CHSJ.DE vs. UIMA.DE
CHSJ.DE (UBS EUR AAA CLO UCITS ETF EUR Acc) and UIMA.DE (UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis) 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 UIMA.DE is a Europe Equities fund tracking the MSCI Europe. Both are passively managed. At a 0.10 correlation, their price movements are largely independent. CHSJ.DE charges 0.25%/yr vs 0.10%/yr for UIMA.DE.
Performance
CHSJ.DE vs. UIMA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CHSJ.DE achieves a 1.67% return, which is significantly lower than UIMA.DE's 10.59% return.
CHSJ.DE
- 1D
- 0.00%
- 1M
- 0.33%
- YTD
- 1.67%
- 6M
- 1.71%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UIMA.DE
- 1D
- 0.81%
- 1M
- 2.33%
- YTD
- 10.59%
- 6M
- 11.24%
- 1Y
- 22.64%
- 3Y*
- 15.39%
- 5Y*
- 10.28%
- 10Y*
- 10.49%
CHSJ.DE vs. UIMA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CHSJ.DE UBS EUR AAA CLO UCITS ETF EUR Acc | 1.67% | 1.78% |
UIMA.DE UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis | 10.59% | 9.58% |
Correlation
The correlation between CHSJ.DE and UIMA.DE is 0.10, 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 | 0.10 |
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Return for Risk
CHSJ.DE vs. UIMA.DE — Risk / Return Rank
CHSJ.DE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
UIMA.DE
CHSJ.DE vs. UIMA.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 (LU) MSCI Europe UCITS ETF (EUR) A-dis (UIMA.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 | UIMA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.33 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.39 | — |
| Martin ratioReturn relative to average drawdown | — | 9.20 | — |
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Drawdowns
CHSJ.DE vs. UIMA.DE - Drawdown Comparison
The maximum CHSJ.DE drawdown since its inception was -0.38%, smaller than the maximum UIMA.DE drawdown of -35.79%. Use the drawdown chart below to compare losses from any high point for CHSJ.DE and UIMA.DE.
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Drawdown Indicators
| CHSJ.DE | UIMA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.38% | -35.79% | +35.41% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.42% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.25% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.42% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.79% | — |
Current DrawdownCurrent decline from peak | -0.02% | 0.00% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -0.06% | -5.32% | +5.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.46% | — |
Volatility
CHSJ.DE vs. UIMA.DE - Volatility Comparison
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Volatility by Period
| CHSJ.DE | UIMA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.91% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.77% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 1.26% | 12.85% | -11.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.26% | 14.21% | -12.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.26% | 15.28% | -14.02% |
CHSJ.DE vs. UIMA.DE - Expense Ratio Comparison
CHSJ.DE has a 0.25% expense ratio, which is higher than UIMA.DE's 0.10% 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. UIMA.DE - Dividend Comparison
CHSJ.DE has not paid dividends to shareholders, while UIMA.DE's dividend yield for the trailing twelve months is around 3.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
UIMA.DE UBS ETF (LU) MSCI Europe UCITS ETF (EUR) A-dis | 3.08% | 2.48% | 2.67% | 2.74% | 2.91% | 2.02% | 2.06% | 2.87% | 3.38% | 2.91% | 3.95% | 3.24% |
Frequently Asked Questions
CHSJ.DE and UIMA.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIMA.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIMA.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for CHSJ.DE.
CHSJ.DE is categorized as CLO, while UIMA.DE is Europe Equities. CHSJ.DE tracks J.P. Morgan European Collateralised Loan Obligation Index AAA sub-set (€-CLOIE AAA), while UIMA.DE tracks MSCI Europe. Their fees differ too: 0.25% for CHSJ.DE and 0.10% for UIMA.DE.
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