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CHTE.L vs. UC63.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CHTE.L vs. UC63.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (CHTE.L) and UBS ETF (LU) MSCI UK UCITS ETF (GBP) A-dis (UC63.L). The values are adjusted to include any dividend payments, if applicable.

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CHTE.L vs. UC63.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
CHTE.L
UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc
-6.84%32.47%12.40%-15.02%-21.59%
UC63.L
UBS ETF (LU) MSCI UK UCITS ETF (GBP) A-dis
5.45%25.75%9.16%6.95%3.78%

Returns By Period

In the year-to-date period, CHTE.L achieves a -6.84% return, which is significantly lower than UC63.L's 5.45% return.


CHTE.L

1D
1.36%
1M
0.46%
YTD
-6.84%
6M
-21.46%
1Y
1.50%
3Y*
4.31%
5Y*
10Y*

UC63.L

1D
1.68%
1M
-3.24%
YTD
5.45%
6M
11.35%
1Y
23.87%
3Y*
14.56%
5Y*
13.45%
10Y*
9.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CHTE.L vs. UC63.L - Expense Ratio Comparison

CHTE.L has a 0.47% expense ratio, which is higher than UC63.L's 0.20% expense ratio.


Return for Risk

CHTE.L vs. UC63.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CHTE.L
CHTE.L Risk / Return Rank: 1313
Overall Rank
CHTE.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CHTE.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
CHTE.L Omega Ratio Rank: 1313
Omega Ratio Rank
CHTE.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
CHTE.L Martin Ratio Rank: 1313
Martin Ratio Rank

UC63.L
UC63.L Risk / Return Rank: 8484
Overall Rank
UC63.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
UC63.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
UC63.L Omega Ratio Rank: 8888
Omega Ratio Rank
UC63.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
UC63.L Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CHTE.L vs. UC63.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 (LU) MSCI UK UCITS ETF (GBP) A-dis (UC63.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.LUC63.LDifference

Sharpe ratio

Return per unit of total volatility

0.06

1.76

-1.70

Sortino ratio

Return per unit of downside risk

0.26

2.22

-1.96

Omega ratio

Gain probability vs. loss probability

1.03

1.37

-0.34

Calmar ratio

Return relative to maximum drawdown

0.11

2.59

-2.49

Martin ratio

Return relative to average drawdown

0.23

10.03

-9.79

CHTE.L vs. UC63.L - Sharpe Ratio Comparison

The current CHTE.L Sharpe Ratio is 0.06, which is lower than the UC63.L Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of CHTE.L and UC63.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CHTE.LUC63.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

1.76

-1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.49

-0.54

Correlation

The correlation between CHTE.L and UC63.L is 0.27, 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. UC63.L - Dividend Comparison

CHTE.L has not paid dividends to shareholders, while UC63.L's dividend yield for the trailing twelve months is around 2.88%.


TTM20252024202320222021202020192018201720162015
CHTE.L
UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UC63.L
UBS ETF (LU) MSCI UK UCITS ETF (GBP) A-dis
2.88%2.73%3.12%3.69%3.71%3.22%3.86%4.21%3.55%4.46%2.14%4.44%

Drawdowns

CHTE.L vs. UC63.L - Drawdown Comparison

The maximum CHTE.L drawdown since its inception was -45.52%, which is greater than UC63.L's maximum drawdown of -34.55%. Use the drawdown chart below to compare losses from any high point for CHTE.L and UC63.L.


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Drawdown Indicators


CHTE.LUC63.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.52%

-34.55%

-10.97%

Max Drawdown (1Y)

Largest decline over 1 year

-26.34%

-10.83%

-15.51%

Max Drawdown (5Y)

Largest decline over 5 years

-12.95%

Max Drawdown (10Y)

Largest decline over 10 years

-34.55%

Current Drawdown

Current decline from peak

-23.68%

-4.54%

-19.14%

Average Drawdown

Average peak-to-trough decline

-23.21%

-4.77%

-18.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.16%

2.43%

+9.73%

Volatility

CHTE.L vs. UC63.L - Volatility Comparison

UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (CHTE.L) has a higher volatility of 7.08% compared to UBS ETF (LU) MSCI UK UCITS ETF (GBP) A-dis (UC63.L) at 5.32%. This indicates that CHTE.L's price experiences larger fluctuations and is considered to be riskier than UC63.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHTE.LUC63.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.08%

5.32%

+1.76%

Volatility (6M)

Calculated over the trailing 6-month period

17.13%

8.85%

+8.28%

Volatility (1Y)

Calculated over the trailing 1-year period

26.75%

13.55%

+13.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.93%

12.86%

+26.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.93%

15.08%

+23.85%