CHSR.DE vs. EL4C.DE
CHSR.DE (UBS ETF (LU) MSCI Switzerland IMI Socially Responsible UCITS ETF (CHF) Acc) and EL4C.DE (Deka STOXX Europe Strong Growth 20 UCITS ETF) are both Europe Equities funds - CHSR.DE tracks the MSCI Switzerland IMI Extended SRI Low Carbon Select 5% Issuer Capped while EL4C.DE tracks the STOXX® Europe Strong Growth 20. Both are passively managed. Over the past 5 years, CHSR.DE returned 5.78%/yr vs -2.09%/yr for EL4C.DE. A 0.69 correlation means they provide meaningful diversification when combined. CHSR.DE charges 0.28%/yr vs 0.65%/yr for EL4C.DE.
Performance
CHSR.DE vs. EL4C.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CHSR.DE achieves a 2.12% return, which is significantly lower than EL4C.DE's 12.27% 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*
- —
EL4C.DE
- 1D
- 0.62%
- 1M
- -1.94%
- YTD
- 12.27%
- 6M
- 13.80%
- 1Y
- 4.48%
- 3Y*
- 1.76%
- 5Y*
- -2.09%
- 10Y*
- 7.35%
CHSR.DE vs. EL4C.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% |
EL4C.DE Deka STOXX Europe Strong Growth 20 UCITS ETF | 12.27% | -3.34% | -6.07% | 15.53% | -35.98% | 29.31% |
Correlation
The correlation between CHSR.DE and EL4C.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2021 | 0.69 |
The correlation between CHSR.DE and EL4C.DE has been stable across timeframes, ranging from 0.61 to 0.69 - 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. EL4C.DE — Risk / Return Rank
CHSR.DE
EL4C.DE
CHSR.DE vs. EL4C.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 Deka STOXX Europe Strong Growth 20 UCITS ETF (EL4C.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 | EL4C.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.06 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 0.33 | +0.22 |
| Martin ratioReturn relative to average drawdown | 1.55 | 0.70 | +0.85 |
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 | EL4C.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | 0.23 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | -0.09 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.35 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.36 | +0.17 |
Drawdowns
CHSR.DE vs. EL4C.DE - Drawdown Comparison
The maximum CHSR.DE drawdown since its inception was -21.84%, smaller than the maximum EL4C.DE drawdown of -50.13%. Use the drawdown chart below to compare losses from any high point for CHSR.DE and EL4C.DE.
Loading charts...
Drawdown Indicators
| CHSR.DE | EL4C.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.84% | -50.13% | +28.29% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -15.20% | +4.10% |
Max Drawdown (3Y)Largest decline over 3 years | -14.70% | -28.07% | +13.37% |
Max Drawdown (5Y)Largest decline over 5 years | -21.84% | -44.48% | +22.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.48% | — |
Current DrawdownCurrent decline from peak | -4.76% | -26.07% | +21.31% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -16.08% | +9.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 7.19% | -3.22% |
Volatility
CHSR.DE vs. EL4C.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 Deka STOXX Europe Strong Growth 20 UCITS ETF (EL4C.DE) has a volatility of 7.32%. This indicates that CHSR.DE experiences smaller price fluctuations and is considered to be less risky than EL4C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CHSR.DE | EL4C.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 7.32% | -3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 10.39% | 17.65% | -7.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.58% | 21.87% | -5.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 22.58% | -7.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.53% | 21.55% | -7.02% |
CHSR.DE vs. EL4C.DE - Expense Ratio Comparison
CHSR.DE has a 0.28% expense ratio, which is lower than EL4C.DE's 0.65% expense ratio.
Dividends
CHSR.DE vs. EL4C.DE - Dividend Comparison
CHSR.DE has not paid dividends to shareholders, while EL4C.DE's dividend yield for the trailing twelve months is around 0.79%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHSR.DE UBS ETF (LU) MSCI Switzerland IMI Socially Responsible UCITS ETF (CHF) 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% |
EL4C.DE Deka STOXX Europe Strong Growth 20 UCITS ETF | 0.79% | 0.79% | 0.67% | 0.42% | 4.57% | 0.00% | 0.00% | 0.00% | 0.21% | 0.16% | 0.24% | 0.17% |
Frequently Asked Questions
CHSR.DE and EL4C.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CHSR.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CHSR.DE is cheaper with a 0.28% expense ratio, compared with 0.65% for EL4C.DE.
CHSR.DE tracks MSCI Switzerland IMI Extended SRI Low Carbon Select 5% Issuer Capped, while EL4C.DE tracks STOXX® Europe Strong Growth 20. They also come from different issuers: UBS and Deka. Their fees differ too: 0.28% for CHSR.DE and 0.65% for EL4C.DE.
Find the right allocation for CHSR.DE and EL4C.DE
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