Yes, ICSI or intracytoplasmic sperm injection has the same risks as conventional IVF. In both cases the same processes of ovarian stimulation, puncture, etc. are carried out.
The main difference between the two is that in ICSI the previously selected sperm is introduced directly into the egg with the help of a microinjector. On the other hand, conventional IVF consists of bringing the egg into contact with a large quantity of sperm.