JPSC.DE vs. CSY8.DE

Last updated Jun 5, 2026

JPSC.DE (JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)) and CSY8.DE (CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD) are both Small Cap Blend Equities funds - JPSC.DE tracks the Morningstar US Small Cap Target Market Exposure while CSY8.DE tracks the MSCI USA Small Cap ESG Leaders. Both are passively managed. Over the past 3 years, JPSC.DE returned 15.99%/yr vs 11.06%/yr for CSY8.DE. Their correlation of 0.87 suggests significant overlap in exposure. JPSC.DE charges 0.14%/yr vs 0.20%/yr for CSY8.DE.

Performance

JPSC.DE vs. CSY8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.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.

Returns By Period

In the year-to-date period, JPSC.DE achieves a 16.44% return, which is significantly higher than CSY8.DE's 12.89% return.

JPSC.DE

• 1D: 0.23%
• 1M: 4.19%
• YTD: 16.44%
• 6M: 16.38%
• 1Y: 31.93%
• 3Y*: 15.99%
• 5Y*: —
• 10Y*: —

CSY8.DE

• 1D: 0.75%
• 1M: 3.52%
• YTD: 12.89%
• 6M: 13.27%
• 1Y: 25.86%
• 3Y*: 11.06%
• 5Y*: 6.40%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022
JPSC.DE JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)	16.44%	0.02%	20.04%	16.16%	-14.38%
CSY8.DE CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD	12.89%	-2.70%	13.60%	12.50%	-12.27%

Correlation

The correlation between JPSC.DE and CSY8.DE is 0.85, 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	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (All Time) Calculated using the full available price history since Aug 18, 2022	0.87

The correlation between JPSC.DE and CSY8.DE has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.

Return for Risk

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

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

JPSC.DE

JPSC.DE Risk / Return Rank: 69
JPSC.DE Sharpe Ratio Rank: 60
JPSC.DE Sortino Ratio Rank: 59
JPSC.DE Omega Ratio Rank: 58
JPSC.DE Calmar Ratio Rank: 87
JPSC.DE Martin Ratio Rank: 77

CSY8.DE

CSY8.DE Risk / Return Rank: 54
CSY8.DE Sharpe Ratio Rank: 44
CSY8.DE Sortino Ratio Rank: 44
CSY8.DE Omega Ratio Rank: 43
CSY8.DE Calmar Ratio Rank: 74
CSY8.DE Martin Ratio Rank: 64

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.

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

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.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.

	JPSC.DE	CSY8.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.00	1.52	+0.48
Sortino ratio: Return per unit of downside risk	2.75	2.19	+0.56
Omega ratio: Gain probability vs. loss probability	1.35	1.27	+0.08
Calmar ratio: Return relative to maximum drawdown	5.00	3.68	+1.31
Martin ratio: Return relative to average drawdown	14.78	11.46	+3.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current JPSC.DE Sharpe Ratio is 2.00, which is higher than the CSY8.DE Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of JPSC.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.

Sharpe Ratios by Period

	JPSC.DE	CSY8.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.00	1.52	+0.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.31	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.62	-0.15

Drawdowns

JPSC.DE vs. CSY8.DE - Drawdown Comparison

The maximum JPSC.DE drawdown since its inception was -30.63%, roughly equal to the maximum CSY8.DE drawdown of -31.41%. Use the drawdown chart below to compare losses from any high point for JPSC.DE and CSY8.DE.

Drawdown Indicators

	JPSC.DE	CSY8.DE	Difference
Max Drawdown Largest peak-to-trough decline	-30.63%	-31.41%	+0.78%
Max Drawdown (1Y) Largest decline over 1 year	-6.36%	-6.99%	+0.63%
Max Drawdown (3Y) Largest decline over 3 years	-30.63%	-31.41%	+0.78%
Max Drawdown (5Y) Largest decline over 5 years	—	-31.41%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-8.19%	-7.79%	-0.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.15%	2.25%	-0.10%

Volatility

JPSC.DE vs. CSY8.DE - Volatility Comparison

JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) and CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD (CSY8.DE) have volatilities of 3.96% and 3.95%, 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.

Volatility by Period

	JPSC.DE	CSY8.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.96%	3.95%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	10.39%	10.69%	-0.30%
Volatility (1Y) Calculated over the trailing 1-year period	15.90%	16.98%	-1.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.93%	20.19%	-1.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.93%	20.28%	-1.35%

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

JPSC.DE has a 0.14% 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

JPSC.DE vs. CSY8.DE - Dividend Comparison

Neither JPSC.DE nor CSY8.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both JPSC.DE and CSY8.DE in my portfolio?

JPSC.DE and CSY8.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JPSC.DE or CSY8.DE?

On fees, JPSC.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JPSC.DE or CSY8.DE?

JPSC.DE is cheaper with a 0.14% expense ratio, compared with 0.20% for CSY8.DE.

What is the main difference between JPSC.DE and CSY8.DE?

JPSC.DE tracks Morningstar US Small Cap Target Market Exposure, while CSY8.DE tracks MSCI USA Small Cap ESG Leaders. They also come from different issuers: JPMorgan and Credit Suisse. Their fees differ too: 0.14% for JPSC.DE and 0.20% for CSY8.DE.