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EEUD.L vs. CSY8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EEUD.L vs. CSY8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) (EEUD.L) and CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD (CSY8.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EEUD.L is traded in GBP, while CSY8.DE is traded in EUR. To make them comparable, the CSY8.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, EEUD.L achieves a 6.81% return, which is significantly lower than CSY8.DE's 12.00% return.


EEUD.L

1D
0.66%
1M
3.78%
YTD
6.81%
6M
9.10%
1Y
18.95%
3Y*
12.96%
5Y*
8.83%
10Y*

CSY8.DE

1D
0.87%
1M
3.75%
YTD
12.00%
6M
12.18%
1Y
29.26%
3Y*
11.22%
5Y*
6.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EEUD.L vs. CSY8.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EEUD.L
iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist)
6.81%23.28%3.38%13.27%-6.77%17.17%9.58%
CSY8.DE
CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD
12.00%2.36%8.65%10.25%-6.68%22.13%23.18%

Correlation

The correlation between EEUD.L and CSY8.DE is 0.55, 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

0.55

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

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2020

0.57

The correlation between EEUD.L and CSY8.DE has been stable across timeframes, ranging from 0.49 to 0.57 - a consistent structural relationship.

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Return for Risk

EEUD.L vs. CSY8.DE — Risk / Return Rank

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

EEUD.L
EEUD.L Risk / Return Rank: 4141
Overall Rank
EEUD.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
EEUD.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
EEUD.L Omega Ratio Rank: 4545
Omega Ratio Rank
EEUD.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
EEUD.L Martin Ratio Rank: 3838
Martin Ratio Rank

CSY8.DE
CSY8.DE Risk / Return Rank: 5454
Overall Rank
CSY8.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
CSY8.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
CSY8.DE Omega Ratio Rank: 4343
Omega Ratio Rank
CSY8.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
CSY8.DE Martin Ratio Rank: 6464
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.

EEUD.L vs. CSY8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) (EEUD.L) and CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD (CSY8.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.


EEUD.LCSY8.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.28

1.30

-0.02

Calmar ratioReturn relative to maximum drawdown

1.70

3.76

-2.06

Martin ratioReturn relative to average drawdown

5.82

12.77

-6.95

EEUD.L vs. CSY8.DE - Sharpe Ratio Comparison

The current EEUD.L Sharpe Ratio is 1.50, which is comparable to the CSY8.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of EEUD.L and CSY8.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


EEUD.LCSY8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.75

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.33

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.58

+0.05

Drawdowns

EEUD.L vs. CSY8.DE - Drawdown Comparison

The maximum EEUD.L drawdown since its inception was -27.37%, smaller than the maximum CSY8.DE drawdown of -29.83%. Use the drawdown chart below to compare losses from any high point for EEUD.L and CSY8.DE.


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Drawdown Indicators


EEUD.LCSY8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.37%

-29.83%

+2.46%

Max Drawdown (1Y)

Largest decline over 1 year

-11.10%

-7.76%

-3.34%

Max Drawdown (3Y)

Largest decline over 3 years

-12.69%

-29.83%

+17.14%

Max Drawdown (5Y)

Largest decline over 5 years

-18.30%

-29.83%

+11.53%

Current Drawdown

Current decline from peak

-1.81%

0.00%

-1.81%

Average Drawdown

Average peak-to-trough decline

-4.06%

-6.79%

+2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

2.29%

+0.96%

Volatility

EEUD.L vs. CSY8.DE - Volatility Comparison

iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist) (EEUD.L) and CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD (CSY8.DE) have volatilities of 4.15% and 4.07%, 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


EEUD.LCSY8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

4.07%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

10.83%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

12.59%

16.62%

-4.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.95%

19.74%

-5.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

19.86%

-4.21%

EEUD.L vs. CSY8.DE - Expense Ratio Comparison

EEUD.L has a 0.12% expense ratio, which is lower than CSY8.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

EEUD.L vs. CSY8.DE - Dividend Comparison

EEUD.L's dividend yield for the trailing twelve months is around 2.38%, while CSY8.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
CSY8.DE
CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EEUD.L
iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist)
2.38%2.54%2.94%2.76%2.92%2.30%1.92%2.72%

Frequently Asked Questions


EEUD.L and CSY8.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EEUD.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EEUD.L is cheaper with a 0.12% expense ratio, compared with 0.20% for CSY8.DE.

EEUD.L is categorized as Europe Equities, while CSY8.DE is Small Cap Blend Equities. EEUD.L tracks MSCI Europe NR EUR, while CSY8.DE tracks MSCI USA Small Cap ESG Leaders. They also come from different issuers: BlackRock and Credit Suisse. Their fees differ too: 0.12% for EEUD.L and 0.20% for CSY8.DE.

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