CSWG.L vs. IMV.L
Compare and contrast key facts about Amundi MSCI Switzerland UCITS ETF CHF (CSWG.L) and iShares Edge MSCI Europe Min Volatility UCITS (IMV.L).
CSWG.L and IMV.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CSWG.L is a passively managed fund by Amundi that tracks the performance of the MSCI Switzerland NR CHF. It was launched on Mar 22, 2018. IMV.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Nov 30, 2012. Both CSWG.L and IMV.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CSWG.L vs. IMV.L - Performance Comparison
Loading graphics...
CSWG.L vs. IMV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IMV.L iShares Edge MSCI Europe Min Volatility UCITS | 4.21% | 17.66% | 6.63% | 8.56% | -7.83% | 13.68% | 1.50% | 16.37% | -2.91% | 13.29% |
Returns By Period
In the year-to-date period, CSWG.L achieves a -1.84% return, which is significantly lower than IMV.L's 4.21% return. Over the past 10 years, CSWG.L has outperformed IMV.L with an annualized return of 9.72%, while IMV.L has yielded a comparatively lower 7.81% annualized return.
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%
IMV.L
- 1D
- 0.88%
- 1M
- -5.09%
- YTD
- 4.21%
- 6M
- 7.52%
- 1Y
- 13.10%
- 3Y*
- 10.25%
- 5Y*
- 8.61%
- 10Y*
- 7.81%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CSWG.L vs. IMV.L - Expense Ratio Comparison
Both CSWG.L and IMV.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
CSWG.L vs. IMV.L — Risk / Return Rank
CSWG.L
IMV.L
CSWG.L vs. IMV.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 iShares Edge MSCI Europe Min Volatility UCITS (IMV.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 | IMV.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.17 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.56 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.24 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | 1.45 | -0.75 |
Martin ratioReturn relative to average drawdown | 2.54 | 5.25 | -2.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CSWG.L | IMV.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.17 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.78 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.02 | 0.63 | +0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.72 | +0.29 |
Correlation
The correlation between CSWG.L and IMV.L is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CSWG.L vs. IMV.L - Dividend Comparison
Neither CSWG.L nor IMV.L has paid dividends to shareholders.
Drawdowns
CSWG.L vs. IMV.L - Drawdown Comparison
The maximum CSWG.L drawdown since its inception was -18.31%, smaller than the maximum IMV.L drawdown of -24.48%. Use the drawdown chart below to compare losses from any high point for CSWG.L and IMV.L.
Loading graphics...
Drawdown Indicators
| CSWG.L | IMV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.31% | -24.48% | +6.17% |
Max Drawdown (1Y)Largest decline over 1 year | -12.52% | -8.50% | -4.02% |
Max Drawdown (5Y)Largest decline over 5 years | -16.26% | -17.42% | +1.16% |
Max Drawdown (10Y)Largest decline over 10 years | -18.31% | -24.48% | +6.17% |
Current DrawdownCurrent decline from peak | -9.85% | -5.09% | -4.76% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -3.56% | -0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 2.35% | +1.09% |
Volatility
CSWG.L vs. IMV.L - Volatility Comparison
Amundi MSCI Switzerland UCITS ETF CHF (CSWG.L) has a higher volatility of 5.89% compared to iShares Edge MSCI Europe Min Volatility UCITS (IMV.L) at 5.22%. This indicates that CSWG.L's price experiences larger fluctuations and is considered to be riskier than IMV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CSWG.L | IMV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.89% | 5.22% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 7.27% | +2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.07% | 11.14% | +2.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.32% | 10.98% | +3.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.75% | 12.31% | +6.44% |