CSY9.DE vs. IQQ0.DE
CSY9.DE (CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD) and IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) are both Global Equities funds - CSY9.DE tracks the MSCI World ESG Leaders Minimum Volatility while IQQ0.DE tracks the MSCI World Minimum Volatility. Both are passively managed. Over the past 5 years, CSY9.DE returned 6.22%/yr vs 6.14%/yr for IQQ0.DE. Their correlation of 0.86 suggests significant overlap in exposure. CSY9.DE charges 0.25%/yr vs 0.30%/yr for IQQ0.DE.
Performance
CSY9.DE vs. IQQ0.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 IQQ0.DE's 1.59% return.
CSY9.DE
- 1D
- 0.16%
- 1M
- 2.71%
- YTD
- 3.19%
- 6M
- 3.19%
- 1Y
- 3.39%
- 3Y*
- 6.65%
- 5Y*
- 6.22%
- 10Y*
- —
IQQ0.DE
- 1D
- -0.02%
- 1M
- 1.81%
- YTD
- 1.59%
- 6M
- 1.63%
- 1Y
- 0.25%
- 3Y*
- 6.35%
- 5Y*
- 6.14%
- 10Y*
- 6.81%
CSY9.DE vs. IQQ0.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 | 3.19% | -0.67% | 16.05% | 5.76% | -5.25% | 23.30% | 2.67% |
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 1.59% | -1.26% | 17.64% | 3.73% | -4.34% | 24.26% | 1.45% |
Correlation
The correlation between CSY9.DE and IQQ0.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2020 | 0.86 |
The correlation between CSY9.DE and IQQ0.DE has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.
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Return for Risk
CSY9.DE vs. IQQ0.DE — Risk / Return Rank
CSY9.DE
IQQ0.DE
CSY9.DE vs. IQQ0.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 Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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 | IQQ0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.00 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | -0.05 | +0.74 |
| Martin ratioReturn relative to average drawdown | 1.54 | -0.12 | +1.66 |
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 | IQQ0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | -0.04 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.60 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.76 | -0.15 |
Drawdowns
CSY9.DE vs. IQQ0.DE - Drawdown Comparison
The maximum CSY9.DE drawdown since its inception was -13.92%, smaller than the maximum IQQ0.DE drawdown of -28.65%. Use the drawdown chart below to compare losses from any high point for CSY9.DE and IQQ0.DE.
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Drawdown Indicators
| CSY9.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.92% | -28.65% | +14.73% |
Max Drawdown (1Y)Largest decline over 1 year | -4.48% | -5.22% | +0.74% |
Max Drawdown (3Y)Largest decline over 3 years | -13.92% | -12.82% | -1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -13.92% | -12.82% | -1.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.65% | — |
Current DrawdownCurrent decline from peak | -2.72% | -6.65% | +3.93% |
Average DrawdownAverage peak-to-trough decline | -3.70% | -4.54% | +0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 2.44% | -0.44% |
Volatility
CSY9.DE vs. IQQ0.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 iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) has a volatility of 2.53%. This indicates that CSY9.DE experiences smaller price fluctuations and is considered to be less risky than IQQ0.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 | IQQ0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.09% | 2.53% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 5.48% | 5.36% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.07% | 7.78% | +0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.03% | 10.08% | +1.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.91% | 11.62% | +0.29% |
CSY9.DE vs. IQQ0.DE - Expense Ratio Comparison
CSY9.DE has a 0.25% expense ratio, which is lower than IQQ0.DE's 0.30% expense ratio.
Dividends
CSY9.DE vs. IQQ0.DE - Dividend Comparison
Neither CSY9.DE nor IQQ0.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.90, CSY9.DE and IQQ0.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.30% for IQQ0.DE.
CSY9.DE tracks MSCI World ESG Leaders Minimum Volatility, while IQQ0.DE tracks MSCI World Minimum Volatility. They also come from different issuers: Credit Suisse and iShares. Their fees differ too: 0.25% for CSY9.DE and 0.30% for IQQ0.DE.
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