EEUD.L vs. CSY8.DE
EEUD.L (iShares MSCI Europe ESG Enhanced UCITS ETF EUR (Dist)) and CSY8.DE (CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD) are both exchange-traded funds - EEUD.L is a Europe Equities fund tracking the MSCI Europe NR EUR, while CSY8.DE is a Small Cap Blend Equities fund tracking the MSCI USA Small Cap ESG Leaders. Both are passively managed. Over the past 5 years, EEUD.L returned 8.83%/yr vs 6.55%/yr for CSY8.DE. A 0.57 correlation means they provide meaningful diversification when combined. EEUD.L charges 0.12%/yr vs 0.20%/yr for CSY8.DE.
Performance
EEUD.L vs. CSY8.DE - Performance Comparison
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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*
- —
EEUD.L vs. CSY8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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
EEUD.L
CSY8.DE
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.L | CSY8.DE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EEUD.L | CSY8.DE | Difference | |
|---|---|---|---|
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.L | CSY8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.81% | 0.00% | -1.81% |
Average DrawdownAverage peak-to-trough decline | -4.06% | -6.79% | +2.73% |
Ulcer IndexDepth 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.L | CSY8.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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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