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

Performance

SXRG.DE vs. CSY8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.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, SXRG.DE achieves a 16.26% return, which is significantly higher than CSY8.DE's 12.89% return.


SXRG.DE

1D
0.84%
1M
4.42%
YTD
16.26%
6M
16.37%
1Y
31.93%
3Y*
13.50%
5Y*
7.64%
10Y*
10.73%

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)

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


2026 (YTD)202520242023202220212020
SXRG.DE
iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)
16.26%-1.21%15.85%13.82%-12.53%29.74%25.97%
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 SXRG.DE and CSY8.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

0.86

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

0.91

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

0.93

The correlation between SXRG.DE and CSY8.DE has been stable across timeframes, ranging from 0.86 to 0.93 - a consistent structural relationship.

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Return for Risk

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

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

SXRG.DE
SXRG.DE Risk / Return Rank: 7070
Overall Rank
SXRG.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SXRG.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
SXRG.DE Omega Ratio Rank: 5858
Omega Ratio Rank
SXRG.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
SXRG.DE Martin Ratio Rank: 8080
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.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.


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

+0.50

Sortino ratioReturn per unit of downside risk

+0.61

Omega ratioGain probability vs. loss probability

1.35

1.27

+0.08

Calmar ratioReturn relative to maximum drawdown

5.15

3.68

+1.47

Martin ratioReturn relative to average drawdown

15.48

11.46

+4.02

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

The current SXRG.DE Sharpe Ratio is 2.01, which is higher than the CSY8.DE Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of SXRG.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


SXRG.DECSY8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

1.52

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.31

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.62

-0.10

Drawdowns

SXRG.DE vs. CSY8.DE - Drawdown Comparison

The maximum SXRG.DE drawdown since its inception was -41.79%, 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 SXRG.DE and CSY8.DE.


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Drawdown Indicators


SXRG.DECSY8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.79%

-31.41%

-10.38%

Max Drawdown (1Y)

Largest decline over 1 year

-6.17%

-6.99%

+0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-31.54%

-31.41%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-31.54%

-31.41%

-0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-41.79%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.92%

-7.79%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

2.25%

-0.19%

Volatility

SXRG.DE vs. CSY8.DE - Volatility Comparison

The current volatility for iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.DE) is 3.75%, while CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD (CSY8.DE) has a volatility of 3.95%. This indicates that SXRG.DE experiences smaller price fluctuations and is considered to be less risky 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


SXRG.DECSY8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

3.95%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

10.11%

10.69%

-0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

15.79%

16.98%

-1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.72%

20.19%

-0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.35%

20.28%

+0.07%

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

SXRG.DE has a 0.43% expense ratio, which is higher than CSY8.DE's 0.20% expense ratio.


Dividends

SXRG.DE vs. CSY8.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SXRG.DE and CSY8.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, 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 0.43% for SXRG.DE.

SXRG.DE tracks MSCI USA Small Cap ESG Enhanced Focus CTB, while CSY8.DE tracks MSCI USA Small Cap ESG Leaders. They also come from different issuers: iShares and Credit Suisse. Their fees differ too: 0.43% for SXRG.DE and 0.20% for CSY8.DE.

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