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XZMU.DE vs. CSY2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XZMU.DE vs. CSY2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.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.

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Returns By Period

In the year-to-date period, XZMU.DE achieves a 8.21% return, which is significantly lower than CSY2.DE's 10.74% return.


XZMU.DE

1D
0.69%
1M
5.33%
YTD
8.21%
6M
9.17%
1Y
23.46%
3Y*
18.71%
5Y*
14.63%
10Y*

CSY2.DE

1D
0.76%
1M
5.76%
YTD
10.74%
6M
11.43%
1Y
26.36%
3Y*
19.25%
5Y*
14.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
XZMU.DE
Xtrackers MSCI USA ESG UCITS ETF 1C
8.21%5.12%32.57%26.56%-17.86%45.90%36.35%
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 XZMU.DE and CSY2.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.97

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

0.96

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2020

0.96

The correlation between XZMU.DE and CSY2.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

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Return for Risk

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

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

XZMU.DE
XZMU.DE Risk / Return Rank: 5151
Overall Rank
XZMU.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XZMU.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
XZMU.DE Omega Ratio Rank: 5454
Omega Ratio Rank
XZMU.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
XZMU.DE Martin Ratio Rank: 4747
Martin Ratio Rank

CSY2.DE
CSY2.DE Risk / Return Rank: 6161
Overall Rank
CSY2.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
CSY2.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
CSY2.DE Omega Ratio Rank: 6363
Omega Ratio Rank
CSY2.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
CSY2.DE Martin Ratio Rank: 5858
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.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.


XZMU.DECSY2.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.33

1.38

-0.05

Calmar ratioReturn relative to maximum drawdown

2.16

2.87

-0.71

Martin ratioReturn relative to average drawdown

7.62

10.08

-2.46

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

The current XZMU.DE Sharpe Ratio is 1.84, which is comparable to the CSY2.DE Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of XZMU.DE and CSY2.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


XZMU.DECSY2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

2.10

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.90

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

1.18

-0.24

Drawdowns

XZMU.DE vs. CSY2.DE - Drawdown Comparison

The maximum XZMU.DE drawdown since its inception was -33.82%, 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 XZMU.DE and CSY2.DE.


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Drawdown Indicators


XZMU.DECSY2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.82%

-24.56%

-9.26%

Max Drawdown (1Y)

Largest decline over 1 year

-10.82%

-9.14%

-1.68%

Max Drawdown (3Y)

Largest decline over 3 years

-24.76%

-24.56%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-24.76%

-24.56%

-0.20%

Current Drawdown

Current decline from peak

-0.48%

-0.02%

-0.46%

Average Drawdown

Average peak-to-trough decline

-5.40%

-4.64%

-0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

2.61%

+0.46%

Volatility

XZMU.DE vs. CSY2.DE - Volatility Comparison

Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) and CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD (CSY2.DE) have volatilities of 3.08% and 3.21%, 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.


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Volatility by Period


XZMU.DECSY2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

3.21%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

8.87%

8.56%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

12.73%

12.52%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.23%

16.24%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.89%

17.19%

+0.70%

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

XZMU.DE has a 0.15% expense ratio, which is higher than CSY2.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XZMU.DE vs. CSY2.DE - Dividend Comparison

Neither XZMU.DE nor CSY2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, XZMU.DE and CSY2.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.15% for XZMU.DE.

XZMU.DE tracks MSCI USA Low Carbon SRI Leaders, while CSY2.DE tracks MSCI USA ESG Leaders. They also come from different issuers: Xtrackers and Credit Suisse. Their fees differ too: 0.15% for XZMU.DE and 0.10% for CSY2.DE.

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