CSWG.L vs. SXR1.DE
CSWG.L (Amundi MSCI Switzerland UCITS ETF CHF) and SXR1.DE (iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)) are both exchange-traded funds - CSWG.L is a Europe Equities fund tracking the MSCI Switzerland NR CHF, while SXR1.DE is a Asia Pacific Equities fund tracking the MSCI Pacific ex Japan. Both are passively managed. Over the past 10 years, CSWG.L returned 10.09%/yr vs 8.53%/yr for SXR1.DE. At a 0.31 correlation, their price movements are largely independent. CSWG.L charges 0.25%/yr vs 0.20%/yr for SXR1.DE.
Performance
CSWG.L vs. SXR1.DE - Performance Comparison
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Different Trading Currencies
CSWG.L is traded in GBp, while SXR1.DE is traded in EUR. To make them comparable, the SXR1.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, CSWG.L achieves a 3.71% return, which is significantly lower than SXR1.DE's 8.04% return. Over the past 10 years, CSWG.L has outperformed SXR1.DE with an annualized return of 10.09%, while SXR1.DE has yielded a comparatively lower 8.53% annualized return.
CSWG.L
- 1D
- 1.34%
- 1M
- 2.57%
- YTD
- 3.71%
- 6M
- 6.61%
- 1Y
- 15.88%
- 3Y*
- 9.05%
- 5Y*
- 7.85%
- 10Y*
- 10.09%
SXR1.DE
- 1D
- -0.77%
- 1M
- 0.22%
- YTD
- 8.04%
- 6M
- 9.26%
- 1Y
- 17.12%
- 3Y*
- 10.57%
- 5Y*
- 5.97%
- 10Y*
- 8.53%
CSWG.L vs. SXR1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSWG.L Amundi MSCI Switzerland UCITS ETF CHF | 3.71% | 23.70% | -0.86% | 8.57% | -7.50% | 19.38% | 6.91% | 29.09% | -2.83% | 15.62% |
SXR1.DE iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) | 8.04% | 12.57% | 7.03% | 0.16% | 4.57% | 5.19% | 2.50% | 15.40% | -4.87% | 15.49% |
Correlation
The correlation between CSWG.L and SXR1.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2016 | 0.31 |
The correlation between CSWG.L and SXR1.DE shifts across timeframes, from 0.31 (all time) to 0.45 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CSWG.L vs. SXR1.DE — Risk / Return Rank
CSWG.L
SXR1.DE
CSWG.L vs. SXR1.DE - 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 Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE). 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 | SXR1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.27 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.30 | 2.39 | -1.10 |
| Martin ratioReturn relative to average drawdown | 4.16 | 7.16 | -3.01 |
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 | SXR1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 1.51 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.42 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.03 | 0.52 | +0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 0.28 | +0.77 |
Drawdowns
CSWG.L vs. SXR1.DE - Drawdown Comparison
The maximum CSWG.L drawdown since its inception was -18.31%, smaller than the maximum SXR1.DE drawdown of -40.99%. Use the drawdown chart below to compare losses from any high point for CSWG.L and SXR1.DE.
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Drawdown Indicators
| CSWG.L | SXR1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.31% | -40.99% | +22.68% |
Max Drawdown (1Y)Largest decline over 1 year | -12.52% | -7.12% | -5.40% |
Max Drawdown (3Y)Largest decline over 3 years | -12.52% | -18.13% | +5.61% |
Max Drawdown (5Y)Largest decline over 5 years | -16.26% | -18.13% | +1.87% |
Max Drawdown (10Y)Largest decline over 10 years | -18.31% | -33.06% | +14.75% |
Current DrawdownCurrent decline from peak | -4.76% | -3.06% | -1.70% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -11.25% | +7.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 2.38% | +1.48% |
Volatility
CSWG.L vs. SXR1.DE - Volatility Comparison
Amundi MSCI Switzerland UCITS ETF CHF (CSWG.L) has a higher volatility of 4.02% compared to iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) at 3.06%. This indicates that CSWG.L's price experiences larger fluctuations and is considered to be riskier than SXR1.DE 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 | SXR1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.02% | 3.06% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 10.38% | 8.89% | +1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.75% | 11.31% | +1.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.27% | 14.20% | +0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.57% | 16.30% | +2.27% |
CSWG.L vs. SXR1.DE - Expense Ratio Comparison
CSWG.L has a 0.25% expense ratio, which is higher than SXR1.DE's 0.20% 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%.
Dividends
CSWG.L vs. SXR1.DE - Dividend Comparison
Neither CSWG.L nor SXR1.DE has paid dividends to shareholders.
Frequently Asked Questions
CSWG.L and SXR1.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR1.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR1.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for CSWG.L.
CSWG.L is categorized as Europe Equities, while SXR1.DE is Asia Pacific Equities. CSWG.L tracks MSCI Switzerland NR CHF, while SXR1.DE tracks MSCI Pacific ex Japan. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.25% for CSWG.L and 0.20% for SXR1.DE.
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