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XCTE.DE vs. CSYU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCTE.DE vs. CSYU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C (XCTE.DE) and CSIF (IE) MSCI USA Tech 125 ESG Universal Blue UCITS ETF B USD (CSYU.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, XCTE.DE achieves a 5.61% return, which is significantly lower than CSYU.DE's 14.12% return.


XCTE.DE

1D
-0.90%
1M
3.48%
YTD
5.61%
6M
6.22%
1Y
25.79%
3Y*
10.51%
5Y*
10Y*

CSYU.DE

1D
-1.32%
1M
7.71%
YTD
14.12%
6M
12.92%
1Y
33.64%
3Y*
26.43%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCTE.DE vs. CSYU.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XCTE.DE
Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C
5.61%19.05%22.69%-18.15%-7.69%
CSYU.DE
CSIF (IE) MSCI USA Tech 125 ESG Universal Blue UCITS ETF B USD
14.12%7.11%49.10%48.18%-21.11%

Correlation

The correlation between XCTE.DE and CSYU.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

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

0.24

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2022

0.27

The correlation between XCTE.DE and CSYU.DE shifts across timeframes, from 0.24 (3 years) to 0.38 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XCTE.DE vs. CSYU.DE — Risk / Return Rank

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

XCTE.DE
XCTE.DE Risk / Return Rank: 2525
Overall Rank
XCTE.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
XCTE.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
XCTE.DE Omega Ratio Rank: 3131
Omega Ratio Rank
XCTE.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
XCTE.DE Martin Ratio Rank: 1818
Martin Ratio Rank

CSYU.DE
CSYU.DE Risk / Return Rank: 5050
Overall Rank
CSYU.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
CSYU.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
CSYU.DE Omega Ratio Rank: 5353
Omega Ratio Rank
CSYU.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
CSYU.DE Martin Ratio Rank: 3939
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.

XCTE.DE vs. CSYU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C (XCTE.DE) and CSIF (IE) MSCI USA Tech 125 ESG Universal Blue UCITS ETF B USD (CSYU.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.


XCTE.DECSYU.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.07

Sortino ratioReturn per unit of downside risk

-1.11

Omega ratioGain probability vs. loss probability

1.21

1.33

-0.12

Calmar ratioReturn relative to maximum drawdown

1.10

2.28

-1.18

Martin ratioReturn relative to average drawdown

1.90

6.17

-4.26

XCTE.DE vs. CSYU.DE - Sharpe Ratio Comparison

The current XCTE.DE Sharpe Ratio is 0.86, which is lower than the CSYU.DE Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of XCTE.DE and CSYU.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


XCTE.DECSYU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.93

-1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.90

-0.77

Drawdowns

XCTE.DE vs. CSYU.DE - Drawdown Comparison

The maximum XCTE.DE drawdown since its inception was -48.80%, which is greater than CSYU.DE's maximum drawdown of -28.65%. Use the drawdown chart below to compare losses from any high point for XCTE.DE and CSYU.DE.


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Drawdown Indicators


XCTE.DECSYU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-48.80%

-28.65%

-20.15%

Max Drawdown (1Y)

Largest decline over 1 year

-23.30%

-14.66%

-8.64%

Max Drawdown (3Y)

Largest decline over 3 years

-31.31%

-28.65%

-2.66%

Current Drawdown

Current decline from peak

-12.95%

-2.31%

-10.64%

Average Drawdown

Average peak-to-trough decline

-25.74%

-7.55%

-18.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.53%

5.44%

+8.09%

Volatility

XCTE.DE vs. CSYU.DE - Volatility Comparison

Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C (XCTE.DE) has a higher volatility of 7.28% compared to CSIF (IE) MSCI USA Tech 125 ESG Universal Blue UCITS ETF B USD (CSYU.DE) at 5.08%. This indicates that XCTE.DE's price experiences larger fluctuations and is considered to be riskier than CSYU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCTE.DECSYU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.28%

5.08%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

15.06%

11.70%

+3.36%

Volatility (1Y)

Calculated over the trailing 1-year period

29.97%

17.33%

+12.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.37%

21.80%

+8.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.37%

21.80%

+8.57%

XCTE.DE vs. CSYU.DE - Expense Ratio Comparison

XCTE.DE has a 0.44% expense ratio, which is higher than CSYU.DE's 0.18% expense ratio.


Dividends

XCTE.DE vs. CSYU.DE - Dividend Comparison

Neither XCTE.DE nor CSYU.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XCTE.DE and CSYU.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSYU.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSYU.DE is cheaper with a 0.18% expense ratio, compared with 0.44% for XCTE.DE.

XCTE.DE tracks MSCI World/Information Tech NR USD, while CSYU.DE tracks MSCI USA Tech 125 ESG Universal. They also come from different issuers: DWS and Credit Suisse. Their fees differ too: 0.44% for XCTE.DE and 0.18% for CSYU.DE.

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