart below to compare losses from any high point for CSY8.DE and ZPRR.DE.
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Drawdown Indicators
| CSY8.DE | ZPRR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.41% | -41.20% | +9.79% |
Max Drawdown (1Y)Largest decline over 1 year | -6.99% | -8.44% | +1.45% |
Max Drawdown (3Y)Largest decline over 3 years | -31.41% | -32.54% | +1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -31.41% | -32.54% | +1.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.20% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.79% | -9.39% | +1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 2.90% | -0.65% |
Volatility
CSY8.DE vs. ZPRR.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 SPDR Russell 2000 US Small Cap UCITS ETF (ZPRR.DE) has a volatility of 5.38%. This indicates that CSY8.DE experiences smaller price fluctuations and is considered to be less risky than ZPRR.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 | ZPRR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 5.38% | -1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 10.69% | 12.26% | -1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.98% | 18.20% | -1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.19% | 20.98% | -0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.28% | 21.60% | -1.32% |
CSY8.DE vs. ZPRR.DE - Expense Ratio Comparison
CSY8.DE has a 0.20% expense ratio, which is lower than ZPRR.DE's 0.30% expense ratio.
Dividends
CSY8.DE vs. ZPRR.DE - Dividend Comparison
Neither CSY8.DE nor ZPRR.DE has paid dividends to shareholders.
Frequently Asked Questions
CSY8.DE and ZPRR.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 0.30% for ZPRR.DE.
CSY8.DE tracks MSCI USA Small Cap ESG Leaders, while ZPRR.DE tracks Russell 2000®. They also come from different issuers: Credit Suisse and State Street. Their fees differ too: 0.20% for CSY8.DE and 0.30% for ZPRR.DE.
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