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CS1.L vs. CSWG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CS1.L vs. CSWG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi ETF MSCI Spain UCITS ETF EUR (C) (CS1.L) and Amundi MSCI Switzerland UCITS ETF CHF (CSWG.L). The values are adjusted to include any dividend payments, if applicable.

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CS1.L vs. CSWG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CS1.L
Amundi ETF MSCI Spain UCITS ETF EUR (C)
-1.12%62.63%14.12%24.14%4.89%0.59%-7.48%8.06%-11.27%15.93%
CSWG.L
Amundi MSCI Switzerland UCITS ETF CHF
-1.84%23.70%-0.86%8.57%-7.50%19.38%6.91%29.09%-2.83%15.62%

Returns By Period

In the year-to-date period, CS1.L achieves a -1.12% return, which is significantly higher than CSWG.L's -1.84% return. Over the past 10 years, CS1.L has outperformed CSWG.L with an annualized return of 11.54%, while CSWG.L has yielded a comparatively lower 9.72% annualized return.


CS1.L

1D
1.25%
1M
-7.69%
YTD
-1.12%
6M
11.68%
1Y
39.96%
3Y*
26.69%
5Y*
19.49%
10Y*
11.54%

CSWG.L

1D
0.66%
1M
-9.85%
YTD
-1.84%
6M
7.51%
1Y
12.23%
3Y*
8.24%
5Y*
8.38%
10Y*
9.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CS1.L vs. CSWG.L - Expense Ratio Comparison

Both CS1.L and CSWG.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

CS1.L vs. CSWG.L — Risk / Return Rank

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

CS1.L
CS1.L Risk / Return Rank: 9393
Overall Rank
CS1.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
CS1.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
CS1.L Omega Ratio Rank: 9494
Omega Ratio Rank
CS1.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
CS1.L Martin Ratio Rank: 9292
Martin Ratio Rank

CSWG.L
CSWG.L Risk / Return Rank: 4040
Overall Rank
CSWG.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
CSWG.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
CSWG.L Omega Ratio Rank: 4646
Omega Ratio Rank
CSWG.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
CSWG.L Martin Ratio Rank: 3030
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.

CS1.L vs. CSWG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF MSCI Spain UCITS ETF EUR (C) (CS1.L) and Amundi MSCI Switzerland UCITS ETF CHF (CSWG.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.


CS1.LCSWG.LDifference

Sharpe ratio

Return per unit of total volatility

2.31

0.91

+1.40

Sortino ratio

Return per unit of downside risk

2.82

1.28

+1.54

Omega ratio

Gain probability vs. loss probability

1.43

1.18

+0.25

Calmar ratio

Return relative to maximum drawdown

3.70

0.70

+3.00

Martin ratio

Return relative to average drawdown

12.85

2.54

+10.30

CS1.L vs. CSWG.L - Sharpe Ratio Comparison

The current CS1.L Sharpe Ratio is 2.31, which is higher than the CSWG.L Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of CS1.L and CSWG.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


CS1.LCSWG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

0.91

+1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.18

0.72

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

1.02

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

1.01

-0.55

Correlation

The correlation between CS1.L and CSWG.L is 0.30, 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

CS1.L vs. CSWG.L - Dividend Comparison

Neither CS1.L nor CSWG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CS1.L vs. CSWG.L - Drawdown Comparison

The maximum CS1.L drawdown since its inception was -38.87%, which is greater than CSWG.L's maximum drawdown of -18.31%. Use the drawdown chart below to compare losses from any high point for CS1.L and CSWG.L.


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Drawdown Indicators


CS1.LCSWG.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.87%

-18.31%

-20.56%

Max Drawdown (1Y)

Largest decline over 1 year

-10.34%

-12.52%

+2.18%

Max Drawdown (5Y)

Largest decline over 5 years

-18.82%

-16.26%

-2.56%

Max Drawdown (10Y)

Largest decline over 10 years

-38.87%

-18.31%

-20.56%

Current Drawdown

Current decline from peak

-7.82%

-9.85%

+2.03%

Average Drawdown

Average peak-to-trough decline

-10.44%

-4.12%

-6.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

3.44%

-0.47%

Volatility

CS1.L vs. CSWG.L - Volatility Comparison

Amundi ETF MSCI Spain UCITS ETF EUR (C) (CS1.L) has a higher volatility of 8.50% compared to Amundi MSCI Switzerland UCITS ETF CHF (CSWG.L) at 5.89%. This indicates that CS1.L's price experiences larger fluctuations and is considered to be riskier than CSWG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CS1.LCSWG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.50%

5.89%

+2.61%

Volatility (6M)

Calculated over the trailing 6-month period

12.24%

9.27%

+2.97%

Volatility (1Y)

Calculated over the trailing 1-year period

17.25%

14.07%

+3.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.56%

14.32%

+2.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.46%

18.75%

-0.29%