CHSR.DE vs. ^SSMI
CHSR.DE (UBS ETF (LU) MSCI Switzerland IMI Socially Responsible UCITS ETF (CHF) Acc) is Europe Equities fund tracking the MSCI Switzerland IMI Extended SRI Low Carbon Select 5% Issuer Capped, while ^SSMI (Swiss Market Index) is an index. Over the past 5 years, CHSR.DE returned 5.78%/yr vs 6.60%/yr for ^SSMI. Their correlation of 0.85 suggests significant overlap in exposure.
Performance
CHSR.DE vs. ^SSMI - Performance Comparison
Loading charts...
Different Trading Currencies
CHSR.DE is traded in EUR, while ^SSMI is traded in CHF. To make them comparable, the ^SSMI values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with CHSR.DE having a 2.12% return and ^SSMI slightly lower at 2.11%.
CHSR.DE
- 1D
- 0.93%
- 1M
- 1.29%
- YTD
- 2.12%
- 6M
- 4.48%
- 1Y
- 6.17%
- 3Y*
- 8.81%
- 5Y*
- 5.78%
- 10Y*
- —
^SSMI
- 1D
- 1.22%
- 1M
- 2.20%
- YTD
- 2.11%
- 6M
- 5.71%
- 1Y
- 10.87%
- 3Y*
- 7.39%
- 5Y*
- 6.60%
- 10Y*
- 6.99%
CHSR.DE vs. ^SSMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CHSR.DE UBS ETF (LU) MSCI Switzerland IMI Socially Responsible UCITS ETF (CHF) Acc | 2.12% | 12.43% | 6.02% | 15.54% | -16.93% | 26.11% |
^SSMI Swiss Market Index | 2.11% | 15.68% | 2.82% | 10.60% | -12.86% | 25.58% |
Correlation
The correlation between CHSR.DE and ^SSMI is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2021 | 0.85 |
The correlation between CHSR.DE and ^SSMI has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CHSR.DE vs. ^SSMI — Risk / Return Rank
CHSR.DE
^SSMI
CHSR.DE vs. ^SSMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Switzerland IMI Socially Responsible UCITS ETF (CHF) Acc (CHSR.DE) and Swiss Market Index (^SSMI). 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.
| CHSR.DE | ^SSMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.16 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 0.90 | -0.35 |
| Martin ratioReturn relative to average drawdown | 1.55 | 2.64 | -1.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CHSR.DE | ^SSMI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | 0.85 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.48 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.33 | +0.20 |
Drawdowns
CHSR.DE vs. ^SSMI - Drawdown Comparison
The maximum CHSR.DE drawdown since its inception was -21.84%, smaller than the maximum ^SSMI drawdown of -46.59%. Use the drawdown chart below to compare losses from any high point for CHSR.DE and ^SSMI.
Loading charts...
Drawdown Indicators
| CHSR.DE | ^SSMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.84% | -46.59% | +24.75% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -12.30% | +1.20% |
Max Drawdown (3Y)Largest decline over 3 years | -14.70% | -17.31% | +2.61% |
Max Drawdown (5Y)Largest decline over 5 years | -21.84% | -18.14% | -3.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.18% | — |
Current DrawdownCurrent decline from peak | -4.76% | -5.52% | +0.76% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -10.13% | +3.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 4.16% | -0.19% |
Volatility
CHSR.DE vs. ^SSMI - Volatility Comparison
UBS ETF (LU) MSCI Switzerland IMI Socially Responsible UCITS ETF (CHF) Acc (CHSR.DE) and Swiss Market Index (^SSMI) have volatilities of 3.98% and 4.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CHSR.DE | ^SSMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 4.12% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 10.39% | 10.29% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.58% | 12.98% | +3.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 13.92% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.53% | 14.45% | +0.08% |
Frequently Asked Questions
CHSR.DE and ^SSMI have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for CHSR.DE and ^SSMI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer