CSWG.L vs. EEIP.L

Last updated Jun 4, 2026

CSWG.L (Amundi MSCI Switzerland UCITS ETF CHF) and EEIP.L (WisdomTree Europe Equity Income UCITS ETF Acc) are both Europe Equities funds - CSWG.L tracks the MSCI Switzerland NR CHF while EEIP.L tracks the MSCI Europe High Div Yld NR EUR. Both are passively managed. Over the past 5 years, CSWG.L returned 7.57%/yr vs 12.55%/yr for EEIP.L. At a 0.36 correlation, their price movements are largely independent. CSWG.L charges 0.25%/yr vs 0.29%/yr for EEIP.L.

Performance

CSWG.L vs. EEIP.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 Acc (EEIP.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CSWG.L achieves a 2.34% return, which is significantly lower than EEIP.L's 12.77% 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%

EEIP.L

• 1D: -0.16%
• 1M: 0.74%
• YTD: 12.77%
• 6M: 15.86%
• 1Y: 29.85%
• 3Y*: 17.36%
• 5Y*: 12.55%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
EEIP.L WisdomTree Europe Equity Income UCITS ETF Acc	12.77%	34.46%	-1.80%	12.45%	6.20%	11.06%	-13.70%	14.22%	-6.64%	13.88%

Correlation

The correlation between CSWG.L and EEIP.L is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.47
Correlation (5Y) Calculated over the trailing 5-year period	0.46
Correlation (All Time) Calculated using the full available price history since Nov 9, 2016	0.36

The correlation between CSWG.L and EEIP.L shifts across timeframes, from 0.36 (all time) to 0.51 (1 year), reflecting how their relationship changes across market environments.

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

Sectors	CSWG.L	EEIP.L
Healthcare	38.2%	2.9%
Financial Services	19.7%	24.1%
Consumer Defensive	14.7%	2.3%
Industrials	13.1%	15.0%
Basic Materials	5.8%	8.0%
Consumer Cyclical	5.7%	3.4%
Energy	2.7%	12.5%
Communication Services	1.1%	8.5%
Technology	0.8%	1.4%
Real Estate	0.7%	4.8%
Utilities	0.2%	17.3%

Return for Risk

CSWG.L vs. EEIP.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: 31
CSWG.L Sharpe Ratio Rank: 34
CSWG.L Sortino Ratio Rank: 32
CSWG.L Omega Ratio Rank: 34
CSWG.L Calmar Ratio Rank: 26
CSWG.L Martin Ratio Rank: 28

EEIP.L

EEIP.L Risk / Return Rank: 79
EEIP.L Sharpe Ratio Rank: 83
EEIP.L Sortino Ratio Rank: 80
EEIP.L Omega Ratio Rank: 82
EEIP.L Calmar Ratio Rank: 75
EEIP.L Martin Ratio Rank: 77

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. EEIP.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 Acc (EEIP.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.L	EEIP.L	Difference
Sharpe ratio: Return per unit of total volatility	1.22	2.69	-1.47
Sortino ratio: Return per unit of downside risk	1.75	3.59	-1.85
Omega ratio: Gain probability vs. loss probability	1.23	1.49	-0.26
Calmar ratio: Return relative to maximum drawdown	1.24	3.75	-2.51
Martin ratio: Return relative to average drawdown	3.99	14.81	-10.82
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. EEIP.L - Sharpe Ratio Comparison

The current CSWG.L Sharpe Ratio is 1.22, which is lower than the EEIP.L Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of CSWG.L and EEIP.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.

Sharpe Ratios by Period

	CSWG.L	EEIP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.22	2.69	-1.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	0.95	-0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.02	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.03	0.56	+0.47

Drawdowns

CSWG.L vs. EEIP.L - Drawdown Comparison

The maximum CSWG.L drawdown since its inception was -18.31%, smaller than the maximum EEIP.L drawdown of -34.51%. Use the drawdown chart below to compare losses from any high point for CSWG.L and EEIP.L.

Drawdown Indicators

	CSWG.L	EEIP.L	Difference
Max Drawdown Largest peak-to-trough decline	-18.31%	-34.51%	+16.20%
Max Drawdown (1Y) Largest decline over 1 year	-12.52%	-7.92%	-4.60%
Max Drawdown (3Y) Largest decline over 3 years	-12.52%	-11.00%	-1.52%
Max Drawdown (5Y) Largest decline over 5 years	-16.26%	-14.49%	-1.77%
Max Drawdown (10Y) Largest decline over 10 years	-18.31%	—	—
Current Drawdown Current decline from peak	-6.01%	-1.03%	-4.98%
Average Drawdown Average peak-to-trough decline	-4.18%	-5.49%	+1.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.85%	2.01%	+1.84%

Volatility

CSWG.L vs. EEIP.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 Acc (EEIP.L) at 3.23%. This indicates that CSWG.L's price experiences larger fluctuations and is considered to be riskier than EEIP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CSWG.L	EEIP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.86%	3.23%	+0.63%
Volatility (6M) Calculated over the trailing 6-month period	10.30%	8.80%	+1.50%
Volatility (1Y) Calculated over the trailing 1-year period	12.69%	11.05%	+1.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.26%	13.20%	+1.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.57%	15.14%	+3.43%

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

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

Dividends

CSWG.L vs. EEIP.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both CSWG.L and EEIP.L in my portfolio?

CSWG.L and EEIP.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CSWG.L or EEIP.L?

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.

Which ETF is cheaper, CSWG.L or EEIP.L?

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

What is the main difference between CSWG.L and EEIP.L?

CSWG.L tracks MSCI Switzerland NR CHF, while EEIP.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 EEIP.L.