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SC0K.DE vs. CSY8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0K.DE vs. CSY8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Russell 2000 UCITS ETF (SC0K.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, SC0K.DE achieves a 17.93% return, which is significantly higher than CSY8.DE's 12.89% return.


SC0K.DE

1D
0.96%
1M
4.12%
YTD
17.93%
6M
16.88%
1Y
38.56%
3Y*
15.51%
5Y*
7.16%
10Y*
10.39%

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)

SC0K.DE vs. CSY8.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SC0K.DE
Invesco Russell 2000 UCITS ETF
17.93%1.56%15.91%14.84%-16.55%24.70%27.66%
CSY8.DE
CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD
12.89%-2.70%13.60%12.50%-11.53%31.40%24.77%

Correlation

The correlation between SC0K.DE and CSY8.DE is 0.82, 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

0.82

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

0.83

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

0.89

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2020

0.91

The correlation between SC0K.DE and CSY8.DE has been stable across timeframes, ranging from 0.82 to 0.91 - a consistent structural relationship.

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Return for Risk

SC0K.DE vs. CSY8.DE — Risk / Return Rank

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

SC0K.DE
SC0K.DE Risk / Return Rank: 6969
Overall Rank
SC0K.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SC0K.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
SC0K.DE Omega Ratio Rank: 5959
Omega Ratio Rank
SC0K.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
SC0K.DE Martin Ratio Rank: 7272
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.

SC0K.DE vs. CSY8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Russell 2000 UCITS ETF (SC0K.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.


SC0K.DECSY8.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.36

1.27

+0.09

Calmar ratioReturn relative to maximum drawdown

4.57

3.68

+0.89

Martin ratioReturn relative to average drawdown

13.31

11.46

+1.85

SC0K.DE vs. CSY8.DE - Sharpe Ratio Comparison

The current SC0K.DE Sharpe Ratio is 2.12, which is higher than the CSY8.DE Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of SC0K.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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Sharpe Ratios by Period


SC0K.DECSY8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

1.52

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.31

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.62

+0.02

Drawdowns

SC0K.DE vs. CSY8.DE - Drawdown Comparison

The maximum SC0K.DE drawdown since its inception was -41.13%, 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 SC0K.DE and CSY8.DE.


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Drawdown Indicators


SC0K.DECSY8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.13%

-31.41%

-9.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.40%

-6.99%

-1.41%

Max Drawdown (3Y)

Largest decline over 3 years

-32.50%

-31.41%

-1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-32.50%

-31.41%

-1.09%

Max Drawdown (10Y)

Largest decline over 10 years

-41.13%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.10%

-7.79%

-0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

2.25%

+0.64%

Volatility

SC0K.DE vs. CSY8.DE - Volatility Comparison

Invesco Russell 2000 UCITS ETF (SC0K.DE) has a higher volatility of 5.37% compared to CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD (CSY8.DE) at 3.95%. This indicates that SC0K.DE'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


SC0K.DECSY8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

3.95%

+1.42%

Volatility (6M)

Calculated over the trailing 6-month period

12.22%

10.69%

+1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

18.10%

16.98%

+1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.93%

20.19%

+0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.60%

20.28%

+1.32%

SC0K.DE vs. CSY8.DE - Expense Ratio Comparison

SC0K.DE has a 0.45% expense ratio, which is higher than CSY8.DE's 0.20% expense ratio.


Dividends

SC0K.DE vs. CSY8.DE - Dividend Comparison

Neither SC0K.DE nor CSY8.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SC0K.DE and CSY8.DE have a correlation of 0.82, 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 0.45% for SC0K.DE.

SC0K.DE tracks Russell 2000®, while CSY8.DE tracks MSCI USA Small Cap ESG Leaders. They also come from different issuers: Invesco and Credit Suisse. Their fees differ too: 0.45% for SC0K.DE and 0.20% for CSY8.DE.

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