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IQQ0.DE vs. CSY9.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQ0.DE vs. CSY9.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) and CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD (CSY9.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IQQ0.DE achieves a 1.59% return, which is significantly lower than CSY9.DE's 3.19% return.


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

1D
0.16%
1M
2.71%
YTD
3.19%
6M
3.19%
1Y
3.39%
3Y*
6.65%
5Y*
6.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQ0.DE vs. CSY9.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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%
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%

Correlation

The correlation between IQQ0.DE and CSY9.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 IQQ0.DE and CSY9.DE has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.

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Return for Risk

IQQ0.DE vs. CSY9.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IQQ0.DE
IQQ0.DE Risk / Return Rank: 88
Overall Rank
IQQ0.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IQQ0.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
IQQ0.DE Omega Ratio Rank: 88
Omega Ratio Rank
IQQ0.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
IQQ0.DE Martin Ratio Rank: 99
Martin Ratio Rank

CSY9.DE
CSY9.DE Risk / Return Rank: 1515
Overall Rank
CSY9.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
CSY9.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
CSY9.DE Omega Ratio Rank: 1414
Omega Ratio Rank
CSY9.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
CSY9.DE Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IQQ0.DE vs. CSY9.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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.


IQQ0.DECSY9.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.00

1.07

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.05

0.69

-0.74

Martin ratioReturn relative to average drawdown

-0.12

1.54

-1.66

IQQ0.DE vs. CSY9.DE - Sharpe Ratio Comparison

The current IQQ0.DE Sharpe Ratio is -0.04, which is lower than the CSY9.DE Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of IQQ0.DE and CSY9.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IQQ0.DECSY9.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

0.38

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.51

+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

0.76

0.61

+0.15

Drawdowns

IQQ0.DE vs. CSY9.DE - Drawdown Comparison

The maximum IQQ0.DE drawdown since its inception was -28.65%, 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 IQQ0.DE and CSY9.DE.


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Drawdown Indicators


IQQ0.DECSY9.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.65%

-13.92%

-14.73%

Max Drawdown (1Y)

Largest decline over 1 year

-5.22%

-4.48%

-0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-12.82%

-13.92%

+1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-12.82%

-13.92%

+1.10%

Max Drawdown (10Y)

Largest decline over 10 years

-28.65%

Current Drawdown

Current decline from peak

-6.65%

-2.72%

-3.93%

Average Drawdown

Average peak-to-trough decline

-4.54%

-3.70%

-0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.00%

+0.44%

Volatility

IQQ0.DE vs. CSY9.DE - Volatility Comparison

iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) has a higher volatility of 2.53% compared to CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD (CSY9.DE) at 2.09%. This indicates that IQQ0.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


IQQ0.DECSY9.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.53%

2.09%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

5.36%

5.48%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

7.78%

8.07%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.08%

12.03%

-1.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.62%

11.91%

-0.29%

IQQ0.DE vs. CSY9.DE - Expense Ratio Comparison

IQQ0.DE has a 0.30% expense ratio, which is higher than CSY9.DE's 0.25% expense ratio.


Dividends

IQQ0.DE vs. CSY9.DE - Dividend Comparison

Neither IQQ0.DE nor CSY9.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, IQQ0.DE and CSY9.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.

IQQ0.DE tracks MSCI World Minimum Volatility, while CSY9.DE tracks MSCI World ESG Leaders Minimum Volatility. They also come from different issuers: iShares and Credit Suisse. Their fees differ too: 0.30% for IQQ0.DE and 0.25% for CSY9.DE.

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