ZPRR.DE vs. CSY8.DE
ZPRR.DE (SPDR Russell 2000 US Small Cap UCITS ETF) and CSY8.DE (CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD) are both Small Cap Blend Equities funds - ZPRR.DE tracks the Russell 2000® while CSY8.DE tracks the MSCI USA Small Cap ESG Leaders. Both are passively managed. Over the past 5 years, ZPRR.DE returned 7.11%/yr vs 6.40%/yr for CSY8.DE. Their correlation of 0.91 suggests significant overlap in exposure. ZPRR.DE charges 0.30%/yr vs 0.20%/yr for CSY8.DE.
Performance
ZPRR.DE vs. CSY8.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ZPRR.DE achieves a 17.93% return, which is significantly higher than CSY8.DE's 12.89% return.
ZPRR.DE
- 1D
- 0.93%
- 1M
- 4.09%
- YTD
- 17.93%
- 6M
- 16.88%
- 1Y
- 38.46%
- 3Y*
- 15.40%
- 5Y*
- 7.11%
- 10Y*
- 10.37%
CSY8.DE
- 1D
- 0.75%
- 1M
- 3.52%
- YTD
- 12.89%
- 6M
- 13.27%
- 1Y
- 25.86%
- 3Y*
- 11.06%
- 5Y*
- 6.40%
- 10Y*
- —
ZPRR.DE vs. CSY8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ZPRR.DE SPDR Russell 2000 US Small Cap UCITS ETF | 17.93% | 1.37% | 15.82% | 14.82% | -16.60% | 25.11% | 27.70% |
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 ZPRR.DE and CSY8.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2020 | 0.91 |
The correlation between ZPRR.DE and CSY8.DE has been stable across timeframes, ranging from 0.82 to 0.91 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ZPRR.DE vs. CSY8.DE — Risk / Return Rank
ZPRR.DE
CSY8.DE
ZPRR.DE vs. CSY8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Russell 2000 US Small Cap UCITS ETF (ZPRR.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.
| ZPRR.DE | CSY8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.27 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.53 | 3.68 | +0.85 |
| Martin ratioReturn relative to average drawdown | 13.24 | 11.46 | +1.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ZPRR.DE | CSY8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 1.52 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.31 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.62 | -0.14 |
Drawdowns
ZPRR.DE vs. CSY8.DE - Drawdown Comparison
The maximum ZPRR.DE drawdown since its inception was -41.20%, 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 ZPRR.DE and CSY8.DE.
Loading charts...
Drawdown Indicators
| ZPRR.DE | CSY8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.20% | -31.41% | -9.79% |
Max Drawdown (1Y)Largest decline over 1 year | -8.44% | -6.99% | -1.45% |
Max Drawdown (3Y)Largest decline over 3 years | -32.54% | -31.41% | -1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -32.54% | -31.41% | -1.13% |
Max Drawdown (10Y)Largest decline over 10 years | -41.20% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.39% | -7.79% | -1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.25% | +0.65% |
Volatility
ZPRR.DE vs. CSY8.DE - Volatility Comparison
SPDR Russell 2000 US Small Cap UCITS ETF (ZPRR.DE) has a higher volatility of 5.38% compared to CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD (CSY8.DE) at 3.95%. This indicates that ZPRR.DE's price experiences larger fluctuations and is considered to be riskier than CSY8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ZPRR.DE | CSY8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 3.95% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 12.26% | 10.69% | +1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.20% | 16.98% | +1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 20.19% | +0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 20.28% | +1.32% |
ZPRR.DE vs. CSY8.DE - Expense Ratio Comparison
ZPRR.DE has a 0.30% expense ratio, which is higher than CSY8.DE's 0.20% expense ratio.
Dividends
ZPRR.DE vs. CSY8.DE - Dividend Comparison
Neither ZPRR.DE nor CSY8.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRR.DE and CSY8.DE have a correlation of 0.82, 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 0.30% for ZPRR.DE.
ZPRR.DE tracks Russell 2000®, while CSY8.DE tracks MSCI USA Small Cap ESG Leaders. They also come from different issuers: State Street and Credit Suisse. Their fees differ too: 0.30% for ZPRR.DE and 0.20% for CSY8.DE.
Find the right allocation for ZPRR.DE and CSY8.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer