CSYU.DE vs. SC0X.DE

Last updated Jun 5, 2026

CSYU.DE (CSIF (IE) MSCI USA Tech 125 ESG Universal Blue UCITS ETF B USD) and SC0X.DE (Invesco European Technology Sector UCITS ETF) are both Technology Equities funds - CSYU.DE tracks the MSCI USA Tech 125 ESG Universal while SC0X.DE tracks the STOXX® Europe 600 Optimised Technology. Both are passively managed. Over the past 3 years, CSYU.DE returned 26.43%/yr vs 11.26%/yr for SC0X.DE. A 0.67 correlation means they provide meaningful diversification when combined. CSYU.DE charges 0.18%/yr vs 0.20%/yr for SC0X.DE.

Performance

CSYU.DE vs. SC0X.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in CSIF (IE) MSCI USA Tech 125 ESG Universal Blue UCITS ETF B USD (CSYU.DE) and Invesco European Technology Sector UCITS ETF (SC0X.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CSYU.DE achieves a 14.12% return, which is significantly lower than SC0X.DE's 16.14% return.

CSYU.DE

• 1D: -1.32%
• 1M: 7.71%
• YTD: 14.12%
• 6M: 12.92%
• 1Y: 33.64%
• 3Y*: 26.43%
• 5Y*: —
• 10Y*: —

SC0X.DE

• 1D: 1.07%
• 1M: 13.46%
• YTD: 16.14%
• 6M: 15.05%
• 1Y: 13.75%
• 3Y*: 11.26%
• 5Y*: 6.18%
• 10Y*: 11.23%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CSYU.DE vs. SC0X.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CSYU.DE CSIF (IE) MSCI USA Tech 125 ESG Universal Blue UCITS ETF B USD	14.12%	7.11%	49.10%	48.18%	-20.13%
SC0X.DE Invesco European Technology Sector UCITS ETF	16.14%	4.06%	5.58%	31.88%	-9.16%

Correlation

The correlation between CSYU.DE and SC0X.DE is 0.66, 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	0.66
Correlation (3Y) Calculated over the trailing 3-year period	0.62
Correlation (All Time) Calculated using the full available price history since Mar 2, 2022	0.67

The correlation between CSYU.DE and SC0X.DE has been stable across timeframes, ranging from 0.62 to 0.67 - a consistent structural relationship.

Return for Risk

CSYU.DE vs. SC0X.DE — Risk / Return Rank

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

CSYU.DE

CSYU.DE Risk / Return Rank: 50
CSYU.DE Sharpe Ratio Rank: 58
CSYU.DE Sortino Ratio Rank: 54
CSYU.DE Omega Ratio Rank: 53
CSYU.DE Calmar Ratio Rank: 47
CSYU.DE Martin Ratio Rank: 39

SC0X.DE

SC0X.DE Risk / Return Rank: 19
SC0X.DE Sharpe Ratio Rank: 20
SC0X.DE Sortino Ratio Rank: 20
SC0X.DE Omega Ratio Rank: 20
SC0X.DE Calmar Ratio Rank: 19
SC0X.DE Martin Ratio Rank: 19

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.

CSYU.DE vs. SC0X.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CSIF (IE) MSCI USA Tech 125 ESG Universal Blue UCITS ETF B USD (CSYU.DE) and Invesco European Technology Sector UCITS ETF (SC0X.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.

	CSYU.DE	SC0X.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.93	0.64	+1.30
Sortino ratio: Return per unit of downside risk	2.57	1.02	+1.54
Omega ratio: Gain probability vs. loss probability	1.33	1.12	+0.20
Calmar ratio: Return relative to maximum drawdown	2.28	0.76	+1.53
Martin ratio: Return relative to average drawdown	6.17	1.99	+4.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CSYU.DE vs. SC0X.DE - Sharpe Ratio Comparison

The current CSYU.DE Sharpe Ratio is 1.93, which is higher than the SC0X.DE Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of CSYU.DE and SC0X.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.

Sharpe Ratios by Period

	CSYU.DE	SC0X.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.93	0.64	+1.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.26	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.49	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.90	0.53	+0.37

Drawdowns

CSYU.DE vs. SC0X.DE - Drawdown Comparison

The maximum CSYU.DE drawdown since its inception was -28.65%, smaller than the maximum SC0X.DE drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for CSYU.DE and SC0X.DE.

Drawdown Indicators

	CSYU.DE	SC0X.DE	Difference
Max Drawdown Largest peak-to-trough decline	-28.65%	-38.91%	+10.26%
Max Drawdown (1Y) Largest decline over 1 year	-14.66%	-18.06%	+3.40%
Max Drawdown (3Y) Largest decline over 3 years	-28.65%	-23.90%	-4.75%
Max Drawdown (5Y) Largest decline over 5 years	—	-38.91%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-38.91%	—
Current Drawdown Current decline from peak	-2.31%	-0.23%	-2.08%
Average Drawdown Average peak-to-trough decline	-7.55%	-8.77%	+1.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.44%	6.88%	-1.44%

Volatility

CSYU.DE vs. SC0X.DE - Volatility Comparison

The current volatility for CSIF (IE) MSCI USA Tech 125 ESG Universal Blue UCITS ETF B USD (CSYU.DE) is 5.08%, while Invesco European Technology Sector UCITS ETF (SC0X.DE) has a volatility of 7.28%. This indicates that CSYU.DE experiences smaller price fluctuations and is considered to be less risky than SC0X.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CSYU.DE	SC0X.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.08%	7.28%	-2.20%
Volatility (6M) Calculated over the trailing 6-month period	11.70%	17.98%	-6.28%
Volatility (1Y) Calculated over the trailing 1-year period	17.33%	21.57%	-4.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.80%	23.52%	-1.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.80%	22.65%	-0.85%

CSYU.DE vs. SC0X.DE - Expense Ratio Comparison

CSYU.DE has a 0.18% expense ratio, which is lower than SC0X.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

CSYU.DE vs. SC0X.DE - Dividend Comparison

Neither CSYU.DE nor SC0X.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both CSYU.DE and SC0X.DE in my portfolio?

CSYU.DE and SC0X.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CSYU.DE or SC0X.DE?

On fees, CSYU.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CSYU.DE or SC0X.DE?

CSYU.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for SC0X.DE.

What is the main difference between CSYU.DE and SC0X.DE?

CSYU.DE tracks MSCI USA Tech 125 ESG Universal, while SC0X.DE tracks STOXX® Europe 600 Optimised Technology. They also come from different issuers: Credit Suisse and Invesco. Their fees differ too: 0.18% for CSYU.DE and 0.20% for SC0X.DE.