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ACLT.DE vs. CSY9.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACLT.DE vs. CSY9.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in AXA IM ACT Climate Equity UCITS ETF USD Acc (ACLT.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, ACLT.DE achieves a -0.20% return, which is significantly higher than CSY9.DE's -0.99% return.


ACLT.DE

1D
-0.64%
1M
-1.98%
YTD
-0.20%
6M
2.00%
1Y
27.85%
3Y*
12.40%
5Y*
10Y*

CSY9.DE

1D
-0.58%
1M
-2.23%
YTD
-0.99%
6M
-0.31%
1Y
6.17%
3Y*
5.81%
5Y*
5.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACLT.DE vs. CSY9.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
ACLT.DE
AXA IM ACT Climate Equity UCITS ETF USD Acc
-0.20%8.42%19.92%14.36%10.19%
CSY9.DE
CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD
-0.99%-0.67%16.05%5.76%2.38%

Correlation

The correlation between ACLT.DE and CSY9.DE is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.


ACLT.DE vs. CSY9.DE - Expense Ratio Comparison

ACLT.DE has a 0.70% expense ratio, which is higher than CSY9.DE's 0.25% expense ratio.


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Return for Risk

ACLT.DE vs. CSY9.DE — Risk / Return Rank

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

ACLT.DE
ACLT.DE Risk / Return Rank: 4646
Overall Rank
ACLT.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
ACLT.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
ACLT.DE Omega Ratio Rank: 4747
Omega Ratio Rank
ACLT.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
ACLT.DE Martin Ratio Rank: 5555
Martin Ratio Rank

CSY9.DE
CSY9.DE Risk / Return Rank: 1616
Overall Rank
CSY9.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
CSY9.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
CSY9.DE Omega Ratio Rank: 1616
Omega Ratio Rank
CSY9.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
CSY9.DE Martin Ratio Rank: 1414
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.

ACLT.DE vs. CSY9.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AXA IM ACT Climate Equity UCITS ETF USD Acc (ACLT.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.


ACLT.DECSY9.DEDifference

Sharpe ratio

Return per unit of total volatility

1.46

0.60

+0.86

Sortino ratio

Return per unit of downside risk

2.16

0.90

+1.26

Omega ratio

Gain probability vs. loss probability

1.33

1.12

+0.21

Calmar ratio

Return relative to maximum drawdown

2.18

0.45

+1.73

Martin ratio

Return relative to average drawdown

8.94

0.88

+8.06

ACLT.DE vs. CSY9.DE - Sharpe Ratio Comparison

The current ACLT.DE Sharpe Ratio is 1.46, which is higher than the CSY9.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of ACLT.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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Sharpe Ratios by Period


ACLT.DECSY9.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

0.60

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.55

+0.33

Drawdowns

ACLT.DE vs. CSY9.DE - Drawdown Comparison

The maximum ACLT.DE drawdown since its inception was -20.54%, 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 ACLT.DE and CSY9.DE.


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Drawdown Indicators


ACLT.DECSY9.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.54%

-13.92%

-6.62%

Max Drawdown (1Y)

Largest decline over 1 year

-11.07%

-5.32%

-5.75%

Max Drawdown (5Y)

Largest decline over 5 years

-13.92%

Current Drawdown

Current decline from peak

-9.62%

-6.66%

-2.96%

Average Drawdown

Average peak-to-trough decline

-3.21%

-3.66%

+0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.72%

-0.02%

Volatility

ACLT.DE vs. CSY9.DE - Volatility Comparison

AXA IM ACT Climate Equity UCITS ETF USD Acc (ACLT.DE) has a higher volatility of 13.12% compared to CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD (CSY9.DE) at 2.97%. This indicates that ACLT.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


ACLT.DECSY9.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.12%

2.97%

+10.15%

Volatility (6M)

Calculated over the trailing 6-month period

15.10%

5.83%

+9.27%

Volatility (1Y)

Calculated over the trailing 1-year period

19.35%

10.94%

+8.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.81%

12.06%

+4.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.81%

12.02%

+4.79%

Dividends

ACLT.DE vs. CSY9.DE - Dividend Comparison

Neither ACLT.DE nor CSY9.DE has paid dividends to shareholders.


Tickers have no history of dividend payments