To expand on it as to 'why' CL4 is faster than CL9, here's 'roughly' how it breaks down - there's more to it than this, but it will explain the basics.
CL (or CAS Latency) is how many clock cycles a memory stick has to wait before it's ready for the next operation. So, a lower number is relatively faster than a higher number since it has to 'wait' less time between operations. So, a 1333mhz stick which has a CAS 4 timing will be capable of 1,333,000,000/4 operations per second - or 333,000,000 operations per second. A 1333mhz CAS9 stick would be capable of 1,333,000,000/9 - 148,000,000 ops per second (all these numbers are approximate). So - the CAS4 stick has more than twice the potential speed of the CAS9 sticks.
This is also a very useful way to compare different sticks across different speeds. Which is faster? a 2133mhz CAS11 or a 1600mhz CAS8? Ignoring all the mhz zeros, dividing 2133 by 11 = 193. Dividing 1600 by 8 = 200. So in spite of the 2133 CAS11 stick having a 30% speed advantage in raw mhz, the slower 1600mhz memory is actually faster because it can do more operations per second.
This also helps when you're trying to find the best bang for the buck. Many times the faster memory is also significantly more expensive, so if you divide the result of the mhz/cas by the cost, that will give you a comparison point factored for cost in ops per second per $ spent.
So, don't just go for fastest speed, and likewise don't aim for the the highest cost. Find the highest speed with the lowest cas for the most affordable price. That gets you your best performance.