540J.DE vs. ROX.DE
540J.DE (Amundi MSCI Switzerland UCITS ETF EUR) and ROX.DE (Expat Romania BET UCITS ETF) are both Europe Equities funds - 540J.DE tracks the MSCI Switzerland while ROX.DE tracks the BET Index. Both are passively managed. Over the past 5 years, 540J.DE returned 8.05%/yr vs 23.40%/yr for ROX.DE. At a 0.12 correlation, their price movements are largely independent. 540J.DE charges 0.25%/yr vs 1.38%/yr for ROX.DE.
Performance
540J.DE vs. ROX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 540J.DE achieves a 10.74% return, which is significantly lower than ROX.DE's 39.19% return.
540J.DE
- 1D
- 1.56%
- 1M
- 4.29%
- 6M
- 9.39%
- YTD
- 10.74%
- 1Y
- 22.37%
- 3Y*
- 11.85%
- 5Y*
- 8.05%
- 10Y*
- 9.28%
ROX.DE
- 1D
- 0.49%
- 1M
- 15.08%
- 6M
- 23.72%
- YTD
- 39.19%
- 1Y
- 72.38%
- 3Y*
- 35.94%
- 5Y*
- 23.40%
- 10Y*
- —
540J.DE vs. ROX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
540J.DE Amundi MSCI Switzerland UCITS ETF EUR | 10.74% | 18.39% | 3.70% | 10.71% | -12.90% | 29.35% | 1.20% | 35.11% | 0.16% |
ROX.DE Expat Romania BET UCITS ETF | 39.19% | 43.69% | 13.19% | 22.15% | -3.87% | 34.78% | -1.71% | 34.41% | -15.49% |
Correlation
The correlation between 540J.DE and ROX.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2018 | 0.12 |
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Return for Risk
540J.DE vs. ROX.DE — Risk / Return Rank
540J.DE
ROX.DE
540J.DE vs. ROX.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 Expat Romania BET UCITS ETF (ROX.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.
| 540J.DE | ROX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.16 | ||
| Sortino ratioReturn per unit of downside risk | -2.44 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.62 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | 9.10 | -7.25 |
| Martin ratioReturn relative to average drawdown | 6.55 | 28.32 | -21.77 |
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Drawdowns
540J.DE vs. ROX.DE - Drawdown Comparison
The maximum 540J.DE drawdown since its inception was -26.00%, smaller than the maximum ROX.DE drawdown of -29.00%. Use the drawdown chart below to compare losses from any high point for 540J.DE and ROX.DE.
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Drawdown Indicators
| 540J.DE | ROX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.00% | -29.00% | +3.00% |
Max Drawdown (1Y)Largest decline over 1 year | -11.98% | -7.91% | -4.07% |
Max Drawdown (3Y)Largest decline over 3 years | -15.78% | -17.52% | +1.74% |
Max Drawdown (5Y)Largest decline over 5 years | -17.64% | -19.51% | +1.87% |
Max Drawdown (10Y)Largest decline over 10 years | -26.00% | — | — |
Current DrawdownCurrent decline from peak | -1.31% | 0.00% | -1.31% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -5.26% | -0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 2.55% | +0.86% |
Volatility
540J.DE vs. ROX.DE - Volatility Comparison
The current volatility for Amundi MSCI Switzerland UCITS ETF EUR (540J.DE) is 4.60%, while Expat Romania BET UCITS ETF (ROX.DE) has a volatility of 5.07%. This indicates that 540J.DE experiences smaller price fluctuations and is considered to be less risky than ROX.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 | ROX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.60% | 5.07% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 11.34% | 13.79% | -2.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.08% | 19.33% | -5.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.73% | 19.80% | -6.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.05% | 21.02% | -6.97% |
540J.DE vs. ROX.DE - Expense Ratio Comparison
540J.DE has a 0.25% expense ratio, which is lower than ROX.DE's 1.38% expense ratio.
Dividends
540J.DE vs. ROX.DE - Dividend Comparison
Neither 540J.DE nor ROX.DE has paid dividends to shareholders.
Frequently Asked Questions
540J.DE and ROX.DE have a correlation of 0.11, 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 1.38% for ROX.DE.
540J.DE tracks MSCI Switzerland, while ROX.DE tracks BET Index. They also come from different issuers: Amundi and Expat. Their fees differ too: 0.25% for 540J.DE and 1.38% for ROX.DE.
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