CHSR.DE vs. ELFC.DE
CHSR.DE (UBS ETF (LU) MSCI Switzerland IMI Socially Responsible UCITS ETF (CHF) Acc) and ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) are both Europe Equities funds - CHSR.DE tracks the MSCI Switzerland IMI Extended SRI Low Carbon Select 5% Issuer Capped while ELFC.DE tracks the EURO iSTOXX® ex Financials High Dividend 50. Both are passively managed. Over the past 5 years, CHSR.DE returned 5.78%/yr vs 10.14%/yr for ELFC.DE. A 0.58 correlation means they provide meaningful diversification when combined. CHSR.DE charges 0.28%/yr vs 0.30%/yr for ELFC.DE.
Performance
CHSR.DE vs. ELFC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CHSR.DE achieves a 2.12% return, which is significantly lower than ELFC.DE's 12.62% 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*
- —
ELFC.DE
- 1D
- -0.33%
- 1M
- -0.31%
- YTD
- 12.62%
- 6M
- 11.95%
- 1Y
- 20.69%
- 3Y*
- 12.09%
- 5Y*
- 10.14%
- 10Y*
- 8.86%
CHSR.DE vs. ELFC.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% |
ELFC.DE Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF | 12.62% | 17.73% | -0.16% | 15.69% | 1.54% | 10.84% |
Correlation
The correlation between CHSR.DE and ELFC.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2021 | 0.58 |
The correlation between CHSR.DE and ELFC.DE shifts across timeframes, from 0.47 (1 year) to 0.58 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
CHSR.DE vs. ELFC.DE — Risk / Return Rank
CHSR.DE
ELFC.DE
CHSR.DE vs. ELFC.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 Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.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 | ELFC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.33 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 3.00 | -2.45 |
| Martin ratioReturn relative to average drawdown | 1.55 | 8.42 | -6.87 |
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 | ELFC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | 1.81 | -1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.73 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.55 | -0.03 |
Drawdowns
CHSR.DE vs. ELFC.DE - Drawdown Comparison
The maximum CHSR.DE drawdown since its inception was -21.84%, smaller than the maximum ELFC.DE drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for CHSR.DE and ELFC.DE.
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Drawdown Indicators
| CHSR.DE | ELFC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.84% | -37.68% | +15.84% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -6.71% | -4.39% |
Max Drawdown (3Y)Largest decline over 3 years | -14.70% | -15.02% | +0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -21.84% | -16.85% | -4.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.68% | — |
Current DrawdownCurrent decline from peak | -4.76% | -1.60% | -3.16% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -4.70% | -1.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 2.39% | +1.58% |
Volatility
CHSR.DE vs. ELFC.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 Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) at 2.62%. This indicates that CHSR.DE's price experiences larger fluctuations and is considered to be riskier than ELFC.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 | ELFC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 2.62% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 10.39% | 8.07% | +2.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.58% | 11.12% | +5.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 13.76% | +0.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.53% | 16.40% | -1.87% |
CHSR.DE vs. ELFC.DE - Expense Ratio Comparison
CHSR.DE has a 0.28% expense ratio, which is lower than ELFC.DE's 0.30% expense ratio.
Dividends
CHSR.DE vs. ELFC.DE - Dividend Comparison
CHSR.DE has not paid dividends to shareholders, while ELFC.DE's dividend yield for the trailing twelve months is around 4.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ELFC.DE Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF | 4.08% | 4.45% | 4.66% | 4.66% | 4.91% | 3.85% | 2.83% | 3.64% | 4.20% | 3.53% | 3.57% |
Frequently Asked Questions
CHSR.DE and ELFC.DE have a correlation of 0.47, 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 0.30% for ELFC.DE.
CHSR.DE tracks MSCI Switzerland IMI Extended SRI Low Carbon Select 5% Issuer Capped, while ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50. They also come from different issuers: UBS and Deka. Their fees differ too: 0.28% for CHSR.DE and 0.30% for ELFC.DE.
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