540J.DE vs. EXSH.DE
540J.DE (Amundi MSCI Switzerland UCITS ETF EUR) and EXSH.DE (iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)) are both Europe Equities funds - 540J.DE tracks the MSCI Switzerland while EXSH.DE tracks the STOXX® Europe Select Dividend 30. Both are passively managed. Over the past 10 years, 540J.DE returned 8.74%/yr vs 10.31%/yr for EXSH.DE. A 0.63 correlation means they provide meaningful diversification when combined. 540J.DE charges 0.25%/yr vs 0.32%/yr for EXSH.DE.
Performance
540J.DE vs. EXSH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 540J.DE achieves a 4.11% return, which is significantly lower than EXSH.DE's 13.96% return. Over the past 10 years, 540J.DE has underperformed EXSH.DE with an annualized return of 8.74%, while EXSH.DE has yielded a comparatively higher 10.31% annualized return.
540J.DE
- 1D
- 1.16%
- 1M
- 0.54%
- YTD
- 4.11%
- 6M
- 7.57%
- 1Y
- 13.06%
- 3Y*
- 8.94%
- 5Y*
- 7.71%
- 10Y*
- 8.74%
EXSH.DE
- 1D
- 0.47%
- 1M
- 2.07%
- YTD
- 13.96%
- 6M
- 19.08%
- 1Y
- 32.09%
- 3Y*
- 23.40%
- 5Y*
- 12.78%
- 10Y*
- 10.31%
540J.DE vs. EXSH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
540J.DE Amundi MSCI Switzerland UCITS ETF EUR | 4.11% | 18.35% | 3.72% | 10.70% | -12.88% | 29.27% | 1.18% | 35.15% | -4.77% | 7.46% |
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 13.96% | 44.94% | 5.72% | 10.87% | -9.92% | 23.55% | -9.64% | 27.73% | -4.87% | 5.22% |
Correlation
The correlation between 540J.DE and EXSH.DE is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2010 | 0.63 |
The correlation between 540J.DE and EXSH.DE has been stable across timeframes, ranging from 0.58 to 0.63 - a consistent structural relationship.
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Return for Risk
540J.DE vs. EXSH.DE — Risk / Return Rank
540J.DE
EXSH.DE
540J.DE vs. EXSH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Switzerland UCITS ETF EUR (540J.DE) and iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.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.
| 540J.DE | EXSH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -2.27 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.48 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 4.85 | -3.74 |
| Martin ratioReturn relative to average drawdown | 3.60 | 16.10 | -12.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 540J.DE | EXSH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 2.69 | -1.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.86 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.60 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.32 | +0.32 |
Drawdowns
540J.DE vs. EXSH.DE - Drawdown Comparison
The maximum 540J.DE drawdown since its inception was -25.99%, smaller than the maximum EXSH.DE drawdown of -70.20%. Use the drawdown chart below to compare losses from any high point for 540J.DE and EXSH.DE.
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Drawdown Indicators
| 540J.DE | EXSH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.99% | -70.20% | +44.21% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -6.65% | -4.73% |
Max Drawdown (3Y)Largest decline over 3 years | -15.76% | -14.43% | -1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -17.64% | -22.98% | +5.34% |
Max Drawdown (10Y)Largest decline over 10 years | -25.99% | -40.34% | +14.35% |
Current DrawdownCurrent decline from peak | -3.33% | -1.87% | -1.46% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -22.15% | +16.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 2.01% | +1.51% |
Volatility
540J.DE vs. EXSH.DE - Volatility Comparison
Amundi MSCI Switzerland UCITS ETF EUR (540J.DE) has a higher volatility of 4.33% compared to iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) at 3.90%. This indicates that 540J.DE's price experiences larger fluctuations and is considered to be riskier than EXSH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 540J.DE | EXSH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 3.90% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 10.26% | 9.77% | +0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.13% | 11.99% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.47% | 14.61% | -1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.03% | 17.15% | -3.12% |
540J.DE vs. EXSH.DE - Expense Ratio Comparison
540J.DE has a 0.25% expense ratio, which is lower than EXSH.DE's 0.32% expense ratio.
Dividends
540J.DE vs. EXSH.DE - Dividend Comparison
540J.DE has not paid dividends to shareholders, while EXSH.DE's dividend yield for the trailing twelve months is around 4.47%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
540J.DE Amundi MSCI Switzerland UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 4.47% | 5.15% | 5.86% | 6.39% | 6.06% | 3.77% | 3.58% | 4.50% | 4.42% | 5.03% | 4.99% | 3.96% |
Frequently Asked Questions
540J.DE and EXSH.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 540J.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
540J.DE is cheaper with a 0.25% expense ratio, compared with 0.32% for EXSH.DE.
540J.DE tracks MSCI Switzerland, while EXSH.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.25% for 540J.DE and 0.32% for EXSH.DE.
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