AW1P.DE vs. CHSJ.DE

Last updated Jun 5, 2026

AW1P.DE (UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc) and CHSJ.DE (UBS EUR AAA CLO UCITS ETF EUR Acc) are both exchange-traded funds - AW1P.DE is a Global Equities fund tracking the MSCI ACWI SRI Low Carbon Select 5% Issuer Capped, 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 0.09 correlation, their price movements are largely independent. Both charge a 0.25% expense ratio.

Performance

AW1P.DE vs. CHSJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc (AW1P.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, AW1P.DE achieves a 14.91% return, which is significantly higher than CHSJ.DE's 1.46% return.

AW1P.DE

• 1D: -0.83%
• 1M: 6.15%
• YTD: 14.91%
• 6M: 15.53%
• 1Y: 25.73%
• 3Y*: 17.31%
• 5Y*: —
• 10Y*: —

CHSJ.DE

• 1D: 0.02%
• 1M: 0.40%
• YTD: 1.46%
• 6M: 1.72%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AW1P.DE vs. CHSJ.DE - Yearly Performance Comparison

	2026 (YTD)	2025
AW1P.DE UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc	14.91%	9.79%
CHSJ.DE UBS EUR AAA CLO UCITS ETF EUR Acc	1.46%	1.78%

Correlation

The correlation between AW1P.DE and CHSJ.DE is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 9, 2025	0.09

Return for Risk

AW1P.DE vs. CHSJ.DE — Risk / Return Rank

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

AW1P.DE

AW1P.DE Risk / Return Rank: 59
AW1P.DE Sharpe Ratio Rank: 55
AW1P.DE Sortino Ratio Rank: 56
AW1P.DE Omega Ratio Rank: 54
AW1P.DE Calmar Ratio Rank: 65
AW1P.DE Martin Ratio Rank: 65

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.

AW1P.DE vs. CHSJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc (AW1P.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.

	AW1P.DE	CHSJ.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.85	—	—
Sortino ratio: Return per unit of downside risk	2.63	—	—
Omega ratio: Gain probability vs. loss probability	1.33	—	—
Calmar ratio: Return relative to maximum drawdown	3.17	—	—
Martin ratio: Return relative to average drawdown	11.65	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	AW1P.DE	CHSJ.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.85	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	2.78	-2.09

Drawdowns

AW1P.DE vs. CHSJ.DE - Drawdown Comparison

The maximum AW1P.DE drawdown since its inception was -23.64%, 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 AW1P.DE and CHSJ.DE.

Drawdown Indicators

	AW1P.DE	CHSJ.DE	Difference
Max Drawdown Largest peak-to-trough decline	-23.64%	-0.38%	-23.26%
Max Drawdown (1Y) Largest decline over 1 year	-8.07%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-23.64%	—	—
Current Drawdown Current decline from peak	-0.83%	-0.08%	-0.75%
Average Drawdown Average peak-to-trough decline	-5.35%	-0.06%	-5.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.20%	—	—

Volatility

Volatility by Period

	AW1P.DE	CHSJ.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.21%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.23%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.86%	1.30%	+12.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.73%	1.30%	+14.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.73%	1.30%	+14.43%

AW1P.DE vs. CHSJ.DE - Expense Ratio Comparison

Both AW1P.DE and CHSJ.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

AW1P.DE vs. CHSJ.DE - Dividend Comparison

Neither AW1P.DE nor CHSJ.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both AW1P.DE and CHSJ.DE in my portfolio?

AW1P.DE and CHSJ.DE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AW1P.DE or CHSJ.DE?

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AW1P.DE or CHSJ.DE?

AW1P.DE and CHSJ.DE have the same expense ratio: 0.25% per year.

What is the main difference between AW1P.DE and CHSJ.DE?

AW1P.DE is categorized as Global Equities, while CHSJ.DE is CLO. AW1P.DE tracks MSCI ACWI SRI Low Carbon Select 5% Issuer Capped, while CHSJ.DE tracks J.P. Morgan European Collateralised Loan Obligation Index AAA sub-set (€-CLOIE AAA).