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

Performance

IQQN.DE vs. CSY2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI North America UCITS ETF (IQQN.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

The year-to-date returns for both stocks are quite close, with IQQN.DE having a 11.09% return and CSY2.DE slightly lower at 10.74%.


IQQN.DE

1D
-0.05%
1M
5.20%
YTD
11.09%
6M
11.12%
1Y
25.13%
3Y*
18.64%
5Y*
13.97%
10Y*
14.38%

CSY2.DE

1D
0.76%
1M
5.76%
YTD
10.74%
6M
11.43%
1Y
26.36%
3Y*
19.25%
5Y*
14.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
IQQN.DE
iShares MSCI North America UCITS ETF
11.09%4.95%31.43%22.31%-15.50%38.10%39.04%
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 IQQN.DE and CSY2.DE is 0.94, 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

0.94

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

0.94

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

0.94

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

0.94

The correlation between IQQN.DE and CSY2.DE has been stable across timeframes, ranging from 0.94 to 0.94 - a consistent structural relationship.

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Return for Risk

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

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

IQQN.DE
IQQN.DE Risk / Return Rank: 6868
Overall Rank
IQQN.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IQQN.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
IQQN.DE Omega Ratio Rank: 6868
Omega Ratio Rank
IQQN.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
IQQN.DE Martin Ratio Rank: 6868
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI North America UCITS ETF (IQQN.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.


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

+0.07

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.40

1.38

+0.02

Calmar ratioReturn relative to maximum drawdown

3.46

2.87

+0.59

Martin ratioReturn relative to average drawdown

12.25

10.08

+2.17

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

The current IQQN.DE Sharpe Ratio is 2.16, which is comparable to the CSY2.DE Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of IQQN.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


IQQN.DECSY2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

2.10

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.90

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

1.18

-0.59

Drawdowns

IQQN.DE vs. CSY2.DE - Drawdown Comparison

The maximum IQQN.DE drawdown since its inception was -52.40%, 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 IQQN.DE and CSY2.DE.


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Drawdown Indicators


IQQN.DECSY2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.40%

-24.56%

-27.84%

Max Drawdown (1Y)

Largest decline over 1 year

-7.22%

-9.14%

+1.92%

Max Drawdown (3Y)

Largest decline over 3 years

-23.46%

-24.56%

+1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-23.46%

-24.56%

+1.10%

Max Drawdown (10Y)

Largest decline over 10 years

-34.38%

Current Drawdown

Current decline from peak

-0.35%

-0.02%

-0.33%

Average Drawdown

Average peak-to-trough decline

-9.11%

-4.64%

-4.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.61%

-0.56%

Volatility

IQQN.DE vs. CSY2.DE - Volatility Comparison

The current volatility for iShares MSCI North America UCITS ETF (IQQN.DE) is 2.66%, while CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD (CSY2.DE) has a volatility of 3.21%. This indicates that IQQN.DE experiences smaller price fluctuations and is considered to be less risky than CSY2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQN.DECSY2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

3.21%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

7.55%

8.56%

-1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

11.56%

12.52%

-0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.24%

16.24%

-1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.09%

17.19%

-1.10%

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

IQQN.DE has a 0.40% expense ratio, which is higher than CSY2.DE's 0.10% expense ratio.


Dividends

IQQN.DE vs. CSY2.DE - Dividend Comparison

IQQN.DE's dividend yield for the trailing twelve months is around 0.61%, while CSY2.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CSY2.DE
CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IQQN.DE
iShares MSCI North America UCITS ETF
0.61%0.68%0.75%0.99%1.15%0.73%1.09%1.22%1.42%1.34%1.37%1.53%

Frequently Asked Questions


With a correlation of 0.94, IQQN.DE and CSY2.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, 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 0.40% for IQQN.DE.

IQQN.DE tracks MSCI North America, while CSY2.DE tracks MSCI USA ESG Leaders. They also come from different issuers: iShares and Credit Suisse. Their fees differ too: 0.40% for IQQN.DE and 0.10% for CSY2.DE.

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