CHSR.DE vs. AW1P.DE

Last updated Jun 5, 2026

CHSR.DE (UBS ETF (LU) MSCI Switzerland IMI Socially Responsible UCITS ETF (CHF) Acc) and AW1P.DE (UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc) are both exchange-traded funds - CHSR.DE is a Europe Equities fund tracking the MSCI Switzerland IMI Extended SRI Low Carbon Select 5% Issuer Capped, while AW1P.DE is a Global Equities fund tracking the MSCI ACWI SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 3 years, CHSR.DE returned 8.81%/yr vs 17.31%/yr for AW1P.DE. A 0.61 correlation means they provide meaningful diversification when combined. CHSR.DE charges 0.28%/yr vs 0.25%/yr for AW1P.DE.

Performance

CHSR.DE vs. AW1P.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) MSCI Switzerland IMI Socially Responsible UCITS ETF (CHF) Acc (CHSR.DE) and UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc (AW1P.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CHSR.DE achieves a 2.12% return, which is significantly lower than AW1P.DE's 14.91% return.

CHSR.DE

• 1D: 0.93%
• 1M: 0.02%
• YTD: 2.12%
• 6M: 4.87%
• 1Y: 6.29%
• 3Y*: 8.81%
• 5Y*: 5.78%
• 10Y*: —

AW1P.DE

• 1D: -0.83%
• 1M: 4.47%
• YTD: 14.91%
• 6M: 14.81%
• 1Y: 26.28%
• 3Y*: 17.31%
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022
CHSR.DE UBS ETF (LU) MSCI Switzerland IMI Socially Responsible UCITS ETF (CHF) Acc	2.12%	12.43%	6.02%	15.54%	-5.98%
AW1P.DE UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc	14.91%	3.61%	25.39%	22.76%	-14.89%

Correlation

The correlation between CHSR.DE and AW1P.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (All Time) Calculated using the full available price history since Feb 25, 2022	0.61

The correlation between CHSR.DE and AW1P.DE shifts across timeframes, from 0.50 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.

Return for Risk

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

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

CHSR.DE

CHSR.DE Risk / Return Rank: 16
CHSR.DE Sharpe Ratio Rank: 15
CHSR.DE Sortino Ratio Rank: 15
CHSR.DE Omega Ratio Rank: 16
CHSR.DE Calmar Ratio Rank: 16
CHSR.DE Martin Ratio Rank: 16

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.

CHSR.DE vs. AW1P.DE - 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 UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc (AW1P.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.

	CHSR.DE	AW1P.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.37	1.85	-1.48
Sortino ratio: Return per unit of downside risk	0.64	2.63	-1.98
Omega ratio: Gain probability vs. loss probability	1.09	1.33	-0.24
Calmar ratio: Return relative to maximum drawdown	0.55	3.17	-2.62
Martin ratio: Return relative to average drawdown	1.55	11.65	-10.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CHSR.DE vs. AW1P.DE - Sharpe Ratio Comparison

The current CHSR.DE Sharpe Ratio is 0.37, which is lower than the AW1P.DE Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of CHSR.DE and AW1P.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CHSR.DE	AW1P.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.37	1.85	-1.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.39	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.69	-0.16

Drawdowns

CHSR.DE vs. AW1P.DE - Drawdown Comparison

The maximum CHSR.DE drawdown since its inception was -21.84%, smaller than the maximum AW1P.DE drawdown of -23.64%. Use the drawdown chart below to compare losses from any high point for CHSR.DE and AW1P.DE.

Drawdown Indicators

	CHSR.DE	AW1P.DE	Difference
Max Drawdown Largest peak-to-trough decline	-21.84%	-23.64%	+1.80%
Max Drawdown (1Y) Largest decline over 1 year	-11.10%	-8.07%	-3.03%
Max Drawdown (3Y) Largest decline over 3 years	-14.70%	-23.64%	+8.94%
Max Drawdown (5Y) Largest decline over 5 years	-21.84%	—	—
Current Drawdown Current decline from peak	-4.76%	-0.83%	-3.93%
Average Drawdown Average peak-to-trough decline	-6.24%	-5.35%	-0.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.97%	2.20%	+1.77%

Volatility

CHSR.DE vs. AW1P.DE - Volatility Comparison

The current volatility for UBS ETF (LU) MSCI Switzerland IMI Socially Responsible UCITS ETF (CHF) Acc (CHSR.DE) is 3.98%, while UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc (AW1P.DE) has a volatility of 4.21%. This indicates that CHSR.DE experiences smaller price fluctuations and is considered to be less risky than AW1P.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CHSR.DE	AW1P.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.98%	4.21%	-0.23%
Volatility (6M) Calculated over the trailing 6-month period	10.39%	10.23%	+0.16%
Volatility (1Y) Calculated over the trailing 1-year period	16.58%	13.86%	+2.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.62%	15.73%	-1.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.53%	15.73%	-1.20%

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

CHSR.DE has a 0.28% expense ratio, which is higher than AW1P.DE's 0.25% expense ratio.

Dividends

CHSR.DE vs. AW1P.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

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

CHSR.DE and AW1P.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

On fees, AW1P.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

AW1P.DE is cheaper with a 0.25% expense ratio, compared with 0.28% for CHSR.DE.

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

CHSR.DE is categorized as Europe Equities, while AW1P.DE is Global Equities. CHSR.DE tracks MSCI Switzerland IMI Extended SRI Low Carbon Select 5% Issuer Capped, while AW1P.DE tracks MSCI ACWI SRI Low Carbon Select 5% Issuer Capped. Their fees differ too: 0.28% for CHSR.DE and 0.25% for AW1P.DE.