CHSR.DE vs. H4ZZ.DE
CHSR.DE (UBS ETF (LU) MSCI Switzerland IMI Socially Responsible UCITS ETF (CHF) Acc) and H4ZZ.DE (HSBC Euro Stoxx 50 UCITS ETF EUR (Acc)) are both Europe Equities funds - CHSR.DE tracks the MSCI Switzerland IMI Extended SRI Low Carbon Select 5% Issuer Capped while H4ZZ.DE tracks the EURO STOXX 50. Both are passively managed. Over the past 3 years, CHSR.DE returned 8.81%/yr vs 15.64%/yr for H4ZZ.DE. A 0.70 correlation means they provide meaningful diversification when combined. CHSR.DE charges 0.28%/yr vs 0.05%/yr for H4ZZ.DE.
Performance
CHSR.DE vs. H4ZZ.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 H4ZZ.DE's 7.20% 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*
- —
H4ZZ.DE
- 1D
- 0.77%
- 1M
- 1.96%
- YTD
- 7.20%
- 6M
- 8.56%
- 1Y
- 15.62%
- 3Y*
- 15.64%
- 5Y*
- —
- 10Y*
- —
CHSR.DE vs. H4ZZ.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% | -3.75% |
H4ZZ.DE HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) | 7.20% | 22.35% | 10.99% | 22.53% | 9.82% |
Correlation
The correlation between CHSR.DE and H4ZZ.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2022 | 0.70 |
The correlation between CHSR.DE and H4ZZ.DE has been stable across timeframes, ranging from 0.67 to 0.70 - a consistent structural relationship.
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Return for Risk
CHSR.DE vs. H4ZZ.DE — Risk / Return Rank
CHSR.DE
H4ZZ.DE
CHSR.DE vs. H4ZZ.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 HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.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 | H4ZZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.18 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 1.43 | -0.88 |
| Martin ratioReturn relative to average drawdown | 1.55 | 4.86 | -3.31 |
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 | H4ZZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | 0.98 | -0.61 |
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 | 1.18 | -0.65 |
Drawdowns
CHSR.DE vs. H4ZZ.DE - Drawdown Comparison
The maximum CHSR.DE drawdown since its inception was -21.84%, which is greater than H4ZZ.DE's maximum drawdown of -16.46%. Use the drawdown chart below to compare losses from any high point for CHSR.DE and H4ZZ.DE.
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Drawdown Indicators
| CHSR.DE | H4ZZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.84% | -16.46% | -5.38% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -10.94% | -0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -14.70% | -16.46% | +1.76% |
Max Drawdown (5Y)Largest decline over 5 years | -21.84% | — | — |
Current DrawdownCurrent decline from peak | -4.76% | -0.53% | -4.23% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -2.68% | -3.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 3.23% | +0.74% |
Volatility
CHSR.DE vs. H4ZZ.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 HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.DE) has a volatility of 4.93%. This indicates that CHSR.DE experiences smaller price fluctuations and is considered to be less risky than H4ZZ.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 | H4ZZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 4.93% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 10.39% | 12.97% | -2.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.58% | 15.97% | +0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 15.85% | -1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.53% | 15.85% | -1.32% |
CHSR.DE vs. H4ZZ.DE - Expense Ratio Comparison
CHSR.DE has a 0.28% expense ratio, which is higher than H4ZZ.DE's 0.05% expense ratio.
Dividends
CHSR.DE vs. H4ZZ.DE - Dividend Comparison
Neither CHSR.DE nor H4ZZ.DE has paid dividends to shareholders.
Frequently Asked Questions
CHSR.DE and H4ZZ.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, H4ZZ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
H4ZZ.DE is cheaper with a 0.05% expense ratio, compared with 0.28% for CHSR.DE.
CHSR.DE tracks MSCI Switzerland IMI Extended SRI Low Carbon Select 5% Issuer Capped, while H4ZZ.DE tracks EURO STOXX 50. They also come from different issuers: UBS and HSBC. Their fees differ too: 0.28% for CHSR.DE and 0.05% for H4ZZ.DE.
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