CSWG.L vs. SXR3.DE
CSWG.L (Amundi MSCI Switzerland UCITS ETF CHF) and SXR3.DE (iShares MSCI UK UCITS ETF (Acc)) are both Europe Equities funds - CSWG.L tracks the MSCI Switzerland NR CHF while SXR3.DE tracks the MSCI UK. Both are passively managed. Over the past 10 years, CSWG.L returned 9.94%/yr vs 7.74%/yr for SXR3.DE. At a 0.31 correlation, their price movements are largely independent. CSWG.L charges 0.25%/yr vs 0.33%/yr for SXR3.DE.
Performance
CSWG.L vs. SXR3.DE - Performance Comparison
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Different Trading Currencies
CSWG.L is traded in GBp, while SXR3.DE is traded in EUR. To make them comparable, the SXR3.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 2.34% return, which is significantly higher than SXR3.DE's -0.89% return. Over the past 10 years, CSWG.L has outperformed SXR3.DE with an annualized return of 9.94%, while SXR3.DE has yielded a comparatively lower 7.74% 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%
SXR3.DE
- 1D
- -0.18%
- 1M
- 0.12%
- YTD
- -0.89%
- 6M
- -1.07%
- 1Y
- 9.14%
- 3Y*
- 10.61%
- 5Y*
- 9.80%
- 10Y*
- 7.74%
CSWG.L vs. SXR3.DE - 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% |
SXR3.DE iShares MSCI UK UCITS ETF (Acc) | -0.89% | 21.68% | 8.57% | 7.41% | 5.85% | 16.83% | -12.54% | 17.75% | -9.58% | 11.93% |
Correlation
The correlation between CSWG.L and SXR3.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
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 SXR3.DE shifts across timeframes, from 0.24 (1 year) to 0.44 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
CSWG.L vs. SXR3.DE — Risk / Return Rank
CSWG.L
SXR3.DE
CSWG.L vs. SXR3.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 MSCI UK UCITS ETF (Acc) (SXR3.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 | SXR3.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.25 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 0.84 | +0.40 |
| Martin ratioReturn relative to average drawdown | 3.99 | 1.82 | +2.17 |
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 | SXR3.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 0.61 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.71 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.02 | 0.49 | +0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 0.46 | +0.57 |
Drawdowns
CSWG.L vs. SXR3.DE - Drawdown Comparison
The maximum CSWG.L drawdown since its inception was -18.31%, smaller than the maximum SXR3.DE drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for CSWG.L and SXR3.DE.
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Drawdown Indicators
| CSWG.L | SXR3.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.31% | -34.95% | +16.64% |
Max Drawdown (1Y)Largest decline over 1 year | -12.52% | -10.96% | -1.56% |
Max Drawdown (3Y)Largest decline over 3 years | -12.52% | -13.86% | +1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -16.26% | -13.86% | -2.40% |
Max Drawdown (10Y)Largest decline over 10 years | -18.31% | -34.95% | +16.64% |
Current DrawdownCurrent decline from peak | -6.01% | -10.71% | +4.70% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -4.77% | +0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 5.07% | -1.22% |
Volatility
CSWG.L vs. SXR3.DE - Volatility Comparison
Amundi MSCI Switzerland UCITS ETF CHF (CSWG.L) has a higher volatility of 3.86% compared to iShares MSCI UK UCITS ETF (Acc) (SXR3.DE) at 1.00%. This indicates that CSWG.L's price experiences larger fluctuations and is considered to be riskier than SXR3.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 | SXR3.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 1.00% | +2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 10.30% | 14.29% | -3.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 15.06% | -2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 13.72% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.57% | 15.65% | +2.92% |
CSWG.L vs. SXR3.DE - Expense Ratio Comparison
CSWG.L has a 0.25% expense ratio, which is lower than SXR3.DE's 0.33% expense ratio.
Dividends
CSWG.L vs. SXR3.DE - Dividend Comparison
Neither CSWG.L nor SXR3.DE has paid dividends to shareholders.
Frequently Asked Questions
CSWG.L and SXR3.DE have a correlation of 0.24, 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 0.33% for SXR3.DE.
CSWG.L tracks MSCI Switzerland NR CHF, while SXR3.DE tracks MSCI UK. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.25% for CSWG.L and 0.33% for SXR3.DE.
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