CSY9.DE vs. FTGS.DE
CSY9.DE (CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD) and FTGS.DE (First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation) are both Global Equities funds - CSY9.DE tracks the MSCI World ESG Leaders Minimum Volatility while FTGS.DE tracks the First Trust Global Capital Strength ESG Leaders. Both are passively managed. Over the past 3 years, CSY9.DE returned 6.65%/yr vs 6.17%/yr for FTGS.DE. A 0.71 correlation means they provide meaningful diversification when combined. CSY9.DE charges 0.25%/yr vs 0.75%/yr for FTGS.DE.
Performance
CSY9.DE vs. FTGS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CSY9.DE achieves a 3.19% return, which is significantly higher than FTGS.DE's -0.93% return.
CSY9.DE
- 1D
- 0.16%
- 1M
- 2.99%
- YTD
- 3.19%
- 6M
- 3.34%
- 1Y
- 3.09%
- 3Y*
- 6.65%
- 5Y*
- 6.22%
- 10Y*
- —
FTGS.DE
- 1D
- 0.70%
- 1M
- 1.61%
- YTD
- -0.93%
- 6M
- -0.09%
- 1Y
- -2.79%
- 3Y*
- 6.17%
- 5Y*
- —
- 10Y*
- —
CSY9.DE vs. FTGS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CSY9.DE CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD | 3.19% | -0.67% | 16.05% | 5.76% | 2.66% |
FTGS.DE First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation | -0.93% | -0.97% | 16.36% | 8.51% | -0.83% |
Correlation
The correlation between CSY9.DE and FTGS.DE is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022 | 0.71 |
The correlation between CSY9.DE and FTGS.DE has been stable across timeframes, ranging from 0.71 to 0.78 - a consistent structural relationship.
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Return for Risk
CSY9.DE vs. FTGS.DE — Risk / Return Rank
CSY9.DE
FTGS.DE
CSY9.DE vs. FTGS.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 First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FTGS.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 | FTGS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.96 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | -0.43 | +1.12 |
| Martin ratioReturn relative to average drawdown | 1.54 | -0.88 | +2.42 |
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 | FTGS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | -0.31 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.42 | +0.19 |
Drawdowns
CSY9.DE vs. FTGS.DE - Drawdown Comparison
The maximum CSY9.DE drawdown since its inception was -13.92%, roughly equal to the maximum FTGS.DE drawdown of -13.82%. Use the drawdown chart below to compare losses from any high point for CSY9.DE and FTGS.DE.
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Drawdown Indicators
| CSY9.DE | FTGS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.92% | -13.82% | -0.10% |
Max Drawdown (1Y)Largest decline over 1 year | -4.48% | -6.47% | +1.99% |
Max Drawdown (3Y)Largest decline over 3 years | -13.92% | -13.82% | -0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -13.92% | — | — |
Current DrawdownCurrent decline from peak | -2.72% | -6.39% | +3.67% |
Average DrawdownAverage peak-to-trough decline | -3.70% | -4.30% | +0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 3.18% | -1.18% |
Volatility
CSY9.DE vs. FTGS.DE - Volatility Comparison
The current volatility for CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD (CSY9.DE) is 2.09%, while First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FTGS.DE) has a volatility of 3.10%. This indicates that CSY9.DE experiences smaller price fluctuations and is considered to be less risky than FTGS.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 | FTGS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.09% | 3.10% | -1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 5.48% | 6.73% | -1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.07% | 9.07% | -1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.03% | 11.69% | +0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.91% | 11.69% | +0.22% |
CSY9.DE vs. FTGS.DE - Expense Ratio Comparison
CSY9.DE has a 0.25% expense ratio, which is lower than FTGS.DE's 0.75% expense ratio.
Dividends
CSY9.DE vs. FTGS.DE - Dividend Comparison
Neither CSY9.DE nor FTGS.DE has paid dividends to shareholders.
Frequently Asked Questions
CSY9.DE and FTGS.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CSY9.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSY9.DE is cheaper with a 0.25% expense ratio, compared with 0.75% for FTGS.DE.
CSY9.DE tracks MSCI World ESG Leaders Minimum Volatility, while FTGS.DE tracks First Trust Global Capital Strength ESG Leaders. They also come from different issuers: Credit Suisse and First Trust. Their fees differ too: 0.25% for CSY9.DE and 0.75% for FTGS.DE.
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