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CHSJ.DE vs. UBUD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CHSJ.DE vs. UBUD.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) Solactive Global Pure Gold Miners UCITS ETF (USD) Dist (UBUD.DE). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period

In the year-to-date period, CHSJ.DE achieves a 0.36% return, which is significantly lower than UBUD.DE's 10.71% return.


CHSJ.DE

1D
-0.21%
1M
0.02%
YTD
0.36%
6M
1.18%
1Y
3Y*
5Y*
10Y*

UBUD.DE

1D
7.28%
1M
-13.53%
YTD
10.71%
6M
29.45%
1Y
103.48%
3Y*
50.21%
5Y*
30.77%
10Y*
19.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

CHSJ.DE has a 0.25% expense ratio, which is lower than UBUD.DE's 0.43% expense ratio.


Return for Risk

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

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

CHSJ.DE

UBUD.DE
UBUD.DE Risk / Return Rank: 9090
Overall Rank
UBUD.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
UBUD.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
UBUD.DE Omega Ratio Rank: 8484
Omega Ratio Rank
UBUD.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
UBUD.DE Martin Ratio Rank: 9191
Martin Ratio Rank
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. UBUD.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) Solactive Global Pure Gold Miners UCITS ETF (USD) Dist (UBUD.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.


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

CHSJ.DE vs. UBUD.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CHSJ.DEUBUD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

2.24

0.31

+1.93

Correlation

The correlation between CHSJ.DE and UBUD.DE is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CHSJ.DE vs. UBUD.DE - Dividend Comparison

CHSJ.DE has not paid dividends to shareholders, while UBUD.DE's dividend yield for the trailing twelve months is around 0.50%.


TTM20252024202320222021202020192018201720162015
CHSJ.DE
UBS EUR AAA CLO UCITS ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UBUD.DE
UBS ETF (IE) Solactive Global Pure Gold Miners UCITS ETF (USD) Dist
0.50%0.40%0.56%1.74%1.12%1.15%0.44%0.42%0.48%0.46%0.43%1.38%

Drawdowns

CHSJ.DE vs. UBUD.DE - Drawdown Comparison

The maximum CHSJ.DE drawdown since its inception was -0.38%, smaller than the maximum UBUD.DE drawdown of -57.79%. Use the drawdown chart below to compare losses from any high point for CHSJ.DE and UBUD.DE.


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Drawdown Indicators


CHSJ.DEUBUD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-0.38%

-57.79%

+57.41%

Max Drawdown (1Y)

Largest decline over 1 year

-28.94%

Max Drawdown (5Y)

Largest decline over 5 years

-38.21%

Max Drawdown (10Y)

Largest decline over 10 years

-50.40%

Current Drawdown

Current decline from peak

-0.31%

-13.85%

+13.54%

Average Drawdown

Average peak-to-trough decline

-0.07%

-28.17%

+28.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.32%

Volatility

CHSJ.DE vs. UBUD.DE - Volatility Comparison


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Volatility by Period


CHSJ.DEUBUD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.81%

Volatility (6M)

Calculated over the trailing 6-month period

38.95%

Volatility (1Y)

Calculated over the trailing 1-year period

1.31%

45.70%

-44.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.31%

35.08%

-33.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.31%

35.66%

-34.35%