CSY9.DE vs. IUSQ.DE
CSY9.DE (CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both Global Equities funds - CSY9.DE tracks the MSCI World ESG Leaders Minimum Volatility while IUSQ.DE tracks the MSCI All Country World (ACWI). Both are passively managed. Over the past 5 years, CSY9.DE returned 6.22%/yr vs 12.42%/yr for IUSQ.DE. A 0.69 correlation means they provide meaningful diversification when combined. CSY9.DE charges 0.25%/yr vs 0.20%/yr for IUSQ.DE.
Performance
CSY9.DE vs. IUSQ.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 lower than IUSQ.DE's 12.65% 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*
- —
IUSQ.DE
- 1D
- -0.23%
- 1M
- 3.68%
- YTD
- 12.65%
- 6M
- 12.87%
- 1Y
- 26.39%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
CSY9.DE vs. IUSQ.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% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 12.77% |
Correlation
The correlation between CSY9.DE and IUSQ.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2020 | 0.69 |
The correlation between CSY9.DE and IUSQ.DE shifts across timeframes, from 0.50 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CSY9.DE vs. IUSQ.DE — Risk / Return Rank
CSY9.DE
IUSQ.DE
CSY9.DE vs. IUSQ.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 ACWI UCITS ETF (Acc) (IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.92 | ||
| Sortino ratioReturn per unit of downside risk | -2.63 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.43 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | 4.08 | -3.39 |
| Martin ratioReturn relative to average drawdown | 1.54 | 16.69 | -15.15 |
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 | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 2.31 | -1.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.88 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.76 | -0.15 |
Drawdowns
CSY9.DE vs. IUSQ.DE - Drawdown Comparison
The maximum CSY9.DE drawdown since its inception was -13.92%, smaller than the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for CSY9.DE and IUSQ.DE.
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Drawdown Indicators
| CSY9.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.92% | -33.60% | +19.68% |
Max Drawdown (1Y)Largest decline over 1 year | -4.48% | -6.48% | +2.00% |
Max Drawdown (3Y)Largest decline over 3 years | -13.92% | -21.25% | +7.33% |
Max Drawdown (5Y)Largest decline over 5 years | -13.92% | -21.25% | +7.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.60% | — |
Current DrawdownCurrent decline from peak | -2.72% | -0.55% | -2.17% |
Average DrawdownAverage peak-to-trough decline | -3.70% | -4.19% | +0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 1.59% | +0.41% |
Volatility
CSY9.DE vs. IUSQ.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 MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a volatility of 3.03%. This indicates that CSY9.DE experiences smaller price fluctuations and is considered to be less risky than IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.09% | 3.03% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 5.48% | 8.26% | -2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.07% | 11.47% | -3.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.03% | 13.94% | -1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.91% | 15.02% | -3.11% |
CSY9.DE vs. IUSQ.DE - Expense Ratio Comparison
CSY9.DE has a 0.25% expense ratio, which is higher than IUSQ.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%.
Dividends
CSY9.DE vs. IUSQ.DE - Dividend Comparison
Neither CSY9.DE nor IUSQ.DE has paid dividends to shareholders.
Frequently Asked Questions
CSY9.DE and IUSQ.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSQ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSQ.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for CSY9.DE.
CSY9.DE tracks MSCI World ESG Leaders Minimum Volatility, while IUSQ.DE tracks MSCI All Country World (ACWI). They also come from different issuers: Credit Suisse and iShares. Their fees differ too: 0.25% for CSY9.DE and 0.20% for IUSQ.DE.
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