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CNSG.L vs. EUFM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNSG.L vs. EUFM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNSG.L vs. EUFM.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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

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

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

EUFM.L
EUFM.L Risk / Return Rank: 3737
Overall Rank
EUFM.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
EUFM.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
EUFM.L Omega Ratio Rank: 4141
Omega Ratio Rank
EUFM.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
EUFM.L Martin Ratio Rank: 3737
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.

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.LEUFM.LDifference
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

CNSG.L vs. EUFM.L - Sharpe Ratio Comparison

The current CNSG.L Sharpe Ratio is 0.29, which is lower than the EUFM.L Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of CNSG.L and EUFM.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CNSG.LEUFM.LDifference

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.LEUFM.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-36.10%

-1.07%

-35.03%

Average Drawdown

Average peak-to-trough decline

-30.15%

-5.19%

-24.96%

Ulcer Index

Depth 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.LEUFM.LDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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