IQSE.DE vs. CSY9.DE
IQSE.DE (Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc) and CSY9.DE (CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD) are both Global Equities funds. IQSE.DE is actively managed, while CSY9.DE is passively managed. Over the past year, IQSE.DE returned 28.52% vs 8.87% for CSY9.DE. At a 0.46 correlation, their price movements are largely independent. IQSE.DE charges 0.30%/yr vs 0.25%/yr for CSY9.DE.
Performance
IQSE.DE vs. CSY9.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQSE.DE achieves a 15.26% return, which is significantly higher than CSY9.DE's 6.58% return.
IQSE.DE
- 1D
- 0.51%
- 1M
- 1.73%
- 6M
- 15.25%
- YTD
- 15.26%
- 1Y
- 28.52%
- 3Y*
- 22.25%
- 5Y*
- 13.68%
- 10Y*
- —
CSY9.DE
- 1D
- 0.00%
- 1M
- 3.45%
- 6M
- 7.81%
- YTD
- 6.58%
- 1Y
- 8.87%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IQSE.DE vs. CSY9.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IQSE.DE Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc | 15.26% | 19.02% | 3.46% |
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 IQSE.DE and CSY9.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Aug 26, 2024 | 0.46 |
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Return for Risk
IQSE.DE vs. CSY9.DE — Risk / Return Rank
IQSE.DE
CSY9.DE
IQSE.DE vs. CSY9.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc (IQSE.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.
| IQSE.DE | CSY9.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.19 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.50 | 1.99 | +1.51 |
| Martin ratioReturn relative to average drawdown | 14.74 | 5.64 | +9.10 |
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Drawdowns
IQSE.DE vs. CSY9.DE - Drawdown Comparison
The maximum IQSE.DE drawdown since its inception was -33.78%, 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 IQSE.DE and CSY9.DE.
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Drawdown Indicators
| IQSE.DE | CSY9.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -13.92% | -19.86% |
Max Drawdown (1Y)Largest decline over 1 year | -8.11% | -4.48% | -3.63% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.46% | — | — |
Current DrawdownCurrent decline from peak | -0.20% | 0.00% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -4.70% | -0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 1.58% | +0.35% |
Volatility
IQSE.DE vs. CSY9.DE - Volatility Comparison
Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc (IQSE.DE) has a higher volatility of 3.87% compared to CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF B USD (CSY9.DE) at 2.07%. This indicates that IQSE.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
| IQSE.DE | CSY9.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 2.07% | +1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 5.58% | +4.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.87% | 8.17% | +4.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.67% | 10.91% | +4.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 10.91% | +6.67% |
IQSE.DE vs. CSY9.DE - Expense Ratio Comparison
IQSE.DE has a 0.30% expense ratio, which is higher than CSY9.DE's 0.25% expense ratio.
Dividends
IQSE.DE vs. CSY9.DE - Dividend Comparison
Neither IQSE.DE nor CSY9.DE has paid dividends to shareholders.
Frequently Asked Questions
IQSE.DE and CSY9.DE have a correlation of 0.37, 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 0.30% for IQSE.DE.
They also come from different issuers: Invesco and Credit Suisse. Their fees differ too: 0.30% for IQSE.DE and 0.25% for CSY9.DE.
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