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

CSWG.L vs. EEI.L

Last updated Jun 4, 2026

CSWG.L (Amundi MSCI Switzerland UCITS ETF CHF) and EEI.L (WisdomTree Europe Equity Income UCITS ETF) are both Europe Equities funds - CSWG.L tracks the MSCI Switzerland NR CHF while EEI.L tracks the MSCI Europe High Div Yld NR EUR. Both are passively managed. Over the past 10 years, CSWG.L returned 9.94%/yr vs 4.36%/yr for EEI.L. At a 0.34 correlation, their price movements are largely independent. CSWG.L charges 0.25%/yr vs 0.29%/yr for EEI.L.

Performance

CSWG.L vs. EEI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI Switzerland UCITS ETF CHF (CSWG.L) and WisdomTree Europe Equity Income UCITS ETF (EEI.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, CSWG.L achieves a 2.34% return, which is significantly lower than EEI.L's 10.85% return. Over the past 10 years, CSWG.L has outperformed EEI.L with an annualized return of 9.94%, while EEI.L has yielded a comparatively lower 4.36% annualized return.

CSWG.L

1D
-0.90%
1M
0.67%
YTD
2.34%
6M
5.27%
1Y
15.19%
3Y*
8.64%
5Y*
7.57%
10Y*
9.94%

EEI.L

1D
-0.23%
1M
0.63%
YTD
10.85%
6M
14.25%
1Y
22.87%
3Y*
10.49%
5Y*
6.43%
10Y*
4.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
CSWG.L
Amundi MSCI Switzerland UCITS ETF CHF		2.34%23.70%-0.86%8.57%-7.50%19.38%6.91%29.09%-2.83%15.62%
EEI.L
WisdomTree Europe Equity Income UCITS ETF		10.85%26.84%-7.65%5.93%0.84%5.79%-16.98%9.05%-10.50%9.28%

Correlation

The correlation between CSWG.L and EEI.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2016

0.34

The correlation between CSWG.L and EEI.L shifts across timeframes, from 0.34 (all time) to 0.48 (1 year), reflecting how their relationship changes across market environments.

CSWG.L vs. EEI.L - Sectors Allocation Comparison

Sectors
CSWG.L
EEI.L

Healthcare

38.2%
2.8%

Financial Services

19.7%
24.7%

Consumer Defensive

14.7%
2.3%

Industrials

13.1%
15.3%

Basic Materials

5.8%
8.3%

Consumer Cyclical

5.7%
3.3%

Energy

2.7%
11.6%

Communication Services

1.1%
8.6%

Technology

0.8%
1.5%

Real Estate

0.7%
4.8%

Utilities

0.2%
16.7%

Healthcare

CSWG.L
38.2%
EEI.L
2.8%

Financial Services

CSWG.L
19.7%
EEI.L
24.7%

Consumer Defensive

CSWG.L
14.7%
EEI.L
2.3%

Industrials

CSWG.L
13.1%
EEI.L
15.3%

Basic Materials

CSWG.L
5.8%
EEI.L
8.3%

Consumer Cyclical

CSWG.L
5.7%
EEI.L
3.3%

Energy

CSWG.L
2.7%
EEI.L
11.6%

Communication Services

CSWG.L
1.1%
EEI.L
8.6%

Technology

CSWG.L
0.8%
EEI.L
1.5%

Real Estate

CSWG.L
0.7%
EEI.L
4.8%

Utilities

CSWG.L
0.2%
EEI.L
16.7%

Compare stocks, funds, or ETFs

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Amundi MSCI Switzerland UCITS ETF CHF

WisdomTree Europe Equity Income UCITS ETF

Often compared with CSWG.L:
CSWG.L vs. VTCSWG.L vs. SPYCSWG.L vs. CS1.LCSWG.L vs. IMV.LCSWG.L vs. MIVO.LCSWG.L vs. FEUZ.LCSWG.L vs. CW8G.L
Often compared with EEI.L:
EEI.L vs. EEIP.LEEI.L vs. FEUI.LEEI.L vs. FEQD.LEEI.L vs. FEUQ.DEEEI.L vs. IUKD.LEEI.L vs. SDUE.LEEI.L vs. BTCW

Return for Risk

CSWG.L vs. EEI.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CSWG.L
CSWG.L Risk / Return Rank: 3131
Overall Rank
CSWG.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
CSWG.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
CSWG.L Omega Ratio Rank: 3434
Omega Ratio Rank
CSWG.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
CSWG.L Martin Ratio Rank: 2828
Martin Ratio Rank
EEI.L
EEI.L Risk / Return Rank: 6060
Overall Rank
EEI.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
EEI.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
EEI.L Omega Ratio Rank: 6363
Omega Ratio Rank
EEI.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
EEI.L Martin Ratio Rank: 6060
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Switzerland UCITS ETF CHF (CSWG.L) and WisdomTree Europe Equity Income UCITS ETF (EEI.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.

CSWG.LEEI.LDifference
Sharpe ratioReturn per unit of total volatility
1.22
2.09

-0.87

Sortino ratioReturn per unit of downside risk
1.75
2.75

-1.00

Omega ratioGain probability vs. loss probability

1.23

1.39

-0.16

Calmar ratioReturn relative to maximum drawdown

1.24

2.75

-1.51

Martin ratioReturn relative to average drawdown

3.99

10.65

-6.67

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current CSWG.L Sharpe Ratio is 1.22, which is lower than the EEI.L Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of CSWG.L and EEI.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

CSWG.LEEI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

2.09

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.47

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

0.28

+0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.21

+0.82

Drawdowns

CSWG.L vs. EEI.L - Drawdown Comparison

The maximum CSWG.L drawdown since its inception was -18.31%, smaller than the maximum EEI.L drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for CSWG.L and EEI.L.

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Drawdown Indicators

CSWG.LEEI.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.31%

-37.68%

+19.37%

Max Drawdown (1Y)

Largest decline over 1 year

-12.52%

-8.29%

-4.23%

Max Drawdown (3Y)

Largest decline over 3 years

-12.52%

-14.75%

+2.23%

Max Drawdown (5Y)

Largest decline over 5 years

-16.26%

-17.71%

+1.45%

Max Drawdown (10Y)

Largest decline over 10 years

-18.31%

-37.68%

+19.37%

Current Drawdown

Current decline from peak

-6.01%

-0.77%

-5.24%

Average Drawdown

Average peak-to-trough decline

-4.18%

-11.38%

+7.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

2.14%

+1.71%

Volatility

CSWG.L vs. EEI.L - Volatility Comparison

Amundi MSCI Switzerland UCITS ETF CHF (CSWG.L) has a higher volatility of 3.86% compared to WisdomTree Europe Equity Income UCITS ETF (EEI.L) at 3.66%. This indicates that CSWG.L's price experiences larger fluctuations and is considered to be riskier than EEI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CSWG.LEEI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.86%

3.66%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

10.30%

8.55%

+1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

12.69%

10.90%

+1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.26%

13.75%

+0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.57%

15.53%

+3.04%

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

CSWG.L has a 0.25% expense ratio, which is lower than EEI.L's 0.29% expense ratio.

Dividends

CSWG.L vs. EEI.L - Dividend Comparison

CSWG.L has not paid dividends to shareholders, while EEI.L's dividend yield for the trailing twelve months is around 0.05%.

PositionTTM20252024202320222021202020192018201720162015
CSWG.L
Amundi MSCI Switzerland UCITS ETF CHF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EEI.L
WisdomTree Europe Equity Income UCITS ETF		0.05%0.05%0.07%0.06%0.05%0.05%0.06%0.06%0.05%0.04%0.03%0.04%

Frequently Asked Questions

CSWG.L and EEI.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSWG.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSWG.L is cheaper with a 0.25% expense ratio, compared with 0.29% for EEI.L.

CSWG.L tracks MSCI Switzerland NR CHF, while EEI.L tracks MSCI Europe High Div Yld NR EUR. They also come from different issuers: Amundi and WisdomTree. Their fees differ too: 0.25% for CSWG.L and 0.29% for EEI.L.

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