SXRU.DE vs. CSY2.DE
SXRU.DE (iShares Dow Jones Industrial Average UCITS ETF (Acc)) and CSY2.DE (CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD) are both Large Cap Blend Equities funds - SXRU.DE tracks the Dow Jones Industrial Average while CSY2.DE tracks the MSCI USA ESG Leaders. Both are passively managed. Over the past 5 years, SXRU.DE returned 10.67%/yr vs 14.65%/yr for CSY2.DE. Their correlation of 0.80 suggests significant overlap in exposure. SXRU.DE charges 0.33%/yr vs 0.10%/yr for CSY2.DE.
Performance
SXRU.DE vs. CSY2.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRU.DE achieves a 8.17% return, which is significantly lower than CSY2.DE's 10.74% return.
SXRU.DE
- 1D
- 1.22%
- 1M
- 4.78%
- YTD
- 8.17%
- 6M
- 8.26%
- 1Y
- 20.63%
- 3Y*
- 13.55%
- 5Y*
- 10.67%
- 10Y*
- 12.56%
CSY2.DE
- 1D
- 0.76%
- 1M
- 4.06%
- YTD
- 10.74%
- 6M
- 10.74%
- 1Y
- 26.29%
- 3Y*
- 19.25%
- 5Y*
- 14.65%
- 10Y*
- —
SXRU.DE vs. CSY2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc) | 8.17% | 2.08% | 21.16% | 11.74% | -2.47% | 31.86% | 31.53% |
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 SXRU.DE and CSY2.DE is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2020 | 0.80 |
The correlation between SXRU.DE and CSY2.DE has been stable across timeframes, ranging from 0.73 to 0.80 - a consistent structural relationship.
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Return for Risk
SXRU.DE vs. CSY2.DE — Risk / Return Rank
SXRU.DE
CSY2.DE
SXRU.DE vs. CSY2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.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.
| SXRU.DE | CSY2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.38 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 2.87 | -0.08 |
| Martin ratioReturn relative to average drawdown | 9.23 | 10.08 | -0.85 |
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
| SXRU.DE | CSY2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 2.10 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.90 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 1.18 | -0.51 |
Drawdowns
SXRU.DE vs. CSY2.DE - Drawdown Comparison
The maximum SXRU.DE drawdown since its inception was -36.09%, 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 SXRU.DE and CSY2.DE.
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Drawdown Indicators
| SXRU.DE | CSY2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.09% | -24.56% | -11.53% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -9.14% | +1.84% |
Max Drawdown (3Y)Largest decline over 3 years | -21.13% | -24.56% | +3.43% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | -24.56% | +3.43% |
Max Drawdown (10Y)Largest decline over 10 years | -36.09% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.02% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -4.64% | -0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.61% | -0.40% |
Volatility
SXRU.DE vs. CSY2.DE - Volatility Comparison
The current volatility for iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) is 2.91%, while CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD (CSY2.DE) has a volatility of 3.21%. This indicates that SXRU.DE experiences smaller price fluctuations and is considered to be less risky 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
| SXRU.DE | CSY2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 3.21% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 8.56% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 12.52% | -0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 16.24% | -2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.01% | 17.19% | -1.18% |
SXRU.DE vs. CSY2.DE - Expense Ratio Comparison
SXRU.DE has a 0.33% expense ratio, which is higher than CSY2.DE's 0.10% expense ratio.
Dividends
SXRU.DE vs. CSY2.DE - Dividend Comparison
Neither SXRU.DE nor CSY2.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRU.DE and CSY2.DE have a correlation of 0.73, 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 0.33% for SXRU.DE.
SXRU.DE tracks Dow Jones Industrial Average, while CSY2.DE tracks MSCI USA ESG Leaders. They also come from different issuers: iShares and Credit Suisse. Their fees differ too: 0.33% for SXRU.DE and 0.10% for CSY2.DE.
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