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2B7K.DE vs. CSY9.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

2B7K.DE vs. CSY9.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) and CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD (CSY9.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, 2B7K.DE achieves a 12.05% return, which is significantly higher than CSY9.DE's 6.47% return.


2B7K.DE

1D
-0.07%
1M
-1.09%
6M
9.54%
YTD
12.05%
1Y
19.39%
3Y*
12.43%
5Y*
9.66%
10Y*
ALL TIME*
12.86%

CSY9.DE

1D
0.00%
1M
3.34%
6M
6.25%
YTD
6.47%
1Y
9.20%
3Y*
5Y*
10Y*
ALL TIME*
4.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

2B7K.DE vs. CSY9.DE - Yearly Performance Comparison


Correlation

The correlation between 2B7K.DE and CSY9.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

Correlation (All Time)
Calculated using the full available price history since Aug 26, 2024

0.61

The correlation between 2B7K.DE and CSY9.DE shifts across timeframes, from 0.48 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

2B7K.DE vs. CSY9.DE — Risk / Return Rank

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

2B7K.DE
2B7K.DE Risk / Return Rank: 6565
Overall Rank
2B7K.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
2B7K.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
2B7K.DE Omega Ratio Rank: 6060
Omega Ratio Rank
2B7K.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
2B7K.DE Martin Ratio Rank: 7070
Martin Ratio Rank

CSY9.DE
CSY9.DE Risk / Return Rank: 4545
Overall Rank
CSY9.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
CSY9.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
CSY9.DE Omega Ratio Rank: 4040
Omega Ratio Rank
CSY9.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
CSY9.DE Martin Ratio Rank: 4848
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.

2B7K.DE vs. CSY9.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) and CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD (CSY9.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


2B7K.DECSY9.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.58

Omega ratioGain probability vs. loss probability

1.27

1.20

+0.07

Calmar ratioReturn relative to maximum drawdown

2.52

2.06

+0.46

Martin ratioReturn relative to average drawdown

9.28

5.84

+3.44

2B7K.DE vs. CSY9.DE - Sharpe Ratio Comparison

The current 2B7K.DE Sharpe Ratio is 1.53, which is higher than the CSY9.DE Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of 2B7K.DE and CSY9.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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Drawdowns

2B7K.DE vs. CSY9.DE - Drawdown Comparison

The maximum 2B7K.DE drawdown since its inception was -31.63%, which is greater than CSY9.DE's maximum drawdown of -13.92%. Use the drawdown chart below to compare losses from any high point for 2B7K.DE and CSY9.DE.


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Drawdown Indicators


2B7K.DECSY9.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.63%

-13.92%

-17.71%

Max Drawdown (1Y)

Largest decline over 1 year

-7.66%

-4.48%

-3.18%

Max Drawdown (3Y)

Largest decline over 3 years

-21.33%

Max Drawdown (5Y)

Largest decline over 5 years

-21.33%

Current Drawdown

Current decline from peak

-2.70%

-1.06%

-1.64%

Average Drawdown

Average peak-to-trough decline

-5.07%

-4.60%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

1.58%

+0.50%

Volatility

2B7K.DE vs. CSY9.DE - Volatility Comparison

iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) has a higher volatility of 3.69% compared to CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD (CSY9.DE) at 2.30%. This indicates that 2B7K.DE's price experiences larger fluctuations and is considered to be riskier than CSY9.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


2B7K.DECSY9.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

2.30%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.50%

5.63%

+3.87%

Volatility (1Y)

Calculated over the trailing 1-year period

12.61%

8.01%

+4.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.66%

10.86%

+3.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.14%

10.86%

+5.28%

2B7K.DE vs. CSY9.DE - Expense Ratio Comparison

2B7K.DE has a 0.20% expense ratio, which is lower than CSY9.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

2B7K.DE vs. CSY9.DE - Dividend Comparison

Neither 2B7K.DE nor CSY9.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


2B7K.DE and CSY9.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 2B7K.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

2B7K.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for CSY9.DE.

2B7K.DE tracks MSCI World SRI Select Reduced Fossil Fuels, while CSY9.DE tracks MSCI World ESG Leaders Minimum Volatility. They also come from different issuers: iShares and Credit Suisse. Their fees differ too: 0.20% for 2B7K.DE and 0.25% for CSY9.DE.

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