CHSJ.DE vs. AW10.DE

Last updated Jun 26, 2026

CHSJ.DE (UBS EUR AAA CLO UCITS ETF EUR Acc) and AW10.DE (UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) Acc) are both exchange-traded funds - CHSJ.DE is a CLO fund tracking the J.P. Morgan European Collateralised Loan Obligation Index AAA sub-set (€-CLOIE AAA), while AW10.DE is a Global Equities fund tracking the MSCI World Climate Paris Aligned. Both are passively managed. At a 0.13 correlation, their price movements are largely independent. CHSJ.DE charges 0.25%/yr vs 0.15%/yr for AW10.DE.

Performance

CHSJ.DE vs. AW10.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS EUR AAA CLO UCITS ETF EUR Acc (CHSJ.DE) and UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) Acc (AW10.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CHSJ.DE achieves a 1.67% return, which is significantly lower than AW10.DE's 10.08% return.

CHSJ.DE

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

AW10.DE

• 1D: 0.00%
• 1M: 2.11%
• YTD: 10.08%
• 6M: 10.37%
• 1Y: 21.89%
• 3Y*: 18.11%
• 5Y*: 11.80%
• 10Y*: —

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

CHSJ.DE vs. AW10.DE - Yearly Performance Comparison

	2026 (YTD)	2025
CHSJ.DE UBS EUR AAA CLO UCITS ETF EUR Acc	1.67%	1.78%
AW10.DE UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) Acc	10.08%	9.53%

Correlation

The correlation between CHSJ.DE and AW10.DE is 0.13, 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	0.13

Return for Risk

CHSJ.DE vs. AW10.DE — Risk / Return Rank

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

CHSJ.DE

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

AW10.DE

AW10.DE Risk / Return Rank: 31
AW10.DE Sharpe Ratio Rank: 26
AW10.DE Sortino Ratio Rank: 28
AW10.DE Omega Ratio Rank: 51
AW10.DE Calmar Ratio Rank: 28
AW10.DE Martin Ratio Rank: 22

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.

CHSJ.DE vs. AW10.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS EUR AAA CLO UCITS ETF EUR Acc (CHSJ.DE) and UBS ETF (IE) MSCI World Climate Paris Aligned UCITS ETF (USD) Acc (AW10.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.

	CHSJ.DE	AW10.DE	Difference
Sharpe ratio: Return per unit of total volatility	—	0.88	—
Sortino ratio: Return per unit of downside risk	—	1.44	—
Omega ratio: Gain probability vs. loss probability	—	1.29	—
Calmar ratio: Return relative to maximum drawdown	—	1.32	—
Martin ratio: Return relative to average drawdown	—	2.55	—

Drawdowns

CHSJ.DE vs. AW10.DE - Drawdown Comparison

The maximum CHSJ.DE drawdown since its inception was -0.38%, smaller than the maximum AW10.DE drawdown of -19.92%. Use the drawdown chart below to compare losses from any high point for CHSJ.DE and AW10.DE.

Drawdown Indicators

	CHSJ.DE	AW10.DE	Difference
Max Drawdown Largest peak-to-trough decline	-0.38%	-19.92%	+19.54%
Max Drawdown (1Y) Largest decline over 1 year	—	-16.56%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-17.58%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.92%	—
Current Drawdown Current decline from peak	-0.02%	-3.56%	+3.54%
Average Drawdown Average peak-to-trough decline	-0.06%	-6.71%	+6.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	8.58%	—

Volatility

Volatility by Period

	CHSJ.DE	AW10.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.47%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.35%	—
Volatility (1Y) Calculated over the trailing 1-year period	1.26%	24.78%	-23.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.26%	17.17%	-15.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.26%	17.96%	-16.70%

CHSJ.DE vs. AW10.DE - Expense Ratio Comparison

CHSJ.DE has a 0.25% expense ratio, which is higher than AW10.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

CHSJ.DE vs. AW10.DE - Dividend Comparison

Neither CHSJ.DE nor AW10.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both CHSJ.DE and AW10.DE in my portfolio?

CHSJ.DE and AW10.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CHSJ.DE or AW10.DE?

On fees, AW10.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CHSJ.DE or AW10.DE?

AW10.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for CHSJ.DE.

What is the main difference between CHSJ.DE and AW10.DE?

CHSJ.DE is categorized as CLO, while AW10.DE is Global Equities. CHSJ.DE tracks J.P. Morgan European Collateralised Loan Obligation Index AAA sub-set (€-CLOIE AAA), while AW10.DE tracks MSCI World Climate Paris Aligned. Their fees differ too: 0.25% for CHSJ.DE and 0.15% for AW10.DE.