SLUS.DE vs. CSY2.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.DE) and CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD (CSY2.DE).

SLUS.DE and CSY2.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SLUS.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA ESG Screened. It was launched on Oct 19, 2018. CSY2.DE is a passively managed fund by Credit Suisse that tracks the performance of the MSCI USA ESG Leaders. It was launched on Mar 13, 2020. Both SLUS.DE and CSY2.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SLUS.DE vs. CSY2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.DE) and CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD (CSY2.DE). The values are adjusted to include any dividend payments, if applicable.

SLUS.DE vs. CSY2.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SLUS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Dist)	-4.41%	4.97%	33.89%	26.23%	-17.11%	39.38%	40.26%
CSY2.DE CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD	-4.39%	6.30%	30.42%	25.14%	-16.59%	44.53%	36.31%

Returns By Period

The year-to-date returns for both investments are quite close, with SLUS.DE having a -4.41% return and CSY2.DE slightly higher at -4.39%.

SLUS.DE

• 1D: 2.05%
• 1M: -3.10%
• YTD: -4.41%
• 6M: -1.35%
• 1Y: 10.35%
• 3Y*: 16.76%
• 5Y*: 11.94%
• 10Y*: —

CSY2.DE

• 1D: 1.98%
• 1M: -3.55%
• YTD: -4.39%
• 6M: -0.29%
• 1Y: 12.43%
• 3Y*: 16.17%
• 5Y*: 11.98%
• 10Y*: —

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

SLUS.DE vs. CSY2.DE - Expense Ratio Comparison

SLUS.DE has a 0.07% expense ratio, which is lower than CSY2.DE's 0.10% 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%.

CSY2.DE

CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD

SLUS.DE

iShares MSCI USA ESG Screened UCITS ETF USD (Dist)

Return for Risk

SLUS.DE vs. CSY2.DE — Risk / Return Rank

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

SLUS.DE

SLUS.DE Risk / Return Rank: 32
SLUS.DE Sharpe Ratio Rank: 28
SLUS.DE Sortino Ratio Rank: 27
SLUS.DE Omega Ratio Rank: 28
SLUS.DE Calmar Ratio Rank: 39
SLUS.DE Martin Ratio Rank: 36

CSY2.DE

CSY2.DE Risk / Return Rank: 38
CSY2.DE Sharpe Ratio Rank: 35
CSY2.DE Sortino Ratio Rank: 34
CSY2.DE Omega Ratio Rank: 34
CSY2.DE Calmar Ratio Rank: 46
CSY2.DE Martin Ratio Rank: 43

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.

SLUS.DE vs. CSY2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.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.

	SLUS.DE	CSY2.DE	Difference
Sharpe ratio Return per unit of total volatility	0.57	0.71	-0.14
Sortino ratio Return per unit of downside risk	0.89	1.06	-0.18
Omega ratio Gain probability vs. loss probability	1.13	1.15	-0.02
Calmar ratio Return relative to maximum drawdown	1.21	1.36	-0.15
Martin ratio Return relative to average drawdown	3.91	4.56	-0.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SLUS.DE vs. CSY2.DE - Sharpe Ratio Comparison

The current SLUS.DE Sharpe Ratio is 0.57, which is comparable to the CSY2.DE Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of SLUS.DE and CSY2.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SLUS.DE	CSY2.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.57	0.71	-0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	0.73	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.80	1.04	-0.24

Correlation

The correlation between SLUS.DE and CSY2.DE is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

SLUS.DE vs. CSY2.DE - Dividend Comparison

SLUS.DE's dividend yield for the trailing twelve months is around 0.72%, while CSY2.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
SLUS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Dist)	0.72%	0.69%	0.84%	0.98%	1.26%	0.79%	1.06%	1.24%	0.20%
CSY2.DE CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SLUS.DE vs. CSY2.DE - Drawdown Comparison

The maximum SLUS.DE drawdown since its inception was -33.71%, 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 SLUS.DE and CSY2.DE.

Drawdown Indicators

	SLUS.DE	CSY2.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.71%	-24.56%	-9.15%
Max Drawdown (1Y) Largest decline over 1 year	-13.51%	-12.74%	-0.77%
Max Drawdown (5Y) Largest decline over 5 years	-24.45%	-24.56%	+0.11%
Current Drawdown Current decline from peak	-6.28%	-6.81%	+0.53%
Average Drawdown Average peak-to-trough decline	-4.93%	-4.74%	-0.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.63%	2.73%	-0.10%

Volatility

SLUS.DE vs. CSY2.DE - Volatility Comparison

iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.DE) and CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD (CSY2.DE) have volatilities of 4.21% and 4.04%, 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

	SLUS.DE	CSY2.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.21%	4.04%	+0.17%
Volatility (6M) Calculated over the trailing 6-month period	9.36%	9.33%	+0.03%
Volatility (1Y) Calculated over the trailing 1-year period	18.12%	17.58%	+0.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.00%	16.25%	-0.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.69%	17.31%	+0.38%