CSY9.DE vs. 2B7J.DE

Last updated Apr 2, 2026

Compare and contrast key facts about CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD (CSY9.DE) and iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.DE).

CSY9.DE and 2B7J.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. 2B7J.DE is a passively managed fund by iShares that tracks the performance of the MSCI World SRI Select Reduced Fossil Fuels. It was launched on Oct 12, 2017. Both CSY9.DE and 2B7J.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

CSY9.DE vs. 2B7J.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD (CSY9.DE) and iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.DE). The values are adjusted to include any dividend payments, if applicable.

CSY9.DE vs. 2B7J.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
CSY9.DE CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD	-1.04%	-0.67%	16.05%	5.76%	-5.25%	23.30%	2.67%
2B7J.DE iShares MSCI World SRI UCITS ETF USD (Dist)	-1.18%	2.89%	17.47%	20.94%	-16.87%	36.52%	12.04%

Returns By Period

In the year-to-date period, CSY9.DE achieves a -1.04% return, which is significantly higher than 2B7J.DE's -1.18% return.

CSY9.DE

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

2B7J.DE

• 1D: 2.44%
• 1M: -3.83%
• YTD: -1.18%
• 6M: 1.08%
• 1Y: 8.64%
• 3Y*: 10.45%
• 5Y*: 8.39%
• 10Y*: —

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

CSY9.DE vs. 2B7J.DE - Expense Ratio Comparison

CSY9.DE has a 0.25% expense ratio, which is higher than 2B7J.DE's 0.20% 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%.

CSY9.DE

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

2B7J.DE

iShares MSCI World SRI UCITS ETF USD (Dist)

Return for Risk

CSY9.DE vs. 2B7J.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

2B7J.DE

2B7J.DE Risk / Return Rank: 31
2B7J.DE Sharpe Ratio Rank: 27
2B7J.DE Sortino Ratio Rank: 26
2B7J.DE Omega Ratio Rank: 27
2B7J.DE Calmar Ratio Rank: 36
2B7J.DE Martin Ratio Rank: 37

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.

CSY9.DE vs. 2B7J.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD (CSY9.DE) and iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.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.

	CSY9.DE	2B7J.DE	Difference
Sharpe ratio Return per unit of total volatility	-0.30	0.53	-0.82
Sortino ratio Return per unit of downside risk	-0.32	0.82	-1.13
Omega ratio Gain probability vs. loss probability	0.96	1.12	-0.16
Calmar ratio Return relative to maximum drawdown	-0.34	1.03	-1.37
Martin ratio Return relative to average drawdown	-0.97	3.72	-4.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CSY9.DE vs. 2B7J.DE - Sharpe Ratio Comparison

The current CSY9.DE Sharpe Ratio is -0.30, which is lower than the 2B7J.DE Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of CSY9.DE and 2B7J.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CSY9.DE	2B7J.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.30	0.53	-0.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	0.57	-0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.69	-0.14

Correlation

The correlation between CSY9.DE and 2B7J.DE is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

CSY9.DE vs. 2B7J.DE - Dividend Comparison

CSY9.DE has not paid dividends to shareholders, while 2B7J.DE's dividend yield for the trailing twelve months is around 1.26%.

	TTM	2025	2024	2023	2022	2021	2020	2019
CSY9.DE CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
2B7J.DE iShares MSCI World SRI UCITS ETF USD (Dist)	1.26%	1.23%	1.37%	1.55%	1.74%	1.15%	1.28%	1.68%

Drawdowns

CSY9.DE vs. 2B7J.DE - Drawdown Comparison

The maximum CSY9.DE drawdown since its inception was -13.92%, smaller than the maximum 2B7J.DE drawdown of -32.11%. Use the drawdown chart below to compare losses from any high point for CSY9.DE and 2B7J.DE.

Drawdown Indicators

	CSY9.DE	2B7J.DE	Difference
Max Drawdown Largest peak-to-trough decline	-13.92%	-32.11%	+18.19%
Max Drawdown (1Y) Largest decline over 1 year	-10.38%	-12.42%	+2.04%
Max Drawdown (5Y) Largest decline over 5 years	-13.92%	-21.26%	+7.34%
Current Drawdown Current decline from peak	-6.70%	-4.97%	-1.73%
Average Drawdown Average peak-to-trough decline	-3.66%	-5.26%	+1.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.94%	2.36%	+0.58%

Volatility

CSY9.DE vs. 2B7J.DE - Volatility Comparison

The current volatility for CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD (CSY9.DE) is 3.00%, while iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.DE) has a volatility of 5.03%. This indicates that CSY9.DE experiences smaller price fluctuations and is considered to be less risky than 2B7J.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CSY9.DE	2B7J.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.00%	5.03%	-2.03%
Volatility (6M) Calculated over the trailing 6-month period	5.79%	9.20%	-3.41%
Volatility (1Y) Calculated over the trailing 1-year period	11.51%	16.40%	-4.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.06%	14.55%	-2.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.03%	16.35%	-4.32%