CHSR.DE vs. MIVA.DE
CHSR.DE (UBS ETF (LU) MSCI Switzerland IMI Socially Responsible UCITS ETF (CHF) Acc) and MIVA.DE (Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C)) are both Europe Equities funds - CHSR.DE tracks the MSCI Switzerland IMI Extended SRI Low Carbon Select 5% Issuer Capped while MIVA.DE tracks the MSCI Europe Minimum Volatility. Both are passively managed. Over the past 5 years, CHSR.DE returned 5.78%/yr vs 7.20%/yr for MIVA.DE. Their correlation of 0.83 suggests significant overlap in exposure. CHSR.DE charges 0.28%/yr vs 0.23%/yr for MIVA.DE.
Performance
CHSR.DE vs. MIVA.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 MIVA.DE's 5.31% 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*
- —
MIVA.DE
- 1D
- 0.58%
- 1M
- -0.46%
- YTD
- 5.31%
- 6M
- 6.85%
- 1Y
- 5.14%
- 3Y*
- 10.24%
- 5Y*
- 7.20%
- 10Y*
- 6.51%
CHSR.DE vs. MIVA.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% |
MIVA.DE Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) | 5.31% | 12.05% | 11.43% | 10.68% | -13.34% | 20.28% |
Correlation
The correlation between CHSR.DE and MIVA.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2021 | 0.83 |
The correlation between CHSR.DE and MIVA.DE has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.
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Return for Risk
CHSR.DE vs. MIVA.DE — Risk / Return Rank
CHSR.DE
MIVA.DE
CHSR.DE vs. MIVA.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 Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.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 | MIVA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.11 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 0.75 | -0.20 |
| Martin ratioReturn relative to average drawdown | 1.55 | 1.96 | -0.41 |
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 | MIVA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | 0.60 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.65 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.53 | 0.00 |
Drawdowns
CHSR.DE vs. MIVA.DE - Drawdown Comparison
The maximum CHSR.DE drawdown since its inception was -21.84%, smaller than the maximum MIVA.DE drawdown of -30.57%. Use the drawdown chart below to compare losses from any high point for CHSR.DE and MIVA.DE.
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Drawdown Indicators
| CHSR.DE | MIVA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.84% | -30.57% | +8.73% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -6.94% | -4.16% |
Max Drawdown (3Y)Largest decline over 3 years | -14.70% | -11.02% | -3.68% |
Max Drawdown (5Y)Largest decline over 5 years | -21.84% | -19.69% | -2.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.57% | — |
Current DrawdownCurrent decline from peak | -4.76% | -3.21% | -1.55% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -5.64% | -0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 2.67% | +1.30% |
Volatility
CHSR.DE vs. MIVA.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 Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.DE) at 3.14%. This indicates that CHSR.DE's price experiences larger fluctuations and is considered to be riskier than MIVA.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 | MIVA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 3.14% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 10.39% | 7.19% | +3.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.58% | 8.76% | +7.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 10.96% | +3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.53% | 12.34% | +2.19% |
CHSR.DE vs. MIVA.DE - Expense Ratio Comparison
CHSR.DE has a 0.28% expense ratio, which is higher than MIVA.DE's 0.23% expense ratio.
Dividends
CHSR.DE vs. MIVA.DE - Dividend Comparison
Neither CHSR.DE nor MIVA.DE has paid dividends to shareholders.
Frequently Asked Questions
CHSR.DE and MIVA.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MIVA.DE is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MIVA.DE is cheaper with a 0.23% expense ratio, compared with 0.28% for CHSR.DE.
CHSR.DE tracks MSCI Switzerland IMI Extended SRI Low Carbon Select 5% Issuer Capped, while MIVA.DE tracks MSCI Europe Minimum Volatility. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.28% for CHSR.DE and 0.23% for MIVA.DE.
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