CSWG.L vs. MIVO.L
Compare and contrast key facts about Amundi MSCI Switzerland UCITS ETF CHF (CSWG.L) and Amundi MSCI Europe Minimum Volatility UCITS (MIVO.L).
CSWG.L and MIVO.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. MIVO.L is a passively managed fund by Amundi that tracks the performance of the MSCI Europe NR EUR. It was launched on Apr 18, 2018. Both CSWG.L and MIVO.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. MIVO.L - Performance Comparison
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CSWG.L vs. MIVO.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSWG.L Amundi MSCI Switzerland UCITS ETF CHF | -0.01% | 23.70% | -0.86% | 8.57% | -7.50% | 19.38% | 6.91% | 29.09% | -2.83% | 15.62% |
MIVO.L Amundi MSCI Europe Minimum Volatility UCITS | 4.90% | 17.54% | 6.50% | 8.50% | -7.95% | 13.43% | 1.38% | 16.36% | -3.04% | 13.15% |
Returns By Period
In the year-to-date period, CSWG.L achieves a -0.01% return, which is significantly lower than MIVO.L's 4.90% return. Over the past 10 years, CSWG.L has outperformed MIVO.L with an annualized return of 9.92%, while MIVO.L has yielded a comparatively lower 7.78% annualized return.
CSWG.L
- 1D
- 1.87%
- 1M
- -6.26%
- YTD
- -0.01%
- 6M
- 8.20%
- 1Y
- 13.39%
- 3Y*
- 8.91%
- 5Y*
- 8.78%
- 10Y*
- 9.92%
MIVO.L
- 1D
- 1.11%
- 1M
- -3.06%
- YTD
- 4.90%
- 6M
- 7.55%
- 1Y
- 13.07%
- 3Y*
- 10.37%
- 5Y*
- 8.60%
- 10Y*
- 7.78%
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CSWG.L vs. MIVO.L - Expense Ratio Comparison
CSWG.L has a 0.25% expense ratio, which is higher than MIVO.L's 0.13% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
CSWG.L vs. MIVO.L — Risk / Return Rank
CSWG.L
MIVO.L
CSWG.L vs. MIVO.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 Amundi MSCI Europe Minimum Volatility UCITS (MIVO.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 | MIVO.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 1.18 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.57 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.24 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 1.62 | -0.74 |
Martin ratioReturn relative to average drawdown | 3.17 | 5.80 | -2.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSWG.L | MIVO.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.18 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.78 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.04 | 0.64 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 0.75 | +0.28 |
Correlation
The correlation between CSWG.L and MIVO.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. MIVO.L - Dividend Comparison
Neither CSWG.L nor MIVO.L has paid dividends to shareholders.
Drawdowns
CSWG.L vs. MIVO.L - Drawdown Comparison
The maximum CSWG.L drawdown since its inception was -18.31%, smaller than the maximum MIVO.L drawdown of -24.30%. Use the drawdown chart below to compare losses from any high point for CSWG.L and MIVO.L.
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Drawdown Indicators
| CSWG.L | MIVO.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.31% | -24.30% | +5.99% |
Max Drawdown (1Y)Largest decline over 1 year | -12.52% | -8.38% | -4.14% |
Max Drawdown (5Y)Largest decline over 5 years | -16.26% | -17.54% | +1.28% |
Max Drawdown (10Y)Largest decline over 10 years | -18.31% | -24.30% | +5.99% |
Current DrawdownCurrent decline from peak | -8.17% | -4.35% | -3.82% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -3.60% | -0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 2.34% | +1.14% |
Volatility
CSWG.L vs. MIVO.L - Volatility Comparison
Amundi MSCI Switzerland UCITS ETF CHF (CSWG.L) has a higher volatility of 5.68% compared to Amundi MSCI Europe Minimum Volatility UCITS (MIVO.L) at 4.22%. This indicates that CSWG.L's price experiences larger fluctuations and is considered to be riskier than MIVO.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.L | MIVO.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 4.22% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 9.38% | 7.12% | +2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.04% | 11.04% | +3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.34% | 10.97% | +3.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.76% | 12.26% | +6.50% |