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IUS3.DE vs. CSY8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUS3.DE vs. CSY8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P SmallCap 600 UCITS ETF USD (Dist) (IUS3.DE) 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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Returns By Period

In the year-to-date period, IUS3.DE achieves a 23.27% return, which is significantly higher than CSY8.DE's 17.82% return.


IUS3.DE

1D
0.08%
1M
7.69%
6M
24.81%
YTD
23.27%
1Y
34.65%
3Y*
13.04%
5Y*
7.32%
10Y*
10.59%

CSY8.DE

1D
0.00%
1M
5.15%
6M
18.73%
YTD
17.82%
1Y
27.16%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUS3.DE vs. CSY8.DE - Yearly Performance Comparison


Correlation

The correlation between IUS3.DE and CSY8.DE is 0.83, 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

0.83

Correlation (All Time)
Calculated using the full available price history since Aug 26, 2024

0.79

The correlation between IUS3.DE and CSY8.DE has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.

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Return for Risk

IUS3.DE vs. CSY8.DE — Risk / Return Rank

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

IUS3.DE
IUS3.DE Risk / Return Rank: 8484
Overall Rank
IUS3.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IUS3.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
IUS3.DE Omega Ratio Rank: 7777
Omega Ratio Rank
IUS3.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
IUS3.DE Martin Ratio Rank: 9090
Martin Ratio Rank

CSY8.DE
CSY8.DE Risk / Return Rank: 6767
Overall Rank
CSY8.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
CSY8.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
CSY8.DE Omega Ratio Rank: 5454
Omega Ratio Rank
CSY8.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
CSY8.DE Martin Ratio Rank: 8181
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.

IUS3.DE vs. CSY8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 UCITS ETF USD (Dist) (IUS3.DE) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IUS3.DECSY8.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.37

1.28

+0.09

Calmar ratioReturn relative to maximum drawdown

5.49

3.90

+1.59

Martin ratioReturn relative to average drawdown

16.51

12.92

+3.59

IUS3.DE vs. CSY8.DE - Sharpe Ratio Comparison

The current IUS3.DE Sharpe Ratio is 2.07, which is comparable to the CSY8.DE Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of IUS3.DE 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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Drawdowns

IUS3.DE vs. CSY8.DE - Drawdown Comparison

The maximum IUS3.DE drawdown since its inception was -57.43%, which is greater than CSY8.DE's maximum drawdown of -31.41%. Use the drawdown chart below to compare losses from any high point for IUS3.DE and CSY8.DE.


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Drawdown Indicators


IUS3.DECSY8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.43%

-31.41%

-26.02%

Max Drawdown (1Y)

Largest decline over 1 year

-6.28%

-6.99%

+0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-32.89%

Max Drawdown (5Y)

Largest decline over 5 years

-32.89%

Max Drawdown (10Y)

Largest decline over 10 years

-41.55%

Current Drawdown

Current decline from peak

-2.22%

-1.99%

-0.23%

Average Drawdown

Average peak-to-trough decline

-12.69%

-9.68%

-3.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

2.12%

-0.03%

Volatility

IUS3.DE vs. CSY8.DE - Volatility Comparison

iShares S&P SmallCap 600 UCITS ETF USD (Dist) (IUS3.DE) and CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD (CSY8.DE) have volatilities of 4.30% and 4.22%, 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


IUS3.DECSY8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

4.22%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

11.03%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

16.72%

17.25%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.10%

21.59%

-1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.40%

21.59%

-0.19%

IUS3.DE vs. CSY8.DE - Expense Ratio Comparison

IUS3.DE has a 0.40% expense ratio, which is higher than CSY8.DE's 0.20% expense ratio.


Dividends

IUS3.DE vs. CSY8.DE - Dividend Comparison

IUS3.DE's dividend yield for the trailing twelve months is around 0.96%, while CSY8.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%
IUS3.DE
iShares S&P SmallCap 600 UCITS ETF USD (Dist)
0.96%1.24%1.13%1.08%1.05%0.62%0.96%0.92%0.98%0.79%0.84%0.54%

Frequently Asked Questions


IUS3.DE and CSY8.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSY8.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSY8.DE is cheaper with a 0.20% expense ratio, compared with 0.40% for IUS3.DE.

IUS3.DE tracks S&P SmallCap 600 Index, while CSY8.DE tracks MSCI USA Small Cap ESG Leaders. They also come from different issuers: iShares and Credit Suisse. Their fees differ too: 0.40% for IUS3.DE and 0.20% for CSY8.DE.

Portfolio Optimizer

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