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PAJS.L vs. CSY8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PAJS.L vs. CSY8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc (PAJS.L) 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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Different Trading Currencies

PAJS.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, PAJS.L achieves a 7.24% return, which is significantly lower than CSY8.DE's 12.00% return.


PAJS.L

1D
-0.95%
1M
1.09%
YTD
7.24%
6M
5.38%
1Y
20.25%
3Y*
6.52%
5Y*
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAJS.L vs. CSY8.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PAJS.L
Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc
7.24%13.24%0.76%8.67%-14.19%-3.23%
CSY8.DE
CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD
11.95%2.36%8.65%10.25%-6.68%-1.41%

Correlation

The correlation between PAJS.L and CSY8.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

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

0.37

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2021

0.40

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Return for Risk

PAJS.L vs. CSY8.DE — Risk / Return Rank

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

PAJS.L
PAJS.L Risk / Return Rank: 3232
Overall Rank
PAJS.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PAJS.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
PAJS.L Omega Ratio Rank: 3131
Omega Ratio Rank
PAJS.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
PAJS.L Martin Ratio Rank: 3434
Martin Ratio Rank

CSY8.DE
CSY8.DE Risk / Return Rank: 5454
Overall Rank
CSY8.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
CSY8.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
CSY8.DE Omega Ratio Rank: 4343
Omega Ratio Rank
CSY8.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
CSY8.DE Martin Ratio Rank: 6464
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.

PAJS.L vs. CSY8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc (PAJS.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.


PAJS.LCSY8.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.20

1.30

-0.10

Calmar ratioReturn relative to maximum drawdown

1.62

3.76

-2.14

Martin ratioReturn relative to average drawdown

5.02

12.77

-7.74

PAJS.L vs. CSY8.DE - Sharpe Ratio Comparison

The current PAJS.L Sharpe Ratio is 1.07, which is lower than the CSY8.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of PAJS.L 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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Sharpe Ratios by Period


PAJS.LCSY8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.75

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.58

-0.48

Drawdowns

PAJS.L vs. CSY8.DE - Drawdown Comparison

The maximum PAJS.L drawdown since its inception was -29.71%, roughly equal to the maximum CSY8.DE drawdown of -29.83%. Use the drawdown chart below to compare losses from any high point for PAJS.L and CSY8.DE.


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Drawdown Indicators


PAJS.LCSY8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.71%

-29.83%

+0.12%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-7.76%

-4.16%

Max Drawdown (3Y)

Largest decline over 3 years

-29.71%

-29.83%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-29.83%

Current Drawdown

Current decline from peak

-7.43%

0.00%

-7.43%

Average Drawdown

Average peak-to-trough decline

-16.45%

-6.79%

-9.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

2.29%

+1.55%

Volatility

PAJS.L vs. CSY8.DE - Volatility Comparison

Invesco MSCI Japan ESG Climate Paris Aligned UCITS ETF Acc (PAJS.L) has a higher volatility of 4.40% compared to CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD (CSY8.DE) at 4.07%. This indicates that PAJS.L's price experiences larger fluctuations and is considered to be riskier than CSY8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAJS.LCSY8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

4.07%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

14.33%

10.83%

+3.50%

Volatility (1Y)

Calculated over the trailing 1-year period

18.01%

16.62%

+1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.26%

19.74%

+2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.26%

19.86%

+2.40%

PAJS.L vs. CSY8.DE - Expense Ratio Comparison

PAJS.L has a 0.19% 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

PAJS.L vs. CSY8.DE - Dividend Comparison

Neither PAJS.L nor CSY8.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PAJS.L and CSY8.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PAJS.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PAJS.L is cheaper with a 0.19% expense ratio, compared with 0.20% for CSY8.DE.

PAJS.L is categorized as Japan Equities, while CSY8.DE is Small Cap Blend Equities. PAJS.L tracks TOPIX TR JPY, while CSY8.DE tracks MSCI USA Small Cap ESG Leaders. They also come from different issuers: Invesco and Credit Suisse. Their fees differ too: 0.19% for PAJS.L and 0.20% for CSY8.DE.

Portfolio Optimizer

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