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

Performance

CSYZ.DE vs. ESAD.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 BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with CSYZ.DE having a 7.36% return and ESAD.DE slightly higher at 7.67%.


CSYZ.DE

1D
0.21%
1M
-0.49%
YTD
7.36%
6M
6.96%
1Y
6.45%
3Y*
3.23%
5Y*
0.05%
10Y*

ESAD.DE

1D
0.00%
1M
-0.65%
YTD
7.67%
6M
6.84%
1Y
7.43%
3Y*
4.85%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between CSYZ.DE and ESAD.DE is 0.91, 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

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2022

0.91

The correlation between CSYZ.DE and ESAD.DE has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.

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Return for Risk

CSYZ.DE vs. ESAD.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: 1919
Overall Rank
CSYZ.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
CSYZ.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
CSYZ.DE Omega Ratio Rank: 1717
Omega Ratio Rank
CSYZ.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
CSYZ.DE Martin Ratio Rank: 2020
Martin Ratio Rank

ESAD.DE
ESAD.DE Risk / Return Rank: 2020
Overall Rank
ESAD.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
ESAD.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
ESAD.DE Omega Ratio Rank: 1818
Omega Ratio Rank
ESAD.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
ESAD.DE Martin Ratio Rank: 2222
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. ESAD.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 BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.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.DEESAD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.10

1.12

-0.01

Calmar ratioReturn relative to maximum drawdown

0.80

0.90

-0.10

Martin ratioReturn relative to average drawdown

2.28

2.70

-0.42

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

The current CSYZ.DE Sharpe Ratio is 0.57, which is comparable to the ESAD.DE Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of CSYZ.DE and ESAD.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.


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Sharpe Ratios by Period


CSYZ.DEESAD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.63

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

-0.12

+0.38

Drawdowns

CSYZ.DE vs. ESAD.DE - Drawdown Comparison

The maximum CSYZ.DE drawdown since its inception was -31.21%, roughly equal to the maximum ESAD.DE drawdown of -30.37%. Use the drawdown chart below to compare losses from any high point for CSYZ.DE and ESAD.DE.


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Drawdown Indicators


CSYZ.DEESAD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.21%

-30.37%

-0.84%

Max Drawdown (1Y)

Largest decline over 1 year

-8.07%

-8.26%

+0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-20.14%

-17.22%

-2.92%

Max Drawdown (5Y)

Largest decline over 5 years

-31.21%

Current Drawdown

Current decline from peak

-15.10%

-11.52%

-3.58%

Average Drawdown

Average peak-to-trough decline

-13.84%

-17.56%

+3.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

2.75%

+0.07%

Volatility

CSYZ.DE vs. ESAD.DE - Volatility Comparison

CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF A USD (CSYZ.DE) and BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.DE) have volatilities of 2.84% and 2.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSYZ.DEESAD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.84%

2.98%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

8.54%

9.07%

-0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

11.29%

11.74%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.03%

14.78%

+0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.22%

14.78%

+0.44%

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

CSYZ.DE has a 0.25% expense ratio, which is lower than ESAD.DE's 0.41% expense ratio.


Dividends

CSYZ.DE vs. ESAD.DE - Dividend Comparison

CSYZ.DE's dividend yield for the trailing twelve months is around 1.01%, while ESAD.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021
CSYZ.DE
CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF A USD
1.01%1.32%0.00%0.76%3.39%0.21%
ESAD.DE
BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, CSYZ.DE and ESAD.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.

On fees, CSYZ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSYZ.DE is cheaper with a 0.25% expense ratio, compared with 0.41% for ESAD.DE.

CSYZ.DE tracks FTSE EPRA Nareit Developed Green, while ESAD.DE tracks FTSE EPRA Nareit Developed Green EU CTB. They also come from different issuers: Credit Suisse and BNP Paribas. Their fees differ too: 0.25% for CSYZ.DE and 0.41% for ESAD.DE.

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