ASCH.DE vs. CSY9.DE

Last updated Apr 2, 2026

Compare and contrast key facts about abrdn Future Supply Chains UCITS ETF (ASCH.DE) and CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD (CSY9.DE).

ASCH.DE and CSY9.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ASCH.DE is an actively managed fund by abrdn. It was launched on May 9, 2025. CSY9.DE is a passively managed fund by Credit Suisse that tracks the performance of the MSCI World ESG Leaders Minimum Volatility. It was launched on Jul 24, 2020.

Performance

ASCH.DE vs. CSY9.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in abrdn Future Supply Chains UCITS ETF (ASCH.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.

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

	2026 (YTD)	2025
ASCH.DE abrdn Future Supply Chains UCITS ETF	8.94%	17.25%
CSY9.DE CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD	-1.04%	-0.35%

Returns By Period

In the year-to-date period, ASCH.DE achieves a 8.94% return, which is significantly higher than CSY9.DE's -1.04% return.

ASCH.DE

• 1D: 4.09%
• 1M: -7.43%
• YTD: 8.94%
• 6M: 13.47%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CSY9.DE

• 1D: 0.55%
• 1M: -3.18%
• YTD: -1.04%
• 6M: 0.52%
• 1Y: -3.44%
• 3Y*: 6.14%
• 5Y*: 5.63%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ASCH.DE has a 0.60% expense ratio, which is higher than CSY9.DE's 0.25% expense ratio.

ASCH.DE

abrdn Future Supply Chains UCITS ETF

CSY9.DE

CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD

Return for Risk

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

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

CSY9.DE

CSY9.DE Risk / Return Rank: 6
CSY9.DE Sharpe Ratio Rank: 7
CSY9.DE Sortino Ratio Rank: 6
CSY9.DE Omega Ratio Rank: 6
CSY9.DE Calmar Ratio Rank: 7
CSY9.DE Martin Ratio Rank: 4

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.

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

This table presents a comparison of risk-adjusted performance metrics for abrdn Future Supply Chains UCITS ETF (ASCH.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	ASCH.DE	CSY9.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.30	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.46	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.14	0.55	+1.59

Correlation

The correlation between ASCH.DE and CSY9.DE is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ASCH.DE vs. CSY9.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

ASCH.DE vs. CSY9.DE - Drawdown Comparison

The maximum ASCH.DE drawdown since its inception was -11.06%, smaller than the maximum CSY9.DE drawdown of -13.92%. Use the drawdown chart below to compare losses from any high point for ASCH.DE and CSY9.DE.

Drawdown Indicators

	ASCH.DE	CSY9.DE	Difference
Max Drawdown Largest peak-to-trough decline	-11.06%	-13.92%	+2.86%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.38%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.92%	—
Current Drawdown Current decline from peak	-7.43%	-6.70%	-0.73%
Average Drawdown Average peak-to-trough decline	-1.79%	-3.66%	+1.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.94%	—

Volatility

Volatility by Period

	ASCH.DE	CSY9.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.00%	—
Volatility (6M) Calculated over the trailing 6-month period	—	5.79%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.69%	11.51%	+3.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.69%	12.06%	+2.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.69%	12.03%	+2.66%