SC0K.DE vs. CSY8.DE
SC0K.DE (Invesco Russell 2000 UCITS ETF) and CSY8.DE (CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD) are both Small Cap Blend Equities funds - SC0K.DE tracks the Russell 2000® while CSY8.DE tracks the MSCI USA Small Cap ESG Leaders. Both are passively managed. Over the past 5 years, SC0K.DE returned 7.16%/yr vs 6.40%/yr for CSY8.DE. Their correlation of 0.91 suggests significant overlap in exposure. SC0K.DE charges 0.45%/yr vs 0.20%/yr for CSY8.DE.
Performance
SC0K.DE vs. CSY8.DE - Performance Comparison
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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*
- —
SC0K.DE vs. CSY8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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
SC0K.DE
CSY8.DE
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.DE | CSY8.DE | Difference | |
|---|---|---|---|
| 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 |
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
| SC0K.DE | CSY8.DE | Difference | |
|---|---|---|---|
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.DE | CSY8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -7.79% | -0.31% |
Ulcer IndexDepth 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.DE | CSY8.DE | Difference | |
|---|---|---|---|
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.
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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