CNSG.L vs. EUFM.L
CNSG.L (UBS ETF (LU) MSCI China ESG Universal Low Carbon Select UCITS ETF (USD) A-dis) and EUFM.L (UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc) are both exchange-traded funds - CNSG.L is a China Equities fund tracking the MSCI China NR USD, while EUFM.L is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 5 years, CNSG.L returned -5.51%/yr vs 9.69%/yr for EUFM.L. At a 0.37 correlation, their price movements are largely independent. CNSG.L charges 0.45%/yr vs 0.34%/yr for EUFM.L.
Performance
CNSG.L vs. EUFM.L - Performance Comparison
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Returns By Period
In the year-to-date period, CNSG.L achieves a -4.82% return, which is significantly lower than EUFM.L's 6.74% return.
CNSG.L
- 1D
- -1.91%
- 1M
- -0.52%
- YTD
- -4.82%
- 6M
- -6.30%
- 1Y
- 3.32%
- 3Y*
- 4.77%
- 5Y*
- -5.51%
- 10Y*
- —
EUFM.L
- 1D
- 0.21%
- 1M
- 2.81%
- YTD
- 6.74%
- 6M
- 8.89%
- 1Y
- 16.80%
- 3Y*
- 15.42%
- 5Y*
- 9.69%
- 10Y*
- —
CNSG.L vs. EUFM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CNSG.L UBS ETF (LU) MSCI China ESG Universal Low Carbon Select UCITS ETF (USD) A-dis | -4.82% | 15.02% | 19.26% | -19.78% | -13.48% | -18.60% | 25.87% | 2.75% |
EUFM.L UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc | 6.74% | 29.59% | 3.25% | 15.45% | -7.82% | 13.50% | 5.84% | 1.76% |
Correlation
The correlation between CNSG.L and EUFM.L is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2019 | 0.37 |
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Return for Risk
CNSG.L vs. EUFM.L — Risk / Return Rank
CNSG.L
EUFM.L
CNSG.L vs. EUFM.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI China ESG Universal Low Carbon Select UCITS ETF (USD) A-dis (CNSG.L) and UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.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.
| CNSG.L | EUFM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.26 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.34 | 1.58 | -1.24 |
| Martin ratioReturn relative to average drawdown | 0.73 | 5.69 | -4.96 |
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
| CNSG.L | EUFM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 1.36 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | 0.67 | -0.87 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.03 | 0.53 | -0.56 |
Drawdowns
CNSG.L vs. EUFM.L - Drawdown Comparison
The maximum CNSG.L drawdown since its inception was -57.38%, which is greater than EUFM.L's maximum drawdown of -30.14%. Use the drawdown chart below to compare losses from any high point for CNSG.L and EUFM.L.
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Drawdown Indicators
| CNSG.L | EUFM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.38% | -30.14% | -27.24% |
Max Drawdown (1Y)Largest decline over 1 year | -14.08% | -10.59% | -3.49% |
Max Drawdown (3Y)Largest decline over 3 years | -27.72% | -11.90% | -15.82% |
Max Drawdown (5Y)Largest decline over 5 years | -51.82% | -20.86% | -30.96% |
Current DrawdownCurrent decline from peak | -36.10% | -1.07% | -35.03% |
Average DrawdownAverage peak-to-trough decline | -30.15% | -5.19% | -24.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.56% | 2.95% | +3.61% |
Volatility
CNSG.L vs. EUFM.L - Volatility Comparison
UBS ETF (LU) MSCI China ESG Universal Low Carbon Select UCITS ETF (USD) A-dis (CNSG.L) has a higher volatility of 6.07% compared to UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.L) at 4.00%. This indicates that CNSG.L's price experiences larger fluctuations and is considered to be riskier than EUFM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CNSG.L | EUFM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 4.00% | +2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 11.61% | 10.33% | +1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.73% | 12.33% | +4.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.90% | 14.53% | +12.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.84% | 16.13% | +9.71% |
CNSG.L vs. EUFM.L - Expense Ratio Comparison
CNSG.L has a 0.45% expense ratio, which is higher than EUFM.L's 0.34% expense ratio.
Dividends
CNSG.L vs. EUFM.L - Dividend Comparison
Neither CNSG.L nor EUFM.L has paid dividends to shareholders.
Frequently Asked Questions
CNSG.L and EUFM.L have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUFM.L is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUFM.L is cheaper with a 0.34% expense ratio, compared with 0.45% for CNSG.L.
CNSG.L is categorized as China Equities, while EUFM.L is Europe Equities. CNSG.L tracks MSCI China NR USD, while EUFM.L tracks MSCI EMU NR EUR. Their fees differ too: 0.45% for CNSG.L and 0.34% for EUFM.L.
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