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GMVM.DE vs. CSY2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GMVM.DE vs. CSY2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Morningstar US Sustainable Wide Moat UCITS ETF (GMVM.DE) and CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD (CSY2.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GMVM.DE achieves a -1.57% return, which is significantly lower than CSY2.DE's 10.74% return.


GMVM.DE

1D
0.97%
1M
2.94%
YTD
-1.57%
6M
-3.00%
1Y
6.57%
3Y*
5.24%
5Y*
4.14%
10Y*
10.29%

CSY2.DE

1D
0.76%
1M
4.06%
YTD
10.74%
6M
10.74%
1Y
26.29%
3Y*
19.25%
5Y*
14.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GMVM.DE vs. CSY2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GMVM.DE
VanEck Morningstar US Sustainable Wide Moat UCITS ETF
-1.57%-4.56%17.59%14.37%-14.38%36.91%31.94%
CSY2.DE
CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD
10.74%6.30%30.42%25.14%-16.59%44.53%36.31%

Correlation

The correlation between GMVM.DE and CSY2.DE is 0.58, 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

0.58

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

0.71

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

0.80

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2020

0.81

Over the past year, the correlation between GMVM.DE and CSY2.DE has dropped to 0.58 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

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Return for Risk

GMVM.DE vs. CSY2.DE — Risk / Return Rank

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

GMVM.DE
GMVM.DE Risk / Return Rank: 1616
Overall Rank
GMVM.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
GMVM.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
GMVM.DE Omega Ratio Rank: 1616
Omega Ratio Rank
GMVM.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
GMVM.DE Martin Ratio Rank: 1616
Martin Ratio Rank

CSY2.DE
CSY2.DE Risk / Return Rank: 6161
Overall Rank
CSY2.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
CSY2.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
CSY2.DE Omega Ratio Rank: 6363
Omega Ratio Rank
CSY2.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
CSY2.DE Martin Ratio Rank: 5858
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.

GMVM.DE vs. CSY2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar US Sustainable Wide Moat UCITS ETF (GMVM.DE) and CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD (CSY2.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.


GMVM.DECSY2.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.61

Sortino ratioReturn per unit of downside risk

-2.07

Omega ratioGain probability vs. loss probability

1.09

1.38

-0.29

Calmar ratioReturn relative to maximum drawdown

0.58

2.87

-2.29

Martin ratioReturn relative to average drawdown

1.37

10.08

-8.70

GMVM.DE vs. CSY2.DE - Sharpe Ratio Comparison

The current GMVM.DE Sharpe Ratio is 0.48, which is lower than the CSY2.DE Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of GMVM.DE and CSY2.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


GMVM.DECSY2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

2.10

-1.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.90

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

1.18

-0.56

Drawdowns

GMVM.DE vs. CSY2.DE - Drawdown Comparison

The maximum GMVM.DE drawdown since its inception was -32.25%, which is greater than CSY2.DE's maximum drawdown of -24.56%. Use the drawdown chart below to compare losses from any high point for GMVM.DE and CSY2.DE.


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Drawdown Indicators


GMVM.DECSY2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.25%

-24.56%

-7.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-9.14%

-1.86%

Max Drawdown (3Y)

Largest decline over 3 years

-25.74%

-24.56%

-1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-25.74%

-24.56%

-1.18%

Max Drawdown (10Y)

Largest decline over 10 years

-32.25%

Current Drawdown

Current decline from peak

-10.18%

-0.02%

-10.16%

Average Drawdown

Average peak-to-trough decline

-5.85%

-4.64%

-1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.69%

2.61%

+2.08%

Volatility

GMVM.DE vs. CSY2.DE - Volatility Comparison

VanEck Morningstar US Sustainable Wide Moat UCITS ETF (GMVM.DE) and CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD (CSY2.DE) have volatilities of 3.23% and 3.21%, 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


GMVM.DECSY2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.23%

3.21%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.82%

8.56%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

13.33%

12.52%

+0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.26%

16.24%

-0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

17.19%

-0.65%

GMVM.DE vs. CSY2.DE - Expense Ratio Comparison

GMVM.DE has a 0.49% expense ratio, which is higher than CSY2.DE's 0.10% expense ratio.


Dividends

GMVM.DE vs. CSY2.DE - Dividend Comparison

Neither GMVM.DE nor CSY2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GMVM.DE and CSY2.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSY2.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSY2.DE is cheaper with a 0.10% expense ratio, compared with 0.49% for GMVM.DE.

GMVM.DE tracks Morningstar US Sustainable Moat Focus, while CSY2.DE tracks MSCI USA ESG Leaders. They also come from different issuers: VanEck and Credit Suisse. Their fees differ too: 0.49% for GMVM.DE and 0.10% for CSY2.DE.

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