DX2D.DE vs. CSY9.DE
DX2D.DE (Xtrackers LPX Private Equity Swap UCITS ETF (Acc)) and CSY9.DE (CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD) are both Global Equities funds - DX2D.DE tracks the LPX Major Market Index while CSY9.DE tracks the MSCI World ESG Leaders Minimum Volatility. Both are passively managed. Over the past year, DX2D.DE returned -17.90% vs 8.87% for CSY9.DE. A 0.50 correlation means they provide meaningful diversification when combined. DX2D.DE charges 0.70%/yr vs 0.25%/yr for CSY9.DE.
Performance
DX2D.DE vs. CSY9.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DX2D.DE achieves a -15.03% return, which is significantly lower than CSY9.DE's 6.58% return.
DX2D.DE
- 1D
- -0.28%
- 1M
- 2.67%
- 6M
- -14.96%
- YTD
- -15.03%
- 1Y
- -17.90%
- 3Y*
- 7.36%
- 5Y*
- 3.27%
- 10Y*
- 10.70%
CSY9.DE
- 1D
- 0.00%
- 1M
- 3.45%
- 6M
- 7.81%
- YTD
- 6.58%
- 1Y
- 8.87%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DX2D.DE vs. CSY9.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DX2D.DE Xtrackers LPX Private Equity Swap UCITS ETF (Acc) | -15.03% | -10.95% | 15.32% |
CSY9.DE CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD | 6.58% | -0.67% | 3.39% |
Correlation
The correlation between DX2D.DE and CSY9.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Aug 26, 2024 | 0.50 |
The correlation between DX2D.DE and CSY9.DE has been stable across timeframes, ranging from 0.41 to 0.50 - a consistent structural relationship.
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Return for Risk
DX2D.DE vs. CSY9.DE — Risk / Return Rank
DX2D.DE
CSY9.DE
DX2D.DE vs. CSY9.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers LPX Private Equity Swap UCITS ETF (Acc) (DX2D.DE) and CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD (CSY9.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DX2D.DE | CSY9.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.96 | ||
| Sortino ratioReturn per unit of downside risk | -2.66 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.19 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 1.99 | -2.64 |
| Martin ratioReturn relative to average drawdown | -1.16 | 5.64 | -6.79 |
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Drawdowns
DX2D.DE vs. CSY9.DE - Drawdown Comparison
The maximum DX2D.DE drawdown since its inception was -76.50%, which is greater than CSY9.DE's maximum drawdown of -13.92%. Use the drawdown chart below to compare losses from any high point for DX2D.DE and CSY9.DE.
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Drawdown Indicators
| DX2D.DE | CSY9.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.50% | -13.92% | -62.58% |
Max Drawdown (1Y)Largest decline over 1 year | -27.39% | -4.48% | -22.91% |
Max Drawdown (3Y)Largest decline over 3 years | -35.34% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -36.85% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -48.24% | — | — |
Current DrawdownCurrent decline from peak | -30.56% | 0.00% | -30.56% |
Average DrawdownAverage peak-to-trough decline | -15.75% | -4.70% | -11.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.43% | 1.58% | +13.85% |
Volatility
DX2D.DE vs. CSY9.DE - Volatility Comparison
Xtrackers LPX Private Equity Swap UCITS ETF (Acc) (DX2D.DE) has a higher volatility of 5.46% compared to CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD (CSY9.DE) at 2.07%. This indicates that DX2D.DE's price experiences larger fluctuations and is considered to be riskier than CSY9.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DX2D.DE | CSY9.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 2.07% | +3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 16.67% | 5.58% | +11.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.70% | 8.17% | +12.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.49% | 10.91% | +12.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.02% | 10.91% | +12.11% |
DX2D.DE vs. CSY9.DE - Expense Ratio Comparison
DX2D.DE has a 0.70% expense ratio, which is higher than CSY9.DE's 0.25% expense ratio.
Dividends
DX2D.DE vs. CSY9.DE - Dividend Comparison
Neither DX2D.DE nor CSY9.DE has paid dividends to shareholders.
Frequently Asked Questions
DX2D.DE and CSY9.DE have a correlation of 0.41, 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 0.70% for DX2D.DE.
DX2D.DE tracks LPX Major Market Index, while CSY9.DE tracks MSCI World ESG Leaders Minimum Volatility. They also come from different issuers: Xtrackers and Credit Suisse. Their fees differ too: 0.70% for DX2D.DE and 0.25% for CSY9.DE.
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