CHTE.L vs. UC15.L
Compare and contrast key facts about UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (CHTE.L) and UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L).
CHTE.L and UC15.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CHTE.L is a passively managed fund by UBS that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Mar 5, 2021. UC15.L is a passively managed fund by UBS that tracks the performance of the UBS CMCI. It was launched on Dec 20, 2010. Both CHTE.L and UC15.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CHTE.L vs. UC15.L - Performance Comparison
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CHTE.L vs. UC15.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CHTE.L UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc | -7.50% | 32.47% | 12.40% | -15.02% | -21.59% |
UC15.L UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc | 17.44% | 2.57% | 6.44% | -6.52% | 24.62% |
Returns By Period
In the year-to-date period, CHTE.L achieves a -7.50% return, which is significantly lower than UC15.L's 17.44% return.
CHTE.L
- 1D
- -0.71%
- 1M
- 2.89%
- YTD
- -7.50%
- 6M
- -24.22%
- 1Y
- 2.11%
- 3Y*
- 4.46%
- 5Y*
- —
- 10Y*
- —
UC15.L
- 1D
- 0.73%
- 1M
- 6.52%
- YTD
- 17.44%
- 6M
- 22.00%
- 1Y
- 17.81%
- 3Y*
- 7.16%
- 5Y*
- 14.23%
- 10Y*
- 10.57%
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CHTE.L vs. UC15.L - Expense Ratio Comparison
CHTE.L has a 0.47% expense ratio, which is higher than UC15.L's 0.34% expense ratio.
Return for Risk
CHTE.L vs. UC15.L — Risk / Return Rank
CHTE.L
UC15.L
CHTE.L vs. UC15.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (CHTE.L) and UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L). 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.
| CHTE.L | UC15.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.08 | 1.23 | -1.15 |
Sortino ratioReturn per unit of downside risk | 0.29 | 1.67 | -1.38 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.23 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.18 | 3.60 | -3.42 |
Martin ratioReturn relative to average drawdown | 0.40 | 9.63 | -9.23 |
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
| CHTE.L | UC15.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | 1.23 | -1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.99 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 0.32 | -0.38 |
Correlation
The correlation between CHTE.L and UC15.L is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CHTE.L vs. UC15.L - Dividend Comparison
Neither CHTE.L nor UC15.L has paid dividends to shareholders.
Drawdowns
CHTE.L vs. UC15.L - Drawdown Comparison
The maximum CHTE.L drawdown since its inception was -45.52%, which is greater than UC15.L's maximum drawdown of -42.93%. Use the drawdown chart below to compare losses from any high point for CHTE.L and UC15.L.
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Drawdown Indicators
| CHTE.L | UC15.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.52% | -42.93% | -2.59% |
Max Drawdown (1Y)Largest decline over 1 year | -26.34% | -6.18% | -20.16% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.26% | — |
Current DrawdownCurrent decline from peak | -24.22% | -1.96% | -22.26% |
Average DrawdownAverage peak-to-trough decline | -23.21% | -15.34% | -7.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.12% | 2.31% | +9.81% |
Volatility
CHTE.L vs. UC15.L - Volatility Comparison
UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (CHTE.L) and UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L) have volatilities of 7.01% and 6.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHTE.L | UC15.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.01% | 6.76% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 17.12% | 10.42% | +6.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.75% | 14.41% | +12.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.91% | 14.43% | +24.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.91% | 14.71% | +24.20% |