CHSR.DE vs. CEMT.DE
CHSR.DE (UBS ETF (LU) MSCI Switzerland IMI Socially Responsible UCITS ETF (CHF) Acc) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds - CHSR.DE tracks the MSCI Switzerland IMI Extended SRI Low Carbon Select 5% Issuer Capped while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 5 years, CHSR.DE returned 5.78%/yr vs 4.08%/yr for CEMT.DE. A 0.73 correlation means they provide meaningful diversification when combined. CHSR.DE charges 0.28%/yr vs 0.25%/yr for CEMT.DE.
Performance
CHSR.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
CHSR.DE
- 1D
- 0.93%
- 1M
- 0.02%
- YTD
- 2.12%
- 6M
- 4.87%
- 1Y
- 6.29%
- 3Y*
- 8.81%
- 5Y*
- 5.78%
- 10Y*
- —
CEMT.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 3.97%
- 3Y*
- 9.41%
- 5Y*
- 4.08%
- 10Y*
- 6.44%
CHSR.DE vs. CEMT.DE - 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% |
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 17.53% | 5.08% | 14.19% | -18.24% | 13.69% |
Correlation
The correlation between CHSR.DE and CEMT.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2021 | 0.73 |
Over the past year, the correlation between CHSR.DE and CEMT.DE has dropped to 0.40 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.
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Return for Risk
CHSR.DE vs. CEMT.DE — Risk / Return Rank
CHSR.DE
CEMT.DE
CHSR.DE vs. CEMT.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 iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.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 | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.21 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 1.10 | -0.54 |
| Martin ratioReturn relative to average drawdown | 1.55 | 4.03 | -2.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHSR.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | 0.77 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.28 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.37 | +0.15 |
Drawdowns
CHSR.DE vs. CEMT.DE - Drawdown Comparison
The maximum CHSR.DE drawdown since its inception was -21.84%, smaller than the maximum CEMT.DE drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for CHSR.DE and CEMT.DE.
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Drawdown Indicators
| CHSR.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.84% | -37.66% | +15.82% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -4.26% | -6.84% |
Max Drawdown (3Y)Largest decline over 3 years | -14.70% | -14.36% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -21.84% | -29.23% | +7.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.66% | — |
Current DrawdownCurrent decline from peak | -4.76% | -0.39% | -4.37% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -7.08% | +0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 1.16% | +2.81% |
Volatility
CHSR.DE vs. CEMT.DE - Volatility Comparison
UBS ETF (LU) MSCI Switzerland IMI Socially Responsible UCITS ETF (CHF) Acc (CHSR.DE) has a higher volatility of 3.98% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that CHSR.DE's price experiences larger fluctuations and is considered to be riskier than CEMT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHSR.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 0.00% | +3.98% |
Volatility (6M)Calculated over the trailing 6-month period | 10.39% | 0.00% | +10.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.58% | 6.11% | +10.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 14.61% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.53% | 16.11% | -1.58% |
CHSR.DE vs. CEMT.DE - Expense Ratio Comparison
CHSR.DE has a 0.28% expense ratio, which is higher than CEMT.DE's 0.25% expense ratio.
Dividends
CHSR.DE vs. CEMT.DE - Dividend Comparison
Neither CHSR.DE nor CEMT.DE has paid dividends to shareholders.
Frequently Asked Questions
CHSR.DE and CEMT.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CEMT.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CEMT.DE is cheaper with a 0.25% expense ratio, compared with 0.28% for CHSR.DE.
CHSR.DE tracks MSCI Switzerland IMI Extended SRI Low Carbon Select 5% Issuer Capped, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. They also come from different issuers: UBS and iShares. Their fees differ too: 0.28% for CHSR.DE and 0.25% for CEMT.DE.
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