CSY9.DE vs. CSY2.DE
Compare and contrast key facts about CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD (CSY9.DE) and CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD (CSY2.DE).
CSY9.DE and CSY2.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. CSY2.DE is a passively managed fund by Credit Suisse that tracks the performance of the MSCI USA ESG Leaders. It was launched on Mar 13, 2020. Both CSY9.DE and CSY2.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. CSY2.DE - Performance Comparison
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CSY9.DE vs. CSY2.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% |
CSY2.DE CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD | -4.39% | 6.30% | 30.42% | 25.14% | -16.59% | 44.53% | 10.52% |
Returns By Period
In the year-to-date period, CSY9.DE achieves a -1.04% return, which is significantly higher than CSY2.DE's -4.39% 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*
- —
CSY2.DE
- 1D
- 1.98%
- 1M
- -3.55%
- YTD
- -4.39%
- 6M
- -0.29%
- 1Y
- 12.43%
- 3Y*
- 16.17%
- 5Y*
- 11.98%
- 10Y*
- —
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CSY9.DE vs. CSY2.DE - Expense Ratio Comparison
CSY9.DE has a 0.25% expense ratio, which is higher than CSY2.DE's 0.10% 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%.
Return for Risk
CSY9.DE vs. CSY2.DE — Risk / Return Rank
CSY9.DE
CSY2.DE
CSY9.DE vs. CSY2.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 CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD (CSY2.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 | CSY2.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.30 | 0.71 | -1.00 |
Sortino ratioReturn per unit of downside risk | -0.32 | 1.06 | -1.38 |
Omega ratioGain probability vs. loss probability | 0.96 | 1.15 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | -0.34 | 1.36 | -1.70 |
Martin ratioReturn relative to average drawdown | -0.97 | 4.56 | -5.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSY9.DE | CSY2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.30 | 0.71 | -1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.73 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 1.04 | -0.48 |
Correlation
The correlation between CSY9.DE and CSY2.DE is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CSY9.DE vs. CSY2.DE - Dividend Comparison
Neither CSY9.DE nor CSY2.DE has paid dividends to shareholders.
Drawdowns
CSY9.DE vs. CSY2.DE - Drawdown Comparison
The maximum CSY9.DE drawdown since its inception was -13.92%, smaller than the maximum CSY2.DE drawdown of -24.56%. Use the drawdown chart below to compare losses from any high point for CSY9.DE and CSY2.DE.
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Drawdown Indicators
| CSY9.DE | CSY2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.92% | -24.56% | +10.64% |
Max Drawdown (1Y)Largest decline over 1 year | -10.38% | -12.74% | +2.36% |
Max Drawdown (5Y)Largest decline over 5 years | -13.92% | -24.56% | +10.64% |
Current DrawdownCurrent decline from peak | -6.70% | -6.81% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -3.66% | -4.74% | +1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 2.73% | +0.21% |
Volatility
CSY9.DE vs. CSY2.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 CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD (CSY2.DE) has a volatility of 4.04%. This indicates that CSY9.DE experiences smaller price fluctuations and is considered to be less risky than CSY2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSY9.DE | CSY2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 4.04% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 5.79% | 9.33% | -3.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.51% | 17.58% | -6.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.06% | 16.25% | -4.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.03% | 17.31% | -5.28% |