PortfoliosLab logoPortfoliosLab logo
EUNZ.DE vs. CHFUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

EUNZ.DE vs. CHFUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.DE) and USD/CHF (CHFUSD=X). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

EUNZ.DE is traded in EUR, while CHFUSD=X is traded in USD. To make them comparable, the CHFUSD=X values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EUNZ.DE achieves a 19.80% return, which is significantly higher than CHFUSD=X's 0.95% return. Over the past 10 years, EUNZ.DE has outperformed CHFUSD=X with an annualized return of 6.51%, while CHFUSD=X has yielded a comparatively lower 1.59% annualized return.


EUNZ.DE

1D
2.18%
1M
4.10%
YTD
19.80%
6M
21.27%
1Y
23.44%
3Y*
11.22%
5Y*
6.51%
10Y*
6.51%

CHFUSD=X

1D
-0.22%
1M
-0.68%
YTD
0.95%
6M
1.34%
1Y
1.85%
3Y*
1.96%
5Y*
3.35%
10Y*
1.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNZ.DE vs. CHFUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNZ.DE
iShares Edge MSCI EM Minimum Volatility UCITS ETF
19.80%-0.12%15.71%3.83%-8.85%13.09%-2.49%10.54%-1.87%11.39%
CHFUSD=X
USD/CHF
0.95%0.97%-1.18%6.54%4.77%4.29%0.41%3.81%3.79%-8.29%

Correlation

The correlation between EUNZ.DE and CHFUSD=X is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2012

-0.01

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EUNZ.DE vs. CHFUSD=X — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EUNZ.DE
EUNZ.DE Risk / Return Rank: 6767
Overall Rank
EUNZ.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
EUNZ.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
EUNZ.DE Omega Ratio Rank: 6767
Omega Ratio Rank
EUNZ.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
EUNZ.DE Martin Ratio Rank: 6666
Martin Ratio Rank

CHFUSD=X
CHFUSD=X Risk / Return Rank: 6464
Overall Rank
CHFUSD=X Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
CHFUSD=X Sortino Ratio Rank: 6363
Sortino Ratio Rank
CHFUSD=X Omega Ratio Rank: 6363
Omega Ratio Rank
CHFUSD=X Calmar Ratio Rank: 6464
Calmar Ratio Rank
CHFUSD=X Martin Ratio Rank: 6464
Martin Ratio Rank
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.

EUNZ.DE vs. CHFUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.DE) and USD/CHF (CHFUSD=X). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EUNZ.DECHFUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+1.46

Sortino ratioReturn per unit of downside risk

+2.09

Omega ratioGain probability vs. loss probability

1.35

1.07

+0.28

Calmar ratioReturn relative to maximum drawdown

3.11

0.54

+2.57

Martin ratioReturn relative to average drawdown

10.82

1.31

+9.52

EUNZ.DE vs. CHFUSD=X - Sharpe Ratio Comparison

The current EUNZ.DE Sharpe Ratio is 1.87, which is higher than the CHFUSD=X Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of EUNZ.DE and CHFUSD=X, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

EUNZ.DE vs. CHFUSD=X - Drawdown Comparison

The maximum EUNZ.DE drawdown since its inception was -34.03%, which is greater than CHFUSD=X's maximum drawdown of -18.49%. Use the drawdown chart below to compare losses from any high point for EUNZ.DE and CHFUSD=X.


Loading charts...

Drawdown Indicators


EUNZ.DECHFUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-34.03%

-18.49%

-15.54%

Max Drawdown (1Y)

Largest decline over 1 year

-7.51%

-2.76%

-4.75%

Max Drawdown (3Y)

Largest decline over 3 years

-14.00%

-6.63%

-7.37%

Max Drawdown (5Y)

Largest decline over 5 years

-14.00%

-6.63%

-7.37%

Max Drawdown (10Y)

Largest decline over 10 years

-26.16%

-11.28%

-14.88%

Current Drawdown

Current decline from peak

-1.03%

-2.41%

+1.38%

Average Drawdown

Average peak-to-trough decline

-10.20%

-7.84%

-2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

1.20%

+0.96%

Volatility

EUNZ.DE vs. CHFUSD=X - Volatility Comparison

iShares Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.DE) has a higher volatility of 4.83% compared to USD/CHF (CHFUSD=X) at 0.95%. This indicates that EUNZ.DE's price experiences larger fluctuations and is considered to be riskier than CHFUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EUNZ.DECHFUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

0.95%

+3.88%

Volatility (6M)

Calculated over the trailing 6-month period

10.73%

2.83%

+7.90%

Volatility (1Y)

Calculated over the trailing 1-year period

12.53%

3.66%

+8.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.48%

5.42%

+6.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.30%

5.02%

+8.28%

Frequently Asked Questions


EUNZ.DE and CHFUSD=X have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for EUNZ.DE and CHFUSD=X

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer