CSYU.DE vs. WDTE.DE

Last updated Jun 5, 2026

CSYU.DE (CSIF (IE) MSCI USA Tech 125 ESG Universal Blue UCITS ETF B USD) and WDTE.DE (Invesco S&P World Information Technology ESG UCITS ETF Acc) are both Technology Equities funds - CSYU.DE tracks the MSCI USA Tech 125 ESG Universal while WDTE.DE tracks the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. Both are passively managed. Over the past 3 years, CSYU.DE returned 26.43%/yr vs 25.83%/yr for WDTE.DE. Their correlation of 0.89 suggests significant overlap in exposure. Both charge a 0.18% expense ratio.

Performance

CSYU.DE vs. WDTE.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 S&P World Information Technology ESG UCITS ETF Acc (WDTE.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 WDTE.DE's 18.32% return.

CSYU.DE

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

WDTE.DE

• 1D: -2.54%
• 1M: 12.94%
• YTD: 18.32%
• 6M: 18.30%
• 1Y: 36.88%
• 3Y*: 25.83%
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023
CSYU.DE CSIF (IE) MSCI USA Tech 125 ESG Universal Blue UCITS ETF B USD	14.12%	7.11%	49.10%	26.70%
WDTE.DE Invesco S&P World Information Technology ESG UCITS ETF Acc	18.32%	6.19%	42.11%	32.17%

Correlation

The correlation between CSYU.DE and WDTE.DE is 0.94, 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	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023	0.89

The correlation between CSYU.DE and WDTE.DE has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.

Return for Risk

CSYU.DE vs. WDTE.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

WDTE.DE

WDTE.DE Risk / Return Rank: 50
WDTE.DE Sharpe Ratio Rank: 56
WDTE.DE Sortino Ratio Rank: 52
WDTE.DE Omega Ratio Rank: 52
WDTE.DE Calmar Ratio Rank: 48
WDTE.DE Martin Ratio Rank: 40

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. WDTE.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 S&P World Information Technology ESG UCITS ETF Acc (WDTE.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	WDTE.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.93	1.88	+0.05
Sortino ratio: Return per unit of downside risk	2.57	2.51	+0.06
Omega ratio: Gain probability vs. loss probability	1.33	1.32	+0.01
Calmar ratio: Return relative to maximum drawdown	2.28	2.33	-0.04
Martin ratio: Return relative to average drawdown	6.17	6.14	+0.02
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. WDTE.DE - Sharpe Ratio Comparison

The current CSYU.DE Sharpe Ratio is 1.93, which is comparable to the WDTE.DE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of CSYU.DE and WDTE.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	WDTE.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.93	1.88	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.90	1.44	-0.54

Drawdowns

CSYU.DE vs. WDTE.DE - Drawdown Comparison

The maximum CSYU.DE drawdown since its inception was -28.65%, roughly equal to the maximum WDTE.DE drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for CSYU.DE and WDTE.DE.

Drawdown Indicators

	CSYU.DE	WDTE.DE	Difference
Max Drawdown Largest peak-to-trough decline	-28.65%	-28.19%	-0.46%
Max Drawdown (1Y) Largest decline over 1 year	-14.66%	-15.79%	+1.13%
Max Drawdown (3Y) Largest decline over 3 years	-28.65%	-28.19%	-0.46%
Current Drawdown Current decline from peak	-2.31%	-3.63%	+1.32%
Average Drawdown Average peak-to-trough decline	-7.55%	-4.97%	-2.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.44%	5.99%	-0.55%

Volatility

CSYU.DE vs. WDTE.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 S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a volatility of 8.26%. This indicates that CSYU.DE experiences smaller price fluctuations and is considered to be less risky than WDTE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CSYU.DE	WDTE.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.08%	8.26%	-3.18%
Volatility (6M) Calculated over the trailing 6-month period	11.70%	15.09%	-3.39%
Volatility (1Y) Calculated over the trailing 1-year period	17.33%	19.51%	-2.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.80%	21.74%	+0.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.80%	21.74%	+0.06%

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

Both CSYU.DE and WDTE.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

CSYU.DE vs. WDTE.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

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

With a correlation of 0.94, CSYU.DE and WDTE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

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

CSYU.DE and WDTE.DE have the same expense ratio: 0.18% per year.

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

CSYU.DE tracks MSCI USA Tech 125 ESG Universal, while WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. They also come from different issuers: Credit Suisse and Invesco.