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CSYZ.DE vs. AYEP.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSYZ.DE vs. AYEP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF A USD (CSYZ.DE) and iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE). The values are adjusted to include any dividend payments, if applicable.

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CSYZ.DE vs. AYEP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CSYZ.DE
CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF A USD
3.03%-5.02%2.47%4.08%-19.53%36.67%5.48%
AYEP.DE
iShares Asia Property Yield UCITS ETF USD Acc
-1.05%15.89%-4.24%-5.46%-7.48%13.37%4.19%

Returns By Period

In the year-to-date period, CSYZ.DE achieves a 3.03% return, which is significantly higher than AYEP.DE's -1.05% return.


CSYZ.DE

1D
0.87%
1M
-6.30%
YTD
3.03%
6M
0.97%
1Y
-1.01%
3Y*
2.04%
5Y*
0.46%
10Y*

AYEP.DE

1D
1.56%
1M
-7.26%
YTD
-1.05%
6M
0.73%
1Y
10.18%
3Y*
2.07%
5Y*
-0.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSYZ.DE vs. AYEP.DE - Expense Ratio Comparison

CSYZ.DE has a 0.25% expense ratio, which is lower than AYEP.DE's 0.59% expense ratio.


Return for Risk

CSYZ.DE vs. AYEP.DE — Risk / Return Rank

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

CSYZ.DE
CSYZ.DE Risk / Return Rank: 1010
Overall Rank
CSYZ.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
CSYZ.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
CSYZ.DE Omega Ratio Rank: 99
Omega Ratio Rank
CSYZ.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
CSYZ.DE Martin Ratio Rank: 1010
Martin Ratio Rank

AYEP.DE
AYEP.DE Risk / Return Rank: 4141
Overall Rank
AYEP.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
AYEP.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
AYEP.DE Omega Ratio Rank: 3737
Omega Ratio Rank
AYEP.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
AYEP.DE Martin Ratio Rank: 4444
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.

CSYZ.DE vs. AYEP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF A USD (CSYZ.DE) and iShares Asia Property Yield UCITS ETF USD Acc (AYEP.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.


CSYZ.DEAYEP.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.07

0.87

-0.94

Sortino ratio

Return per unit of downside risk

0.00

1.23

-1.23

Omega ratio

Gain probability vs. loss probability

1.00

1.16

-0.16

Calmar ratio

Return relative to maximum drawdown

-0.06

1.13

-1.19

Martin ratio

Return relative to average drawdown

-0.20

4.61

-4.81

CSYZ.DE vs. AYEP.DE - Sharpe Ratio Comparison

The current CSYZ.DE Sharpe Ratio is -0.07, which is lower than the AYEP.DE Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of CSYZ.DE and AYEP.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


CSYZ.DEAYEP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

0.87

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

-0.02

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.04

+0.17

Correlation

The correlation between CSYZ.DE and AYEP.DE is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CSYZ.DE vs. AYEP.DE - Dividend Comparison

CSYZ.DE's dividend yield for the trailing twelve months is around 1.05%, while AYEP.DE has not paid dividends to shareholders.


TTM20252024202320222021
CSYZ.DE
CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF A USD
1.05%1.32%0.00%0.76%3.39%0.21%
AYEP.DE
iShares Asia Property Yield UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CSYZ.DE vs. AYEP.DE - Drawdown Comparison

The maximum CSYZ.DE drawdown since its inception was -31.21%, smaller than the maximum AYEP.DE drawdown of -38.46%. Use the drawdown chart below to compare losses from any high point for CSYZ.DE and AYEP.DE.


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Drawdown Indicators


CSYZ.DEAYEP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.21%

-38.46%

+7.25%

Max Drawdown (1Y)

Largest decline over 1 year

-12.98%

-9.99%

-2.99%

Max Drawdown (5Y)

Largest decline over 5 years

-31.21%

-22.65%

-8.56%

Current Drawdown

Current decline from peak

-18.52%

-12.92%

-5.60%

Average Drawdown

Average peak-to-trough decline

-13.81%

-15.08%

+1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

2.44%

+0.70%

Volatility

CSYZ.DE vs. AYEP.DE - Volatility Comparison

CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF A USD (CSYZ.DE) has a higher volatility of 4.53% compared to iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE) at 4.23%. This indicates that CSYZ.DE's price experiences larger fluctuations and is considered to be riskier than AYEP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSYZ.DEAYEP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

4.23%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

8.08%

7.94%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

14.40%

11.66%

+2.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.03%

11.61%

+3.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.31%

15.48%

-0.17%