QDVR.DE vs. CSY2.DE
QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) and CSY2.DE (CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD) are both Large Cap Blend Equities funds - QDVR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels while CSY2.DE tracks the MSCI USA ESG Leaders. Both are passively managed. Over the past 5 years, QDVR.DE returned 12.24%/yr vs 14.65%/yr for CSY2.DE. Their correlation of 0.91 suggests significant overlap in exposure. QDVR.DE charges 0.20%/yr vs 0.10%/yr for CSY2.DE.
Performance
QDVR.DE vs. CSY2.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVR.DE achieves a 14.85% return, which is significantly higher than CSY2.DE's 10.74% return.
QDVR.DE
- 1D
- 0.06%
- 1M
- 6.37%
- YTD
- 14.85%
- 6M
- 15.24%
- 1Y
- 22.43%
- 3Y*
- 14.58%
- 5Y*
- 12.24%
- 10Y*
- —
CSY2.DE
- 1D
- 0.76%
- 1M
- 5.76%
- YTD
- 10.74%
- 6M
- 11.43%
- 1Y
- 26.36%
- 3Y*
- 19.25%
- 5Y*
- 14.65%
- 10Y*
- —
QDVR.DE vs. CSY2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 14.85% | -0.76% | 20.30% | 20.26% | -14.38% | 43.66% | 40.01% |
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 QDVR.DE and CSY2.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2020 | 0.91 |
The correlation between QDVR.DE and CSY2.DE has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.
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Return for Risk
QDVR.DE vs. CSY2.DE — Risk / Return Rank
QDVR.DE
CSY2.DE
QDVR.DE vs. CSY2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.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.
| QDVR.DE | CSY2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.38 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 2.87 | +0.22 |
| Martin ratioReturn relative to average drawdown | 10.29 | 10.08 | +0.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QDVR.DE | CSY2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.10 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.90 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 1.18 | -0.28 |
Drawdowns
QDVR.DE vs. CSY2.DE - Drawdown Comparison
The maximum QDVR.DE drawdown since its inception was -32.87%, 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 QDVR.DE and CSY2.DE.
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Drawdown Indicators
| QDVR.DE | CSY2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.87% | -24.56% | -8.31% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -9.14% | +1.90% |
Max Drawdown (3Y)Largest decline over 3 years | -23.91% | -24.56% | +0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -23.91% | -24.56% | +0.65% |
Current DrawdownCurrent decline from peak | 0.00% | -0.02% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -4.64% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 2.61% | -0.43% |
Volatility
QDVR.DE vs. CSY2.DE - Volatility Comparison
iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a higher volatility of 3.67% compared to CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD (CSY2.DE) at 3.21%. This indicates that QDVR.DE's price experiences larger fluctuations and is considered to be riskier 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
| QDVR.DE | CSY2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 3.21% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 9.02% | 8.56% | +0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 12.52% | +0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 16.24% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 17.19% | -0.85% |
QDVR.DE vs. CSY2.DE - Expense Ratio Comparison
QDVR.DE has a 0.20% expense ratio, which is higher than CSY2.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
QDVR.DE vs. CSY2.DE - Dividend Comparison
Neither QDVR.DE nor CSY2.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVR.DE and CSY2.DE have a correlation of 0.88, 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 0.20% for QDVR.DE.
QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while CSY2.DE tracks MSCI USA ESG Leaders. They also come from different issuers: iShares and Credit Suisse. Their fees differ too: 0.20% for QDVR.DE and 0.10% for CSY2.DE.
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