CHSR.DE vs. EUN0.DE
CHSR.DE (UBS ETF (LU) MSCI Switzerland IMI Socially Responsible UCITS ETF (CHF) Acc) and EUN0.DE (iShares Edge MSCI Europe Minimum Volatility UCITS ETF) are both Europe Equities funds - CHSR.DE tracks the MSCI Switzerland IMI Extended SRI Low Carbon Select 5% Issuer Capped while EUN0.DE tracks the MSCI Europe Minimum Volatility. Both are passively managed. Over the past 5 years, CHSR.DE returned 5.78%/yr vs 7.36%/yr for EUN0.DE. Their correlation of 0.83 suggests significant overlap in exposure. CHSR.DE charges 0.28%/yr vs 0.25%/yr for EUN0.DE.
Performance
CHSR.DE vs. EUN0.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 EUN0.DE's 5.60% 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*
- —
EUN0.DE
- 1D
- 0.54%
- 1M
- -0.19%
- YTD
- 5.60%
- 6M
- 7.10%
- 1Y
- 5.26%
- 3Y*
- 10.39%
- 5Y*
- 7.36%
- 10Y*
- 6.66%
CHSR.DE vs. EUN0.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% |
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 5.60% | 12.27% | 11.42% | 10.79% | -13.21% | 20.61% |
Correlation
The correlation between CHSR.DE and EUN0.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2021 | 0.83 |
The correlation between CHSR.DE and EUN0.DE has been stable across timeframes, ranging from 0.76 to 0.83 - a consistent structural relationship.
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Return for Risk
CHSR.DE vs. EUN0.DE — Risk / Return Rank
CHSR.DE
EUN0.DE
CHSR.DE vs. EUN0.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 Minimum Volatility UCITS ETF (EUN0.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 | EUN0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.11 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 0.76 | -0.21 |
| Martin ratioReturn relative to average drawdown | 1.55 | 1.97 | -0.42 |
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 | EUN0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | 0.62 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.66 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.63 | -0.11 |
Drawdowns
CHSR.DE vs. EUN0.DE - Drawdown Comparison
The maximum CHSR.DE drawdown since its inception was -21.84%, smaller than the maximum EUN0.DE drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for CHSR.DE and EUN0.DE.
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Drawdown Indicators
| CHSR.DE | EUN0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.84% | -30.68% | +8.84% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -7.16% | -3.94% |
Max Drawdown (3Y)Largest decline over 3 years | -14.70% | -10.73% | -3.97% |
Max Drawdown (5Y)Largest decline over 5 years | -21.84% | -19.64% | -2.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.68% | — |
Current DrawdownCurrent decline from peak | -4.76% | -3.12% | -1.64% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -4.69% | -1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 2.76% | +1.21% |
Volatility
CHSR.DE vs. EUN0.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 Minimum Volatility UCITS ETF (EUN0.DE) at 3.03%. This indicates that CHSR.DE's price experiences larger fluctuations and is considered to be riskier than EUN0.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 | EUN0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 3.03% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 10.39% | 7.20% | +3.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.58% | 8.77% | +7.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 11.02% | +3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.53% | 12.51% | +2.02% |
CHSR.DE vs. EUN0.DE - Expense Ratio Comparison
CHSR.DE has a 0.28% expense ratio, which is higher than EUN0.DE's 0.25% expense ratio.
Dividends
CHSR.DE vs. EUN0.DE - Dividend Comparison
Neither CHSR.DE nor EUN0.DE has paid dividends to shareholders.
Frequently Asked Questions
CHSR.DE and EUN0.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUN0.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUN0.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 EUN0.DE tracks MSCI Europe Minimum Volatility. They also come from different issuers: UBS and iShares. Their fees differ too: 0.28% for CHSR.DE and 0.25% for EUN0.DE.
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