4UBQ.DE vs. CHSJ.DE

Last updated Jun 26, 2026

4UBQ.DE (UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc) and CHSJ.DE (UBS EUR AAA CLO UCITS ETF EUR Acc) are both exchange-traded funds - 4UBQ.DE is a S&P 500 fund tracking the S&P 500 ESG, while CHSJ.DE is a CLO fund tracking the J.P. Morgan European Collateralised Loan Obligation Index AAA sub-set (€-CLOIE AAA). Both are passively managed. At a 0.10 correlation, their price movements are largely independent. 4UBQ.DE charges 0.10%/yr vs 0.25%/yr for CHSJ.DE.

Performance

4UBQ.DE vs. CHSJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE) and UBS EUR AAA CLO UCITS ETF EUR Acc (CHSJ.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, 4UBQ.DE achieves a 12.38% return, which is significantly higher than CHSJ.DE's 1.67% return.

4UBQ.DE

• 1D: 0.00%
• 1M: 2.09%
• YTD: 12.38%
• 6M: 12.79%
• 1Y: 29.46%
• 3Y*: 19.25%
• 5Y*: 14.96%
• 10Y*: —

CHSJ.DE

• 1D: 0.00%
• 1M: 0.33%
• YTD: 1.67%
• 6M: 1.71%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

4UBQ.DE vs. CHSJ.DE - Yearly Performance Comparison

	2026 (YTD)	2025
4UBQ.DE UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc	12.38%	13.32%
CHSJ.DE UBS EUR AAA CLO UCITS ETF EUR Acc	1.67%	1.78%

Correlation

The correlation between 4UBQ.DE and CHSJ.DE is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 8, 2025	0.10

Return for Risk

4UBQ.DE vs. CHSJ.DE — Risk / Return Rank

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

4UBQ.DE

4UBQ.DE Risk / Return Rank: 87
4UBQ.DE Sharpe Ratio Rank: 87
4UBQ.DE Sortino Ratio Rank: 88
4UBQ.DE Omega Ratio Rank: 87
4UBQ.DE Calmar Ratio Rank: 86
4UBQ.DE Martin Ratio Rank: 87

CHSJ.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

4UBQ.DE vs. CHSJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE) and UBS EUR AAA CLO UCITS ETF EUR Acc (CHSJ.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.

	4UBQ.DE	CHSJ.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.49	—	—
Sortino ratio: Return per unit of downside risk	3.45	—	—
Omega ratio: Gain probability vs. loss probability	1.46	—	—
Calmar ratio: Return relative to maximum drawdown	4.27	—	—
Martin ratio: Return relative to average drawdown	16.39	—	—

Drawdowns

4UBQ.DE vs. CHSJ.DE - Drawdown Comparison

The maximum 4UBQ.DE drawdown since its inception was -23.35%, which is greater than CHSJ.DE's maximum drawdown of -0.38%. Use the drawdown chart below to compare losses from any high point for 4UBQ.DE and CHSJ.DE.

Drawdown Indicators

	4UBQ.DE	CHSJ.DE	Difference
Max Drawdown Largest peak-to-trough decline	-23.35%	-0.38%	-22.97%
Max Drawdown (1Y) Largest decline over 1 year	-6.93%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-23.35%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.35%	—	—
Current Drawdown Current decline from peak	-0.17%	-0.02%	-0.15%
Average Drawdown Average peak-to-trough decline	-3.96%	-0.06%	-3.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	—	—

Volatility

Volatility by Period

	4UBQ.DE	CHSJ.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.37%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.03%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.88%	1.26%	+10.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.33%	1.26%	+14.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.49%	1.26%	+14.23%

4UBQ.DE vs. CHSJ.DE - Expense Ratio Comparison

4UBQ.DE has a 0.10% expense ratio, which is lower than CHSJ.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

4UBQ.DE vs. CHSJ.DE - Dividend Comparison

Neither 4UBQ.DE nor CHSJ.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both 4UBQ.DE and CHSJ.DE in my portfolio?

4UBQ.DE and CHSJ.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, 4UBQ.DE or CHSJ.DE?

On fees, 4UBQ.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, 4UBQ.DE or CHSJ.DE?

4UBQ.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for CHSJ.DE.

What is the main difference between 4UBQ.DE and CHSJ.DE?

4UBQ.DE is categorized as S&P 500, while CHSJ.DE is CLO. 4UBQ.DE tracks S&P 500 ESG, while CHSJ.DE tracks J.P. Morgan European Collateralised Loan Obligation Index AAA sub-set (€-CLOIE AAA). Their fees differ too: 0.10% for 4UBQ.DE and 0.25% for CHSJ.DE.